27 citations · 60 across the 4 of their papers we have counts for
4 papers
On a space discretization scheme for the Fractional Stochastic Heat Equations
Latifa Debbi, Marco Dozzi
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicat…
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
Brahim Boufoussi, Marco Dozzi, Renaud Marty
The stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and regularity properties o…
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
Marco Dozzi, José Alfredo Lopez
We consider stochastic equations of the prototype on a smooth domain , with Dirichlet…
Sample path properties of the local time of multifractional Brownian motion
Brahim Boufoussi, Marco Dozzi, Raby Guerbaz
We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, . An analogue of Chu…