7 citations · 7 across the 3 of their papers we have counts for
4 papers
Nonzero-Sum Stochastic Differential Games for Controlled Convection-Diffusion SPDEs
Nacira Agram, Eya Zougar
This paper studies a two-player nonzero-sum stochastic differential game governed by a controlled convection-diffusion stochastic partial differential equation (SPDE) with spatiall…
Spatially Controlled Evolution of Composite Materials via Stochastic Partial Differential Equations
Nacira Agram, Isabelle Turpin, Eya Zougar
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. Th…
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
Mounir Zili, Eya Zougar
We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white no…
Fractional stochastic heat equation with piecewise constant coefficients
Yuliya Mishura, Kostiantyn Ralchenko, Mounir Zili +1
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infin…