M. Dozzi

activity

20072011

most citedSample path properties of the local time of multifractional Brownian motion

27 citations · 60 across the 4 of their papers we have counts for

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3 papers · 1 filter

math.PR2011★ 5 cited

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…

math.PR2009★ 1 cited

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 $d u (t, x) = (Δ u (t, x) + u (t, x)^{1 + β}) d t + κ u (t, x) d W_{t}$ on a smooth domain $D \subset I R^{d}$ , with Dirichlet…

math.PR2007★ 27 cited

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, $B^{H} = (B^{H (t)} (t), t \in R^{+})$ . An analogue of Chu…