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math.PR2020
On the Besov regularity of the bifractional Brownian motion
Brahim Boufoussi, Yassine Nachit
Our aim in this paper is to improve Hölder continuity results for the bifractional Brownian motion (bBm) with and . We prove that alm…
math.PR2020
On Besov regularity and local time of the stochastic heat equation
Brahim Boufoussi, Yassine Nachit
Sharp Besov regularities in time and space variables are investigated for , the mild solution to the stochastic heat equation…
math.PR2020
Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *
Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalize…