17 citations · 28 across the 7 of their papers we have counts for
6 papers · 1 filter
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…
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…
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…
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…
Integration theory for infinite dimensional volatility modulated Volterra processes
Fred Espen Benth, André Süß
We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus…
The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity
Marta Sanz-Solé, André Süß
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical…