6 papers · 1 filter
On Itô-Stratonovich formula for rough sheets
Youssef Hakiki, Samy Tindel
In this paper, we explore a new strategy towards an Itô-Stratonovich type formula for rough sheets. Historically, planar integration for irregular paths has been notoriously cumbe…
A class of d-dimensional directed polymers in a Gaussian environment
Le Chen, Cheng Ouyang, Samy Tindel +1
We introduce and analyze a broad class of continuous directed polymers in driven by Gaussian environments that are white in time and spatially correlated, under Dala…
On the Fourier dimension of fractional Brownian graphs
Cheuk Yin Lee, Samy Tindel
In this note we prove that the Fourier dimension of the graph of a fractional Brownian motion with Hurst parameter is equal to 1. This finishes to solve a…
Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson model
Fabrice Baudoin, Li Chen, Che-Hung Huang +3
This article aims at a proper definition and resolution of the parabolic Anderson model on Heisenberg groups . This stochastic PDE is understood in a pathwise (Stra…
On ergodic properties of stochastic PDEs
Le Chen, Cheng Ouyang, Samy Tindel +1
In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in…
A coupling between random walks in random environments and Brox's diffusion
Xi Geng, Mihai Gradinaru, Samy Tindel
It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a spe…