75 citations · 236 across the 75 of their papers we have counts for
4 papers · 2 filters
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 .…
Variability and the existence of rough integrals with irregular coefficients
Michael Hinz, Jonas M. Tölle, Lauri Viitasaari
Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to Hölder continuous multipl…
Renormalized stochastic pressure equation with log-correlated Gaussian coefficients
Benny Avelin, Tuomo Kuusi, Patrik Nummi +3
We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the -dimensional flat torus $\mathbb{T}^…
1D stochastic pressure equation with log-correlated Gaussian coefficients
Benny Avelin, Tuomo Kuusi, Patrik Nummi +3
We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove we…