Khoa Le

activity

20152018

most citedAsymptotics of the density of parabolic Anderson random fields

10 citations · 16 across the 5 of their papers we have counts for

collaborators

5 papers

math.PR2018★ 10 cited

Asymptotics of the density of parabolic Anderson random fields

Yaozhong Hu, Khoa Lê

We investigate the sharp density $ρ (t, x; y)$ of the solution $u (t, x)$ to stochastic partial differential equation $\frac{\partial }{\partial t} u(t,x)=\frac12 Δu(t,x)+u\diamond \do…

math.PR2017

Long-time asymptotic of stable Dawson-Watanabe processes in supercritical regimes

Khoa Lê

Let $W = (W_{t})_{t \geq 0}$ be a supercritical $α$ -stable Dawson-Watanabe process (with $α \in (0, 2]$ ) and $f$ be a test function in the domain of $- (- Δ)^{\frac{α}{2}}$ satisfying some i…

math.PR2017

Spatial asymptotic of the stochastic heat equation with compactly supported initial data

Jingyu Huang, Khoa Lê

We investigate the growth of the tallest peaks of random field solutions to the parabolic Anderson models over concentric balls as the radii approach infinity. The noise is white i…

math.PR2015★ 1 cited

Stochastic Differential Equation for Brox Diffusion

Yaozhong Hu, Khoa Lê, Leonid Mytnik

This paper studies the weak and strong solutions to the stochastic differential equation $d X (t) = - \frac{1}{2} W ˙ (X (t)) d t + d B (t)$ , where $(B (t), t \geq 0)$ is a sta…

math.PR2015★ 5 cited

Stochastic heat equation with rough dependence in space

Yaozhong Hu, Jingyu Huang, Khoa Lê +2

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian mo…