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math.PR2018
On Bernstein processes generated by hierarchies of linear parabolic systems in Rd
Pierre-A. Vuillermot, Jean-C. Zambrini
In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic parti…
math.PR2015★ 1 cited
On some Gaussian Bernstein processes in RN and the periodic Ornstein-Uhlenbeck process
Pierre-A. Vuillermot, Jean-C. Zambrini
In this article we prove new results regarding the existence of Bernstein processes associated with the Cauchy problem of certain forward-backward systems of decoupled linear deter…
math.PR2007★ 2 cited
Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths
Marta Sanz-Solé, Pierre-A. Vuillermot
In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subse…