R. Dalang

activity

20022026

most citedMoments and growth indices for the nonlinear stochastic heat equation with rough initial conditions

77 citations · 471 across the 42 of their papers we have counts for

collaborators

Showing 2010Show all

3 papers · 1 filter

math.PR2010★ 12 cited

Critical Brownian sheet does not have double points

Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart +2

We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An $N$ -parameter Brownian sheet in $R^{d}$ has double points if and only if…

math.PR2010★ 24 cited

Predicting the ultimate supremum of a stable Lévy process with no negative jumps

Violetta Bernyk, Robert C. Dalang, Goran Peskir

Given a stable Lévy process $X = (X_{t})_{0 \leq t \leq T}$ of index $α \in (1, 2)$ with no negative jumps, and letting $S_{t} = sup_{0 \leq s \leq t} X_{s}$ denote its running supremum for $t\in [0,T]…

math.PR2010★ 1 cited

Stochastic integrals for spde's: a comparison

Robert C. Dalang, Lluis Quer-Sardanyons

We present the Walsh theory of stochastic integrals with respect to martingale measures, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilber…