Marco E. Dozzi

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Person:1039035

Available identifiers

zbMath Open dozzi.marco-eMaRDI QIDQ1039035

List of research outcomes

PublicationDate of PublicationType
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions2023-10-04Paper
On the non-commutative multifractional Brownian motion2023-01-31Paper
Linear backward stochastic differential equations with Gaussian Volterra processes2021-11-05Paper
Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise2021-03-02Paper
Global variational solutions to a class of fractional SPDE’s on unbounded domains2019-05-14Paper
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation2018-04-16Paper
Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise2015-09-16Paper
Asymptotic behavior of mixed power variations and statistical estimation in mixed models2015-06-25Paper
Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs2014-02-11Paper
Real harmonizable multifractional stable process and its local properties2011-07-08Paper
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process2011-02-28Paper
On a space discretization scheme for the Fractional Stochastic Heat Equations2011-02-23Paper
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE2010-07-08Paper
Path properties of a class of locally asymptotically self similar processes2009-11-20Paper
Sample path properties of the local time of multifractional Brownian motion2008-02-06Paper
On the local time of multifractional Brownian motion2007-03-08Paper
On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension2005-11-16Paper
A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes2005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q48186172004-09-29Paper
https://portal.mardi4nfdi.de/entity/Q44261982003-09-16Paper
Limit theorems for sums of random fuzzy sets2002-07-10Paper
Berman's integral for stable noise2002-06-16Paper
Local time for stable moving average processes: Hölder conditions1999-01-14Paper
Level crossing times for certain processes without positive jumps1998-03-16Paper
https://portal.mardi4nfdi.de/entity/Q47182031996-12-01Paper
Doob-Meyer decomposition for set-indexed submartingales1994-09-12Paper
Comparison theorems for stochastic differential inequalities and an application to reaction–diffusion equations with random sources1994-04-06Paper

Research outcomes over time


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