51 citations · 51 across the 4 of their papers we have counts for
4 papers
A lattice scheme for stochastic partial differential equations of elliptic type in dimension
Teresa Martínez, Marta Sanz-Solé
We study a stochastic boundary value problem on of elliptic type in dimension , driven by a coloured noise. An approximation scheme based on a suitable discretiza…
Large deviations for rough paths of the fractional Brownian motion
Annie Millet, Marta Sanz-Solé
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…
Regularity of the sample paths of a class of second order spde's
Robert C. Dalang, Marta Sanz-Solé
We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the s…
SPDEs with coloured noise: Analytic and stochastic approaches
Marco Ferrante, Marta Sanz-Solé
We study strictly parabolic stochastic partial differential equations on , , driven by a Gaussian noise white in time and coloured in space. Assuming that the coeffic…