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20122022
most citedRandom-field Solutions to Linear Hyperbolic Stochastic Partial Differential Equations with Variable Coefficients

17 citations · 28 across the 7 of their papers we have counts for

collaborators

8 papers

math.AP2022

Solution theory to semilinear stochastic equations of Schrödinger type on curved spaces I -- Operators with uniformly bounded coefficients

Alessia Ascanelli, Sandro Coriasco, André Süß

We study the Cauchy problem for Schrödinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coeffici…

math.AP2016

Solution theory to Semilinear Hyperbolic Stochastic Partial Differential Equations with polynomially bounded coefficients

Alessia Ascanelli, Sandro Coriasco, André Süß

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under…

math.PR2016

A Solution Theory for a General Class of SPDEs

André Süß, Marcus Waurick

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equation…

math.PR2014★ 7 cited

Absolute continuity for SPDEs with irregular fundamental solution

Marta Sanz-Solé, André Süß

For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point…

math.PR2014★ 17 cited

Random-field Solutions to Linear Hyperbolic Stochastic Partial Differential Equations with Variable Coefficients

Alessia Ascanelli, André Süß

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has varia…

math.PR2013★ 1 cited

Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise

Marta Sanz-Solé, André Süß

We consider the family of stochastic partial differential equations indexed by a parameter $\eps\in(0,1]$, \begin{equation*} Lu^{\eps}(t,x) = \epsσ(u^\eps(t,x))\dot{F}(t,x)+b(u^\ep…