20 citations · 39 across the 4 of their papers we have counts for
4 papers
Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise I: Existence and finite dimensional asymptotic behavior
Hassan Allouba, Jose A. Langa
We delve deeper into the study of semimartingale attractors that we recently introduced in Allouba and Langa \cite{AL0}. In this article we focus on second order SPDEs of the Allen…
A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
Hassan Allouba
We introduce a new imaginary-Brownian-time-Brownian-angle process, which we also call the linear-Kuramoto-Sivashinsky process (LKSP). Building on our techniques in two recent artic…
SPDEs law equivalence and the compact support property: applications to the Allen-Cahn SPDE
Hassan Allouba
Using our uniqueness in law transfer result for SPDEs, described in a recent note, we prove the equivalence of laws of SPDEs differing by a drift, under vastly applicable condition…
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
Hassan Allouba, Victor Goodman
No-arbitrage models of term structure have the feature that the return on zero-coupon bonds is the sum of the short rate and the product of volatility and market price of risk. Wel…