18 citations · 29 across the 4 of their papers we have counts for
4 papers
Stochastic evolution equations with Wick-polynomial nonlinearities
Tijana Levajkovic, Stevan Pilipovic, Dora Selesi +1
We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These e…
Stochastic evolution equations with multiplicative noise
Tijana Levajkovic, Stevan Pilipovic, Dora Selesi +1
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a semigroup and one linear bound…
Stochastic evolution equations with Wick-analytic nonlinearities
Tijana Levajkovic, Stevan Pilipovic, Dora Selesi +1
We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stocha…
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
Tijana Levajkovic, Michael Messer
A method for the detection of changes in the expectation in univariate sequences is provided. Moving sum processes are studied. These rely on the selection of a tuning bandwidth. H…