Person:300444

Available identifiers

zbMath Open khoshnevisan.davarWikidataQ93433261 ScholiaQ93433261MaRDI QIDQ300444

List of research outcomes

Publication	Date of Publication	Type
On the valleys of the stochastic heat equation	2024-04-10	Paper
Optimal regularity of SPDEs with additive noise	2024-01-17	Paper
Dissipation in parabolic SPDEs. II: Oscillation and decay of the solution	2024-01-16	Paper
Small-ball constants, and exceptional flat points of SPDEs	2023-12-10	Paper
Phase analysis for a family of stochastic reaction-diffusion equations	2023-09-01	Paper
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method	2023-06-26	Paper
Instantaneous everywhere-blowup of parabolic SPDEs	2023-05-15	Paper
Central limit theorems for parabolic stochastic partial differential equations	2022-07-15	Paper
Spatial ergodicity for SPDEs via Poincaré-type inequalities	2022-02-22	Paper
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition	2021-12-02	Paper
A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes	2021-10-20	Paper
Analysis of a stratified Kraichnan flow	2021-05-04	Paper
Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$	2021-04-23	Paper
Dissipation in parabolic SPDEs	2020-04-28	Paper
Talagrand concentration inequalities for stochastic partial differential equations	2020-03-06	Paper
Dense blowup for parabolic SPDEs	2019-12-12	Paper
Spatial ergodicity for SPDEs via a Poincar\'e-type inequality	2019-05-29	Paper
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise	2019-03-14	Paper
On the Macroscopic Fractal Geometry of Some Random Sets	2019-03-12	Paper
The dimension of the range of a transient random walk	2018-10-25	Paper
A macroscopic multifractal analysis of parabolic stochastic PDEs	2018-06-07	Paper
A boundedness trichotomy for the stochastic heat equation	2018-03-05	Paper
Intermittency and multifractality: a case study via parabolic stochastic PDEs	2018-02-14	Paper
On the multifractal local behavior of parabolic stochastic PDEs	2017-10-25	Paper
A Conversation with Mu-Fa Chen	2017-09-07	Paper
Dissipation and high disorder	2017-03-22	Paper
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs	2017-03-22	Paper
From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet	2017-01-17	Paper
Delocalization of a $(1+1)$-dimensional stochastic wave equation	2016-10-25	Paper
Decorrelation of total mass via energy	2016-06-28	Paper
Semi-discrete semi-linear parabolic SPDEs	2015-10-20	Paper
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion	2015-10-12	Paper
Non-linear noise excitation and intermittency under high disorder	2015-07-20	Paper
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups	2015-07-10	Paper
Brownian motion and thermal capacity	2015-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q5166655	2014-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q5168338	2014-07-03	Paper
Initial measures for the stochastic heat equation	2014-03-10	Paper
Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs	2014-01-15	Paper
Corrections and improvements to: “On the stochastic heat equation with spatially-colored random forcing”	2013-11-14	Paper
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)	2013-10-22	Paper
On the chaotic character of the stochastic heat equation, before the onset of intermitttency	2013-10-17	Paper
Weak existence of a solution to a differential equation driven by a very rough fBm	2013-09-13	Paper
On the chaotic character of the stochastic heat equation. II	2013-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q2845928	2013-09-03	Paper
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1	2013-07-30	Paper
On the stochastic heat equation with spatially-colored random forcing	2013-04-10	Paper
Weak nonmild solutions to some SPDEs	2013-01-04	Paper
Packing dimension profiles and Lévy processes	2012-10-10	Paper
Critical Brownian sheet does not have double points	2012-08-17	Paper
An asymptotic theory for randomly forced discrete nonlinear heat equations	2012-08-09	Paper
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations	2012-04-26	Paper
Strong approximations in a charged-polymer model	2011-12-19	Paper
Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization	2011-11-22	Paper
A local-time correspondence for stochastic partial differential equations	2011-05-27	Paper
Dynkin's isomorphism theorem and the stochastic heat equation	2011-04-08	Paper
On the global maximum of the solution to a stochastic heat equation with compact-support initial data	2011-03-10	Paper
Zeros of a two-parameter random walk	2011-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3654104	2010-01-04	Paper
Intermittence and nonlinear parabolic stochastic partial differential equations	2009-11-20	Paper
Harmonic analysis of additive Lévy processes	2009-09-25	Paper
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise	2009-07-24	Paper
Erratum: Hausdorff dimension of the contours of symmetric additive Lévy processes	2009-05-13	Paper
https://portal.mardi4nfdi.de/entity/Q3623868	2009-04-27	Paper
Level sets of the stochastic wave equation driven by a symmetric Lévy noise	2009-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q3605385	2009-02-24	Paper
Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy	2008-11-14	Paper
Packing-dimension profiles and fractional Brownian motion	2008-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q3509337	2008-07-01	Paper
Packing dimension of the range of a Lévy process	2008-06-27	Paper
Hausdorff dimension of the contours of symmetric additive Lévy processes	2007-12-17	Paper
Dynamical percolation on general trees	2007-12-17	Paper
On dynamical bit sequences	2007-06-11	Paper
Exceptional times and invariance for dynamical random walks	2007-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q3431507	2007-04-10	Paper
Images of the Brownian sheet	2007-04-05	Paper
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data	2007-02-14	Paper
Sectorial local non-determinism and the geometry of the Brownian sheet	2006-11-03	Paper
An extreme-value analysis of the LIL for Brownian motion	2006-11-03	Paper
A note on a.s. finiteness of perpetual integral functionals of diffusions	2006-11-03	Paper
On the most visited sites of symmetric Markov processes.	2005-11-29	Paper
Local times of additive Lévy processes.	2005-11-29	Paper
A Coupling, and the Darling-Erdos Conjectures	2005-11-17	Paper
On dynamical Gaussian random walks	2005-10-18	Paper
Recurrent lines in two-parameter isotropic stable Lévy sheets	2005-08-05	Paper
Level crossings of a two-parameter random walk	2005-08-05	Paper
Lévy processes: capacity and Hausdorff dimension	2005-06-23	Paper
Sojourn times of Brownian sheet	2005-06-22	Paper
Schoenberg's Theorem via the law of large numbers	2005-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4663798	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4662160	2005-03-30	Paper
Optimal reward on a sparse tree with random edge weights	2004-09-27	Paper
Boundary crossings and the distribution function of the maximum of Brownian sheet.	2004-09-22	Paper
Intersections of Brownian motions	2004-03-17	Paper
On the explosion of the local times along lines of Brownian sheet.	2004-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q4453263	2004-03-07	Paper
Level sets of additive Lévy processes	2003-05-06	Paper
Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes	2003-04-10	Paper
Measuring the range of an additive Lévy process	2003-01-01	Paper
Multiparameter Processes	2002-08-21	Paper
Bounds on gambler's ruin probabilities in terms of moments	2002-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4524751	2001-10-02	Paper
Brownian sheet and capacity	2001-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4501625	2001-05-13	Paper
https://portal.mardi4nfdi.de/entity/Q4501609	2001-04-09	Paper
Stochastic calculus for Brownian motion on a Brownian fracture	2000-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4263615	2000-08-30	Paper
Brownian motion in a Brownian crack	2000-06-07	Paper
Limsup random fractals	2000-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4246912	2000-03-27	Paper
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space	2000-01-16	Paper
A law of the iterated logarithm for stable processes in random scenery	1999-11-18	Paper
Logarithmic averages of stable random variables are asymptotically normal	1999-11-18	Paper
Brownian sheet images and Bessel-Riesz capacity	1999-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q4220492	1998-11-23	Paper
Chung’s law for integrated Brownian motion	1998-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q4349237	1998-04-19	Paper
Deviation inequalities for continuous martingales	1998-03-29	Paper
The uniform modulus of continuity of iterated Brownian motion	1998-01-06	Paper
On a problem of Erdös and Taylor	1997-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q4854290	1997-01-05	Paper
Lévy classes and self-normalization	1996-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4877616	1996-11-04	Paper
Laws of the iterated logarithm for local times of the empirical process	1996-09-02	Paper
Chung's law of the iterated logarithm for iterated Brownian motion	1996-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q4854289	1996-01-07	Paper
Weight functions and pathwise local central limit theorems	1996-01-02	Paper
On the distribution of bubbles of the Brownian sheet	1995-10-18	Paper
Exact rates of convergence to Brownian local time	1995-08-15	Paper
Intersection local time for points of infinite multiplicity	1995-06-18	Paper
The favorite point of a Poisson process	1995-05-23	Paper
On the future infima of some transient processes	1994-11-21	Paper
Intersection local times and Tanaka formulas	1994-10-24	Paper
A Discrete Fractal in ℤ 1 +	1994-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4279768	1994-05-25	Paper
Rates of convergence to Brownian local time	1993-12-12	Paper
An embedding of compensated compound Poisson processes with applications to local times	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4028961	1993-03-28	Paper
Local times on curves and uniform invariance principles	1993-03-22	Paper
Local asymptotic laws for the Brownian convex hull	1993-03-10	Paper
Level crossings of the empirical process	1993-01-17	Paper
Moment inequalities for functionals of the Brownian convex hull	1993-01-16	Paper

Research outcomes over time

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This page was built for person: Davar Khoshnevisan