9 citations · 14 across the 6 of their papers we have counts for
7 papers
Phase Analysis for a family of Stochastic Reaction-Diffusion Equations
Davar Khoshnevisan, Kunwoo Kim, Carl Mueller +1
We consider a reaction-diffusion equation of the type \[ \partial_tψ= \partial^2_xψ+ V(ψ) + λσ(ψ)\dot{W} \qquad\text{on }, \] subject to a "nice" init…
Dissipation in parabolic SPDEs
Davar Khoshnevisan, Kunwoo Kim, Carl Mueller +1
The study of intermittency for the parabolic Anderson problem usually focuses on the moments of the solution which can describe the high peaks in the probability space. In this pap…
Semi-discrete semi-linear parabolic SPDEs
Nicos Georgiou, Mathew Joseph, Davar Khoshnevisan +1
Consider an infinite system \[\partial_tu_t(x)=(\mathscr{L}u_t)(x)+ σ\bigl(u_t(x)\bigr)\partial_tB_t(x)\] of interacting Itô diffusions, started at a nonnegative deterministic boun…
Intermittency and chaos for a stochastic non-linear wave equation in dimension 1
Daniel Conus, Mathew Joseph, Davar Khoshnevisan +1
We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, whic…
On the chaotic character of the stochastic heat equation, II
Daniel Conus, Mathew Joseph, Davar Khoshnevisan +1
Consider the stochastic heat equation , where the solution is indexed by , and $\dot…
Initial measures for the stochastic heat equation
Daniel Conus, Mathew Joseph, Davar Khoshnevisan +1
We consider a family of nonlinear stochastic heat equations of the form , where denotes space-time white noise, the…
Price systems for markets with transaction costs and control problems for some finance problems
Tzuu-Shuh Chiang, Shang-Yuan Shiu, Shuenn-Jyi Sheu
In a market with transaction costs, the price of a derivative can be expressed in terms of (preconsistent) price systems (after Kusuoka (1995)). In this paper, we consider a market…