151 citations · 162 across the 5 of their papers we have counts for
5 papers
Stability properties of mild solutions of SPDEs related to pseudo differential equations
Vidyadhar Mandrekar, Barbara Rüdiger
This is a review article which presents part of the contribution of Sergio Albeverio to the study of existence and uniqueness of solutions of SPDEs driven by jump processes and the…
Ito formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
S. Albeverio, L. Gawarecki, V. Mandrekar +2
We use Yosida approximation to find an Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian nois…
On a Brownian motion with a hard membrane
Vidyadhar Mandrekar, Andrey Pilipenko
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its l…
On the mixing structure of stationary increment and self-similar symmetric α-stable processes
Donatas Surgailis, Jan Rosinski, V. Mandrekar +1
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric α-stable (SαS) processes. They correspond to the dissipative part of "deterministic" flow…
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Juan Du, Hao Zhang, V. S. Mandrekar
When the spatial sample size is extremely large, which occurs in many environmental and ecological studies, operations on the large covariance matrix are a numerical challenge. Cov…