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20192026
most citedSpatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

7 citations · 7 across the 3 of their papers we have counts for

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math.PR2026

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…

math.PR2020★ 7 cited

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…

math.PR2019

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…