51 citations · 51 across the 3 of their papers we have counts for
3 papers
math.PR2004★ 51 cited
Large deviations for rough paths of the fractional Brownian motion
Annie Millet, Marta Sanz-Solé
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…
math.PR2004
Regularity of the sample paths of a class of second order spde's
Robert C. Dalang, Marta Sanz-Solé
We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the s…
math.PR2004
SPDEs with coloured noise: Analytic and stochastic approaches
Marco Ferrante, Marta Sanz-Solé
We study strictly parabolic stochastic partial differential equations on , , driven by a Gaussian noise white in time and coloured in space. Assuming that the coeffic…