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An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochas...
Motivated by the work of Musiela and Zariphopoulou \cite{zar-03}, we study the Itô random fields which are utility functions $U(t,x)$ for any $(\omega,t)$. The main... -
Modulation analysis for a stochastic NLS equation arising in Bose-Einstein co...
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Representation formula for stochastic Schrödinger evolution equations and app...
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Numerical analysis of highly oscillatory Stochastic PDEs
In a first part, we are interested in the behavior of a system of Stochastic PDEs with two time-scales- more precisely, we focus on the approximation of the slow... -
The covariation for Banach space valued processes and applications
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A multiscale study of stochastic spatially-extended conductance-based models ...
The purpose of the present thesis is the mathematical study of probabilistic models for the generation and propagation of an action potential in neurons and more... -
Degenerate parabolic stochastic partial differential equations
In this thesis, we address several problems arising in the study of nondegenerate and degenerate parabolic SPDEs, stochastic hyperbolic conservation laws and SDEs with... -
Stochastic heat equations with general multiplicative Gaussian noises: Hölder...
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Numerical analysis of the nonlinear Schrödinger equation with white noise dis...
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Scalar conservation laws with stochastic forcing
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A stochastic Fokker-Planck equation and double probabilistic representation f...
The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by...
