55 citations · 313 across the 40 of their papers we have counts for
3 papers · 2 filters
Hitting properties and non-uniqueness for SDE driven by stable processes
Julien Berestycki, Leif Doering, Leonid Mytnik +1
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov process…
A skew stochastic heat equation
Said Karim Bounebache, Lorenzo Zambotti
We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invar…
Large deviations for a random speed particle
Raphael Lefevere, Mauro Mariani, Lorenzo Zambotti
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from…