2 citations · 2 across the 8 of their papers we have counts for
8 papers
Gaussian fluctuations for the stochastic wave equation with drift
Raluca M. Balan, William D. Stephenson
In this article, we study the spatial fluctuations of the solution to the stochastic wave equation with a nonlinear drift and multiplicative Gaussian noise in dimensions one and tw…
Almost sure CLT for hyperbolic Anderson model with Lévy colored noise
Raluca M. Balan, Hanniel E. Kouamé, William D. Stephenson
In this note, we prove the Almost Sure Central Limit Theorem (ASCLT) for the spatial integral of the solution of the hyperbolic Anderson model driven by the Lévy colored noise intr…
Gaussian fluctuations for hyperbolic Anderson model with Lévy colored noise
Raluca M. Balan, William D. Stephenson
In this article, we study the asymptotic behaviour of the spatial integral of the solution to the hyperbolic Anderson model in dimension , driven by the Lévy colored…
Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
Raluca M. Balan, Juan J. Jiménez, Lluís Quer-Sardanyons
In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in , driven by a space-time Lévy white noise, when the drift and diffusion…
Central limit theorem for stochastic nonlinear wave equation with pure-jump Lévy white noise
Raluca M. Balan, Guangqu Zheng
In this paper, we study the random field solution to the stochastic nonlinear wave equation (SNLW) with constant initial conditions and multiplicative noise , where th…
Moment estimates for solutions of SPDEs with Lévy colored noise
Raluca M. Balan, Juan J. Jiménez
In this article, we continue the investigations initiated by the first author in Balan (2015) related to the study of stochastic partial differential equations (SPDEs) with Lévy co…
Series expansions for SPDEs with symmetric -stable Lévy noise
Raluca M. Balan, Juan J. Jiménez
In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric -stable (SS) Lévy noise, that is multiplied by a linear function …
Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise
Raluca M. Balan, Panqiu Xia, Guangqu Zheng
In this paper, we present an almost sure central limit theorem (ASCLT) for the hyperbolic Anderson model (HAM) with a Lévy white noise in a finite-variance setting, complementing a…