68 citations · 231 across the 47 of their papers we have counts for
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math.PR2021
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
Guillaume Penent, Nicolas Privault
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on with polynomial nonlinearities in , using a tree-based probabi…
math.PR2021★ 3 cited
Surface measures and related functional inequalities on configuration spaces
Christian Houdré, Nicolas Privault
Using finite difference operators, we define a notion of boundary and surface measure for configuration sets under Poisson measures. A Margulis-Russo type identity and a co-area fo…
math.PR2021
Moments of Markovian growth-collapse processes
Nicolas Privault
We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends ex…