4 papers · 1 filter
The Tricomi equation in the hyperbolic half plane under additive space-time Gaussian White Noise perturbation
Enrico Bernardi, Alberto Lanconelli
We study the Cauchy problem for the Tricomi equation perturbed by space-time Gaussian White Noise. To prove existence and uniqueness of the solution, we employ a Fourier transform…
Regularization by noise for Gevrey well-posedeness of a weakly hyperbolic operator
Enrico Bernardi, Alberto Lanconelli
We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multipli…
A note on Tricomi-type partial differential equations with white noise initial condition
Enrico Bernardi, Alberto Lanconelli
We study a class of Tricomi-type partial differential equations previously investigated in [28]. Firstly, we generalize the representation formula for the solution obtained there b…
A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
Alberto Lanconelli, Berk Tan Perçin
The aim of this note is to propose a novel numerical scheme for drift-less one dimensional stochastic differential equations of Itô's type driven by standard Brownian motion. Our…