8 citations · 18 across the 5 of their papers we have counts for
4 papers · 1 filter
On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
Kamran Kalbasi, Thomas S. Mountford
In this paper we study the local times of vector-valued Gaussian fields that are `diagonally operator-self-similar' and whose increments are stationary. Denoting the local time of…
Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
Kamran Kalbasi, Thomas S. Mountford
We consider the parabolic Anderson model driven by fractional noise: $$ \frac{\partial}{\partial t}u(t,x)= κ\boldsymbolΔ u(t,x)+ u(t,x)\frac{\partial}{\partial t}W(t,x) \qquad x\in…
Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
Le Chen, Yaozhong Hu, Kamran Kalbasi +1
This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter . We establish the Feynman-Kac representation of the solu…
Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function
Kamran Kalbasi, Thomas S. Mountford, Frederi G. Viens
We consider the Anderson polymer partition function where is a…