5 citations · 5 across the 2 of their papers we have counts for
4 papers
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…
Generation of fine transition layers and their dynamics for the stochastic Allen--Cahn equation
Matthieu Alfaro, Dimitra Antonopoulou, Georgia Karali +1
We study an $\ep$-dependent stochastic Allen--Cahn equation with a mild random noise on a bounded domain in , . Here $\ep$ is a small positive parameter that…
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…
A Hilbert expansions method for the rigorous sharp interface limit of the generalized Cahn-Hilliard Equation
D. C. Antonopoulou, G. D. Karali, E. Orlandi
We consider Cahn-Hilliard equations with external forcing terms. Energy decreasing and mass conservation might not hold. We show that level surfaces of the solutions of such genera…