activity
19982026
most citedHitting Probabilities for Systems of Non-Linear Stochastic Heat Equations with Additive Noise

71 citations · 352 across the 75 of their papers we have counts for

collaborators

80 papers

math.PR2026

The ergodic theory of SPDEs in a weak-noise regime

Mathew Joseph, Davar Khoshnevisan, Kunwoo Kim +1

Consider a parabolic SPDE \[ \partial_t u = Δu + σ(u)η, \] on , where is a centered, generalized Gaussian noise with $\text{Cov}[η(t\,,x)\,,η(s\…

math.PR2026

On the slow points of fractional Brownian motion

Davar Khoshnevisan, Cheuk Yin Lee

Esser and Loosveldt have recently resolved a long-standing open problem in the folklore by proving that fractional Brownian motion (fBm) has slow points in the sense of Kahane, fol…

math.PR2025

Points of slow growth for parabolic SPDEs

Davar Khoshnevisan, Cheuk Yin Lee

Consider the stochastic PDE, on , subject to , where denotes space-time white noi…

math.PR2025

Uniform dimension theorems for parabolic SPDEs

Davar Khoshnevisan, Cheuk Yin Lee, Fei Pu +1

Consider the following -dimensional system of Itô type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + σ(u(t\,,…

math.PR2025

On the local well-posedness of randomly forced reaction-diffusion equations with initial data and a superlinear reaction term

Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart

We consider a parabolic stochastic partial differential equation (SPDE) on that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusio…

math.PR2025

On the passage times of self-similar Gaussian processes on curved boundaries

Davar Khoshnevisan, Cheuk Yin Lee

Let denote the smallest that a continuous, self-similar Gaussian process with self-similarity index moves at least units. We prove that: (i) If…