5 citations · 9 across the 10 of their papers we have counts for
11 papers
Stability for the stochastic heat equation with multiplicative noise via finite-dimensional feedback
Víctor Hernández-Santamaría, Kévin Le Balc'h, Liliana Peralta
In this paper, we study the long-time behavior of a stochastic heat equation with a class of infinite-dimensional multiplicative noises and localized control. We first illustrate t…
-estimates, local well-posedness and controllability for linear and semilinear backward SPDEs
Víctor Hernández-Santamaría, Kévin Le Balc'h, Liliana Peralta
In this paper, we study linear backward parabolic SPDEs in bounded domains and present new a priori estimates for their weak solutions. Inspired by the seminal work of Y. Hu, J. Ma…
HJB equation for maximization of wealth under insider trading
Jorge A. León, Liliana Peralta, Iván Rodríguez
In this paper, we combine the techniques of enlargement of filtrations and stochastic control theory to establish an extension of the verification theorem, where the coefficients o…
Statistical inference for a stochastic partial differential equation related to an ecological niche
Fernando Baltazar-Larios, Francisco Delgado-Vences, Liliana Peralta
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by th…
Rates of convergence for the number of zeros of random trigonometric polynomials
Laure Coutin, Liliana Peralta
In this paper, we quantify the rate of convergence between the distribution of number of zeros of random trigonometric polynomials (RTP) with i.i.d. centered random coefficients an…
Global null-controllability for stochastic semilinear parabolic equations
Víctor Hernández-Santamaría, Kévin Le Balc'h, Liliana Peralta
In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in t…
Statistical null-controllability of stochastic nonlinear parabolic equations
Victor Hernandez-Santamaria, Kevin Le Balc'h, Liliana Peralta
In this paper, we consider forward stochastic nonlinear parabolic equations, with a control localized in the drift term. Under suitable assumptions, we prove the small-time global…
Controllability results for stochastic coupled systems of fourth- and second-order parabolic equations
Víctor Hernández-Santamaría, Liliana Peralta
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control bo…
Distribution function of the blow up time of the solution of an anticipating random fatigue equation
Liliana Peralta
In this paper, we study the distribution function of the time of explosion of a stochastic differential equation modeling the length of the dominant crack due to fatigue. The main…
Some remarks on the Robust Stackelberg controllability for the heat equation with controls on the boundary
Víctor Hernández-Santamaría, Liliana Peralta
In this paper, we present some controllability results for the heat equation in the framework of hierarchic control. We present a Stackelberg strategy combining the concept of cont…
An Osgood's criterion for a semilinear stochastic differential equation
Jorge A. León, Liliana Peralta, José Villa-Morales
The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=ξ+\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}σ…