71 citations · 178 across the 32 of their papers we have counts for
4 papers · 2 filters
On the behaviour of stochastic heat equations on bounded domains
Mohammud Foondun, Eulalia Nualart
Consider the following equation on an interval. Under Dirichlet boundary condition, we show that in t…
The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)
François Delarue, Stephane Menozzi, Eulalia Nualart
In this paper we prove that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary processes. The first one is…
LAN property for a linear model with jumps
Arturo Kohatsu-Higa, Eulalia Nualart, Ngoc Khue Tran
In this paper, we consider a linear model with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its intensity…
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Fabrice Baudoin, Eulalia Nualart, Cheng Ouyang +1
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We fir…