1 citations · 5 across the 20 of their papers we have counts for
24 papers
The stochastic fractional transport heat equation
Olfa Draouil, Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive fra…
Markov property for systems driven by the Brownian sheet
Nacira Agram, Bernt Øksendal, Frank Proske +1
We study stochastic systems driven by a Brownian sheet and formulate a Markov property adapted to their two-parameter structure. For time-space homogeneous Itô sheets, the future e…
Optimal Stopping for Systems Driven by the Brownian Sheet
Nacira Agram, Bernt Oksendal, Frank Proske +1
We investigate optimal stopping problems for systems driven by the Brownian sheet. Our analysis is divided into two parts. In the first part we derive explicit solutions to two opt…
Multiparameter Lévy white noise theory and applications
Olfa Draouil, Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic par…
The stochastic heat inclusion with fractional time driven by time-space Brownian and Lévy white noise
Olfa Draouil, Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian and Lévy white noise. The fractional time derivative is interpreted as the Caputo deriva…
SPDE Games Driven by a Brownian Sheet with Applications to Pollution Minimization
Nacira Agram, Bernt Øksendal, Frank Proske +1
This paper studies a nonzero-sum stochastic differential game in the context of shared spatial-domain pollution control. The pollution dynamics are governed by a stochastic partial…