Suprio Bhar

activity

20142026

most citedAn Itō formula in the space of tempered distributions

3 citations · 9 across the 19 of their papers we have counts for

collaborators

Showing 2017 · math.PRShow all

2 papers · 2 filters

math.PR2017★ 2 cited

Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations

Siva Athreya, Suprio Bhar, Atul Shekhar

We consider the stochastic differential equation $X_{t} = x_{0} + \int_{0}^{t} f (X_{s}) d s + \int_{0}^{t} σ (X_{s}) d B_{s}^{H},$ with $x_{0} \in R^{d}$ , $d \geq 1$ , $f: \mathbb{R}^d \rightarrow…

math.PR2017

Solutions of SPDE's associated with a stochastic flow

Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar

We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=ψ, \end{align*} associated with a stochastic flow…