21 citations · 47 across the 17 of their papers we have counts for
23 papers
Backward stochastic porous media equation with polynomial growth
Ioana Ciotir, Dan Goreac, Juan Li +2
We investigate the well-posedness of a backward stochastic porous media equation whose nonlinear term is a polynomial operator corresponding to the slow diffusion regime. The main…
Stochastic Porous Media Equations With Nonhomogeneous Dirichlet Boundary Conditions
Dan Goreac, Ioana Ciotir, Juan Li +1
We aim at studying the well-posedness of stochastic porous media equation problems under nonhomogeneous Dirichlet boundary. We obtain an unconventional homogeneous Dirichlet bounda…
Viability problems for SDEs in a general Gelfand triple setup using a variational approach
Ioana Ciotir, Aureliu Ionescu, Eduard Rotenstein
We establish viability conditions for a broad general class of stochastic differential equations formulated within the variational approach,% \[ dX_{t}=A\left( X_{t}\right) dt+B\le…
Sharp decay rate and asymptotic simplification for a quasilinear heat equation
Maryam Al Hajjar, Ioana Ciotir, Matthias Täufer
We study the decay rate for a quasilinear heat equation of the form . The term on the right-hand-side is interpreted as a nonlinear per…
The vanishing latent heat limit of a stochastic Stefan problem : An error estimate
Ioana Ciotir, Perla El Kettani, Dan Goreac +1
The purpose of this paper is to extend an article by Hilhorst, Mimura and Sch{ä}tzle [18] about the limit as the latent heat coefficient tends to zero of a two-phase Stefan problem…
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac +1
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recove…