Nimit Rana

activity

20162024

most citedRisk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes

16 citations · 19 across the 9 of their papers we have counts for

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3 papers · 1 filter

math.PR2022★ 1 cited

Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation

Florian Bechtold, Fabian A. Harang, Nimit Rana

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this e…

math.PR2020

Large Deviations for $(1 + 1)$ -dimensional Stochastic Geometric Wave Equation

Zdzisław Brzeźniak, Ben Goldys, Martin Ondreját +1

We consider stochastic wave map equation on real line with solutions taking values in a $d$ -dimensional compact Riemannian manifold. We show first that this equation has unique, gl…

math.PR2019

Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

Zdzisław Brzeźniak, Nimit Rana

We prove the existence and the uniqueness of a local maximal solution to an $H^{1}$ -critical stochastic wave equation with multiplicative noise on a smooth bounded domain $\mathcal{D…

Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation

Large Deviations for (1+1)-dimensional Stochastic Geometric Wave Equation

Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

Large Deviations for $(1 + 1)$ -dimensional Stochastic Geometric Wave Equation