1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2020
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…
math.PR2018
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…
math.PR2007★ 1 cited
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…