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Numerical approximation of the value of a stochastic differential game with asymmetric information
Ľubomír Baňas, Giorgio Ferrari, Tsiry A. Randrianasolo
We consider a convexity constrained Hamilton-Jacobi-Bellman-type obstacle problem for the value function of a zero-sum differential game with asymmetric information. We propose a c…
Convergent numerical approximation of the stochastic total variation flow
Ľubomír Baňas, Michael Röckner, André Wilke
We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with re…
Numerical approximation of the Stochastic Cahn-Hilliard Equation near the Sharp Interface Limit
Dimitra Antonopoulou, Lubomir Banas, Robert Nürnberg +1
We consider the stochastic Cahn-Hilliard equation with additive noise term () that scales with the interfacial width parameter . We ver…
Sharp interface limit of stochastic Cahn-Hilliard equation with singular noise
Lubomir Banas, Huanyu Yang and, Rongchan Zhu
We study the the sharp interface limit of -dependent two dimensional stochastic Cahn-Hilliard equation driven by space-time white noise and conservative noise as $\var…