Davar Khoshnevisan

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Person:300444

Available identifiers

zbMath Open khoshnevisan.davarWikidataQ93433261 ScholiaQ93433261MaRDI QIDQ300444

List of research outcomes





PublicationDate of PublicationType
Instantaneous everywhere-blowup of parabolic SPDEs2024-10-10Paper
On the valleys of the stochastic heat equation2024-04-10Paper
Optimal regularity of SPDEs with additive noise2024-01-17Paper
Dissipation in parabolic SPDEs. II: Oscillation and decay of the solution2024-01-16Paper
Small-ball constants, and exceptional flat points of SPDEs2023-12-10Paper
Phase analysis for a family of stochastic reaction-diffusion equations2023-09-01Paper
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method2023-06-26Paper
Instantaneous everywhere-blowup of parabolic SPDEs2023-05-15Paper
Central limit theorems for parabolic stochastic partial differential equations2022-07-15Paper
Spatial ergodicity for SPDEs via Poincaré-type inequalities2022-02-22Paper
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition2021-12-02Paper
A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes2021-10-20Paper
Analysis of a stratified Kraichnan flow2021-05-04Paper
Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$2021-04-23Paper
Dissipation in parabolic SPDEs2020-04-28Paper
Talagrand concentration inequalities for stochastic partial differential equations2020-03-06Paper
Dense blowup for parabolic SPDEs2019-12-12Paper
Spatial ergodicity for SPDEs via a Poincar\'e-type inequality2019-05-29Paper
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise2019-03-14Paper
On the Macroscopic Fractal Geometry of Some Random Sets2019-03-12Paper
The dimension of the range of a transient random walk2018-10-25Paper
A macroscopic multifractal analysis of parabolic stochastic PDEs2018-06-07Paper
A boundedness trichotomy for the stochastic heat equation2018-03-05Paper
Intermittency and multifractality: a case study via parabolic stochastic PDEs2018-02-14Paper
On the multifractal local behavior of parabolic stochastic PDEs2017-10-25Paper
A Conversation with Mu-Fa Chen2017-09-07Paper
Dissipation and high disorder2017-03-22Paper
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs2017-03-22Paper
From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet2017-01-17Paper
Delocalization of a $(1+1)$-dimensional stochastic wave equation2016-10-25Paper
Decorrelation of total mass via energy2016-06-28Paper
Semi-discrete semi-linear parabolic SPDEs2015-10-20Paper
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion2015-10-12Paper
Non-linear noise excitation and intermittency under high disorder2015-07-20Paper
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups2015-07-10Paper
Brownian motion and thermal capacity2015-01-06Paper
https://portal.mardi4nfdi.de/entity/Q51666552014-07-08Paper
https://portal.mardi4nfdi.de/entity/Q51683382014-07-03Paper
Initial measures for the stochastic heat equation2014-03-10Paper
Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs2014-01-15Paper
Corrections and improvements to: “On the stochastic heat equation with spatially-colored random forcing”2013-11-14Paper
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)2013-10-22Paper
On the chaotic character of the stochastic heat equation, before the onset of intermitttency2013-10-17Paper
Weak existence of a solution to a differential equation driven by a very rough fBm2013-09-13Paper
On the chaotic character of the stochastic heat equation. II2013-09-09Paper
https://portal.mardi4nfdi.de/entity/Q28459282013-09-03Paper
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 12013-07-30Paper
On the stochastic heat equation with spatially-colored random forcing2013-04-10Paper
Weak nonmild solutions to some SPDEs2013-01-04Paper
Packing dimension profiles and Lévy processes2012-10-10Paper
Critical Brownian sheet does not have double points2012-08-17Paper
An asymptotic theory for randomly forced discrete nonlinear heat equations2012-08-09Paper
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations2012-04-26Paper
Strong approximations in a charged-polymer model2011-12-19Paper
Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization2011-11-22Paper
A local-time correspondence for stochastic partial differential equations2011-05-27Paper
Dynkin's isomorphism theorem and the stochastic heat equation2011-04-08Paper
On the global maximum of the solution to a stochastic heat equation with compact-support initial data2011-03-10Paper
Zeros of a two-parameter random walk2011-03-09Paper
https://portal.mardi4nfdi.de/entity/Q36541042010-01-04Paper
Intermittence and nonlinear parabolic stochastic partial differential equations2009-11-20Paper
Harmonic analysis of additive Lévy processes2009-09-25Paper
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise2009-07-24Paper
Erratum: Hausdorff dimension of the contours of symmetric additive Lévy processes2009-05-13Paper
https://portal.mardi4nfdi.de/entity/Q36238682009-04-27Paper
Level sets of the stochastic wave equation driven by a symmetric Lévy noise2009-03-02Paper
https://portal.mardi4nfdi.de/entity/Q36053852009-02-24Paper
Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy2008-11-14Paper
Packing-dimension profiles and fractional Brownian motion2008-07-23Paper
https://portal.mardi4nfdi.de/entity/Q35093372008-07-01Paper
Packing dimension of the range of a Lévy process2008-06-27Paper
Hausdorff dimension of the contours of symmetric additive Lévy processes2007-12-17Paper
Dynamical percolation on general trees2007-12-17Paper
On dynamical bit sequences2007-06-11Paper
Exceptional times and invariance for dynamical random walks2007-04-23Paper
https://portal.mardi4nfdi.de/entity/Q34315072007-04-10Paper
Images of the Brownian sheet2007-04-05Paper
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data2007-02-14Paper
Sectorial local non-determinism and the geometry of the Brownian sheet2006-11-03Paper
An extreme-value analysis of the LIL for Brownian motion2006-11-03Paper
A note on a.s. finiteness of perpetual integral functionals of diffusions2006-11-03Paper
On the most visited sites of symmetric Markov processes.2005-11-29Paper
Local times of additive Lévy processes.2005-11-29Paper
A Coupling, and the Darling-Erdos Conjectures2005-11-17Paper
On dynamical Gaussian random walks2005-10-18Paper
Recurrent lines in two-parameter isotropic stable Lévy sheets2005-08-05Paper
Level crossings of a two-parameter random walk2005-08-05Paper
Lévy processes: capacity and Hausdorff dimension2005-06-23Paper
Sojourn times of Brownian sheet2005-06-22Paper
Schoenberg's Theorem via the law of large numbers2005-04-29Paper
https://portal.mardi4nfdi.de/entity/Q46637982005-04-04Paper
https://portal.mardi4nfdi.de/entity/Q46621602005-03-30Paper
Optimal reward on a sparse tree with random edge weights2004-09-27Paper
Boundary crossings and the distribution function of the maximum of Brownian sheet.2004-09-22Paper
Intersections of Brownian motions2004-03-17Paper
On the explosion of the local times along lines of Brownian sheet.2004-03-15Paper
https://portal.mardi4nfdi.de/entity/Q44532632004-03-07Paper
Level sets of additive Lévy processes2003-05-06Paper
Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes2003-04-10Paper
Measuring the range of an additive Lévy process2003-01-01Paper
Multiparameter Processes2002-08-21Paper
Bounds on gambler's ruin probabilities in terms of moments2002-08-20Paper
https://portal.mardi4nfdi.de/entity/Q45247512001-10-02Paper
Brownian sheet and capacity2001-06-04Paper
https://portal.mardi4nfdi.de/entity/Q45016252001-05-13Paper
https://portal.mardi4nfdi.de/entity/Q45016092001-04-09Paper
Stochastic calculus for Brownian motion on a Brownian fracture2000-09-04Paper
https://portal.mardi4nfdi.de/entity/Q42636152000-08-30Paper
Brownian motion in a Brownian crack2000-06-07Paper
Limsup random fractals2000-05-18Paper
https://portal.mardi4nfdi.de/entity/Q42469122000-03-27Paper
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space2000-01-16Paper
A law of the iterated logarithm for stable processes in random scenery1999-11-18Paper
Logarithmic averages of stable random variables are asymptotically normal1999-11-18Paper
Brownian sheet images and Bessel-Riesz capacity1999-05-19Paper
https://portal.mardi4nfdi.de/entity/Q42204921998-11-23Paper
Chung’s law for integrated Brownian motion1998-09-10Paper
https://portal.mardi4nfdi.de/entity/Q43492371998-04-19Paper
Deviation inequalities for continuous martingales1998-03-29Paper
The uniform modulus of continuity of iterated Brownian motion1998-01-06Paper
On a problem of Erdös and Taylor1997-05-25Paper
https://portal.mardi4nfdi.de/entity/Q48542901997-01-05Paper
Lévy classes and self-normalization1996-11-13Paper
https://portal.mardi4nfdi.de/entity/Q48776161996-11-04Paper
Laws of the iterated logarithm for local times of the empirical process1996-09-02Paper
Chung's law of the iterated logarithm for iterated Brownian motion1996-07-08Paper
https://portal.mardi4nfdi.de/entity/Q48542891996-01-07Paper
Weight functions and pathwise local central limit theorems1996-01-02Paper
On the distribution of bubbles of the Brownian sheet1995-10-18Paper
Exact rates of convergence to Brownian local time1995-08-15Paper
Intersection local time for points of infinite multiplicity1995-06-18Paper
The favorite point of a Poisson process1995-05-23Paper
On the future infima of some transient processes1994-11-21Paper
Intersection local times and Tanaka formulas1994-10-24Paper
A Discrete Fractal in ℤ 1 +1994-06-20Paper
https://portal.mardi4nfdi.de/entity/Q42797681994-05-25Paper
Rates of convergence to Brownian local time1993-12-12Paper
An embedding of compensated compound Poisson processes with applications to local times1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40289611993-03-28Paper
Local times on curves and uniform invariance principles1993-03-22Paper
Local asymptotic laws for the Brownian convex hull1993-03-10Paper
Level crossings of the empirical process1993-01-17Paper
Moment inequalities for functionals of the Brownian convex hull1993-01-16Paper

Research outcomes over time

This page was built for person: Davar Khoshnevisan