Showing 1–20 of 21 results
/ Date/ Name
Sep 7, 2017Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential EquationsJan 16, 2025New Approaches to the Monotonicity Inequality for Linear Stochastic PDEsApr 25, 2025Pathwise Itô isometry for scaled quadratic variationAug 1, 2024Operator on Operator Regression in Quantum ProbabilityJun 28, 2022Lévy Flows and associated Stochastic PDEsAug 21, 2023Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate NormsDec 5, 2014Stationary solutions of stochastic partial differential equations in the space of tempered distributionsJan 1, 2023Testing Independence of Infinite Dimensional Random Elements: A Sup-norm ApproachJan 21, 2018Stochastic PDEs in $\mathcal{S}^\prime$ for SDEs driven by Lévy noiseJan 21, 2018Parametric family of SDEs driven by Lévy noiseDec 27, 2023Stochastic PDEs involving a bilaplacian operatorNov 22, 2014An Itō formula in the space of tempered distributionsJun 20, 2017Solutions of SPDE's associated with a stochastic flowMay 11, 2024Kac's Central Limit Theorem by Stein's MethodAug 20, 2025Call Option Price using Pearson Diffusion ProcessesDec 27, 2023Weak Solutions of SPDEs in the space of Tempered distributionsJul 7, 2023Co-variance Operator of Banach Valued Random Elements: U-Statistic ApproachOct 17, 2014Characterizing Gaussian flows arising from Itō's stochastic differential equationsOct 8, 2024Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noiseApr 21, 2025Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise