51 citations · 92 across the 14 of their papers we have counts for
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Malliavin Calculus for the one-dimensional Stochastic Stefan Problem
Dimitra C. Antonopoulou, Dimitrios Dimitriou, Georgia Karali +1
We consider the one-dimensional outer stochastic Stefan problem with reflection. The problem admits maximal solutions as long as the velocity of the moving boundary remains bounded…
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread
D. C. Antonopoulou, D. Farazakis, G. Karali
In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evo…
The multi-dimensional Stochastic Stefan Financial Model for a portfolio of assets
Dimitra C. Antonopoulou, Marina Bitsaki, Georgia Karali
The financial model proposed involves the liquidation process of a portfolio of assets through sell or (and) buy orders with volatility. We present the rigorous mathematical fo…
Malliavin calculus for the stochastic Cahn-Hilliard / Allen Cahn equation with unbounded noise diffusion
D. C. Antonopoulou, D. Farazakis, G. D. Karali
The stochastic partial differential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due…
Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
Dimitra C. Antonopoulou, Geogia Karali, Annie Millet
The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms…