1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.PR2022★ 1 cited
Asymptotic Distribution of Brownian Excursions into an Interval
Rajeev Bhaskaran
In this paper, following earlier results in [2] we derive the asymptotic distribution as , of the excursion of Brownian motion straddling , into an interval $(a,b)…
math.PR2018
Stochastic PDEs in for SDEs driven by Lévy noise
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this article we show that a finite dimensional stochastic differential equation driven by a Lévy process can be formulated as a stochastic partial differential equation. We prov…
math.PR2017
Solutions of SPDE's associated with a stochastic flow
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=ψ, \end{align*} associated with a stochastic flow…