Khoa Le

activity

20152023

most citedAsymptotics of the density of parabolic Anderson random fields

10 citations · 18 across the 7 of their papers we have counts for

collaborators

Showing 2015 · math.PRShow all

2 papers · 2 filters

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…