1.1k citations
- Centre National de la Recherche ScientifiqueFR34 papers
- University of Maryland, College ParkUS34 papers
- University of California, BerkeleyUS22 papers
- Jet Propulsion LaboratoryUS21 papers
- Goddard Space Flight CenterUS20 papers
- Queen's University BelfastGB20 papers
- University of ArizonaUS20 papers
- University of WashingtonUS20 papers
- Johns Hopkins University Applied Physics LaboratoryUS19 papers
- Lawrence Berkeley National LaboratoryUS19 papers
- Michigan State UniversityUS19 papers
- Planetary Science InstituteUS17 papers
4 papers · 2 filters
Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
Mohammud Foondun, Jebessa Mijena, Erkan Nane
In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: $$\partial^β_tu_t(x)=-ν(-Δ)^{α/2} u_t(x…
Forward Backward Doubly Stochastic Differential Equations and the Optimal Filtering of Diffusion Processes
Feng Bao, Yanzhao Cao, Xiaoping Han
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions…
Convolution of probability measures on Lie groups and homogenous spaces
Ming Liao
We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolut…
Asymptotic properties of some space-time fractional stochastic equations
Mohammud Foondun, Erkan Nane
Consider non-linear time-fractional stochastic heat type equations of the following type, in $(d…