29 citations · 64 across the 15 of their papers we have counts for
22 papers · 1 filter
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
Gerardo Barrera, Michael A. Högele, Pauliina Ilmonen +1
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive Lévy…
On explosion time in stochastic differential equations driven by fractional Brownian motion
Johanna Garzon, Jorge A. Leon, Soledad Torres +2
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter .…
On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order with discontinuous integrands involving bounded v…
Remarks on existence and uniqueness of the solution for stochastic partial differential equations
Benny Avelin, Lauri Viitasaari
In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form , dri…
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen +1
In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motio…
Quantitative normal approximations for the stochastic fractional heat equation
Obayda Assaad, David Nualart, Ciprian A. Tudor +1
In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the…