71 citations · 182 across the 5 of their papers we have counts for
5 papers
The law of the supremum of a stable Lévy process with no negative jumps
Violetta Bernyk, Robert C. Dalang, Goran Peskir
Let be a stable Lévy process of index with no negative jumps and let denote its running supremum for . We show that t…
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart
We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive dr…
Hitting Probabilities for Systems of Non-Linear Stochastic Heat Equations with Additive Noise
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart
We consider a system of coupled non-linear stochastic heat equations in spatial dimension 1 driven by -dimensional additive space-time white noise. We establish upper and lo…
Hitting properties of parabolic s.p.d.e.'s with reflection
Robert C. Dalang, C. Mueller, L. Zambotti
We study the hitting properties of the solutions of a class of parabolic stochastic partial differential equations with singular drifts that prevent from becoming negative.…
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…