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12 papers · 1 filter
Density estimates and concentration inequalities with Malliavin calculus
Ivan Nourdin, Frederi G. Viens
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and…
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
Carlo Marinelli, Claudia Prévôt, Michael Röckner
We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by W…
The fractional stochastic heat equation on the circle: Time regularity and potential theory
Eulalia Nualart, Frederi Viens
We consider a system of linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle . We obtain sharp results…
Sharp asymptotics for the partition function of some continuous-time directed polymers
Agnese Cadel, Samy Tindel, Frederi Viens
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Bro…
Iterated Brownian motion in bounded domains in R^n
Erkan Nane
Let is the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at and let be its distribution. In thi…
Characterization of invariant measures at the leading edge for competing particle systems
Anastasia Ruzmaikina, Michael Aizenman
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability meas…