Showing math.PRShow all
2 papers · 1 filter
math.PR2012
Infinite Dimensional Forward-Backward Stochastic Differential Equations and the KPZ Equation
Sergio A. Almada Monter, Amarjit Budhiraja
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) driven by a space-time white noise. In recent years there have been several works…
math.PR2011
Scaling Limit for the Diffusion Exit Problem
Sergio Angel Almada Monter
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Dev…