Peter H. C. Pang

activity

20192025

most citedThe Hunter-Saxton equation with noise

21 citations · 64 across the 14 of their papers we have counts for

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3 papers · 1 filter

math.PR2024

Convergence of stochastic integrals with applications to transport equations and conservation laws with noise

Kenneth H. Karlsen, Peter H. C. Pang

Convergence of stochastic integrals driven by Wiener processes $W_{n}$ , with $W_{n} \to W$ almost surely in $C_{t}$ , is crucial in analyzing SPDEs. Our focus is on the convergence of the…

math.PR2023

Weak convergence of stochastic integrals

Kenneth H. Karlsen, Peter H. C. Pang

The convergence of stochastic integrals driven by a sequence of Wiener processes $W_{n} \to W$ (with convergence in $C_{t}$ ) is crucial in the analysis of stochastic partial differentia…

math.PR2021★ 3 cited

Strong solutions of a stochastic differential equation with irregular random drift

Helge Holden, Kenneth H. Karlsen, Peter H. C. Pang

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(ω,t,X)\, \mathrm{d} t + \frac12 σ(…