Showing math.PRShow all
3 papers · 1 filter
math.PR2026
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…
math.PR2023
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…
math.PR2018
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…