4 papers
Absolute continuity of the law of the solution to the stochastic Cahn-Hilliard equation driven by fractional noise
Dimitrios Dimitriou, Dimitris Farazakis, Georgia Karali
The stochastic partial differential equation analyzed in this work is the Cahn-Hilliard equation perturbed by an additive fractional white noise (fractional in time and white in sp…
Malliavin Calculus for the stochastic heat equation and results on the density
D. Farazakis, G. Karali, A. Stavrianidi
We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a…
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread
D. C. Antonopoulou, D. Farazakis, G. Karali
In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evo…
Malliavin calculus for the stochastic Cahn-Hilliard / Allen Cahn equation with unbounded noise diffusion
D. C. Antonopoulou, D. Farazakis, G. D. Karali
The stochastic partial differential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due…