| Publication | Date of Publication | Type |
|---|
Hitting with probability one for stochastic heat equations with additive noise
Journal of Theoretical Probability | 2024-11-05 | Paper |
| Hitting with probability one for stochastic heat equations with additive noise | 2023-07-30 | Paper |
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
Bernoulli | 2023-06-02 | Paper |
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
Bernoulli | 2023-06-02 | Paper |
Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
Dissertationes Mathematicae | 2022-02-11 | Paper |
Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
The Annals of Probability | 2021-12-08 | Paper |
Multiple points of Gaussian random fields
Electronic Journal of Probability | 2021-07-21 | Paper |
On the density of the supremum of the solution to the linear stochastic heat equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\)
Electronic Journal of Probability | 2020-05-29 | Paper |
Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\)
Electronic Journal of Probability | 2020-05-29 | Paper |
Path properties of the solution to the stochastic heat equation with Lévy noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2019-10-09 | Paper |
Obituary of Veeravalli Seshadri Varadarajan (1937--2019)
Expositiones Mathematicae | 2019-08-30 | Paper |
Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
Electronic Journal of Probability | 2019-08-06 | Paper |
Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
Electronic Journal of Probability | 2019-08-06 | Paper |
Obituary: Richard V. Kadison (1925--2018)
Expositiones Mathematicae | 2019-07-08 | Paper |
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
| Hitting probabilities for systems of stochastic PDEs: an overview | 2019-01-22 | Paper |
In memoriam: Srishti Dhar Chatterji (1935--2017)
Expositiones Mathematicae | 2019-01-11 | Paper |
| Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations | 2018-10-12 | Paper |
| Srishti Dhar Chatterji (1935-2017): In Memoriam | 2018-09-27 | Paper |
Polarity of points for Gaussian random fields
The Annals of Probability | 2018-02-14 | Paper |
Polarity of points for Gaussian random fields
The Annals of Probability | 2018-02-14 | Paper |
Lévy processes and Lévy white noise as tempered distributions
The Annals of Probability | 2018-02-14 | Paper |
Lévy processes and Lévy white noise as tempered distributions
The Annals of Probability | 2018-02-14 | Paper |
In memoriam: Srishti Dhar Chatterji (1935--2017)
Expositiones Mathematicae | 2017-12-01 | Paper |
Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
The Annals of Probability | 2016-02-12 | Paper |
Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
The Annals of Probability | 2016-02-12 | Paper |
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-10-12 | Paper |
| scientific article; zbMATH DE number 6481919 (Why is no real title available?) | 2015-09-14 | Paper |
Hitting probabilities for nonlinear systems of stochastic waves
Memoirs of the American Mathematical Society | 2015-09-09 | Paper |
Multiple points of the Brownian sheet in critical dimensions
The Annals of Probability | 2015-07-10 | Paper |
Multiple points of the Brownian sheet in critical dimensions
The Annals of Probability | 2015-07-10 | Paper |
A quickest detection problem with an observation cost
The Annals of Applied Probability | 2015-05-29 | Paper |
A quickest detection problem with an observation cost
The Annals of Applied Probability | 2015-05-29 | Paper |
Moment bounds and asymptotics for the stochastic wave equation
Stochastic Processes and their Applications | 2015-02-27 | Paper |
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Optimal expulsion and optimal confinement of a Brownian particle with a switching cost
Stochastic Processes and their Applications | 2014-10-06 | Paper |
| Moment bounds in spde's with application to the stochastic wave equation | 2014-01-25 | Paper |
Hölder continuity of solutions of SPDEs with reflection
Communications in Mathematics and Statistics | 2013-11-01 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
Stochastic and Partial Differential Equations. Analysis and Computations | 2013-10-22 | Paper |
| The nonlinear stochastic heat equation with rough initial data:a summary of some new results | 2012-10-05 | Paper |
Critical Brownian sheet does not have double points
The Annals of Probability | 2012-08-17 | Paper |
Critical Brownian sheet does not have double points
The Annals of Probability | 2012-08-17 | Paper |
Predicting the ultimate supremum of a stable Lévy process with no negative jumps
The Annals of Probability | 2012-01-09 | Paper |
Stochastic integrals for SPDEs: a comparison
Expositiones Mathematicae | 2011-05-02 | Paper |
Criteria for hitting probabilities with applications to systems of stochastic wave equations
Bernoulli | 2011-02-28 | Paper |
Intermittency properties in a hyperbolic Anderson problem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
The non-linear stochastic wave equation in high dimensions
Electronic Journal of Probability | 2009-11-20 | Paper |
The non-linear stochastic wave equation in high dimensions
Electronic Journal of Probability | 2009-11-20 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-07-24 | Paper |
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-07-24 | Paper |
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
Memoirs of the American Mathematical Society | 2009-07-13 | Paper |
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
Memoirs of the American Mathematical Society | 2009-07-13 | Paper |
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
(available as arXiv preprint) | 2009-04-27 | Paper |
| The stochastic wave equation | 2009-02-24 | Paper |
An elementary proof of the central limit theorem
Elemente der Mathematik | 2008-12-22 | Paper |
The law of the supremum of a stable Lévy process with no negative jumps
The Annals of Probability | 2008-10-20 | Paper |
| Introduction to probability theory. | 2008-09-30 | Paper |
A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
Transactions of the American Mathematical Society | 2008-09-01 | Paper |
Hitting properties of parabolic s.p.d.e.'s with reflection.
The Annals of Probability | 2006-11-08 | Paper |
| Linear algebra. Textbook, exercises and applications | 2006-08-08 | Paper |
Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane
Transactions of the American Mathematical Society | 2006-02-17 | Paper |
Regularity of the sample paths of a class of second-order SPDE's
Journal of Functional Analysis | 2005-11-22 | Paper |
Recurrent lines in two-parameter isotropic stable Lévy sheets
Stochastic Processes and their Applications | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2166520 (Why is no real title available?) | 2005-05-09 | Paper |
The right time to sell a stock whose price is driven by Markovian noise
The Annals of Applied Probability | 2005-03-21 | Paper |
The right time to sell a stock whose price is driven by Markovian noise
The Annals of Applied Probability | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 2127964 (Why is no real title available?) | 2005-01-14 | Paper |
Potential theory for hyperbolic SPDEs.
The Annals of Probability | 2004-09-15 | Paper |
Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere.
The Annals of Probability | 2004-09-15 | Paper |
| scientific article; zbMATH DE number 1981889 (Why is no real title available?) | 2003-09-16 | Paper |
Eccentric behaviors of the Brownian sheet along lines
The Annals of Probability | 2003-05-06 | Paper |
Time-reversal in hyperbolic s. p. d. e. 's
The Annals of Probability | 2003-05-06 | Paper |
Some non-linear s. p. d. e's that are second order in time
Electronic Journal of Probability | 2003-02-13 | Paper |
Some non-linear s. p. d. e's that are second order in time
Electronic Journal of Probability | 2003-02-13 | Paper |
Non-independence of excursions of the Brownian sheet and of additive Brownian motion
Transactions of the American Mathematical Society | 2003-01-07 | Paper |
| Linear algebra. Textbook, exercises and applications | 2002-03-20 | Paper |
| Level sets, bubbles and excursions of a Brownian sheet. | 2001-12-18 | Paper |
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
Electronic Journal of Probability | 2001-12-10 | Paper |
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
Electronic Journal of Probability | 2001-12-10 | Paper |
Jordan curves in the level sets of additive Brownian motion
Transactions of the American Mathematical Society | 2001-06-06 | Paper |
The stochastic wave equation in two spatial dimensions
The Annals of Probability | 2000-06-21 | Paper |
Points of increase of functions in the plane
Real Analysis Exchange | 2000-05-22 | Paper |
On Markov property of Lévy waves in two dimensions
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
Electronic Journal of Probability | 1999-07-08 | Paper |
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
Electronic Journal of Probability | 1999-07-08 | Paper |
Points of increase of the Brownian sheet
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1998-02-03 | Paper |
| scientific article; zbMATH DE number 953261 (Why is no real title available?) | 1997-07-20 | Paper |
Nondifferentiability of curves on the Brownian sheet
The Annals of Probability | 1997-04-22 | Paper |
Optimal switching between two random walks
The Annals of Probability | 1996-12-02 | Paper |
| scientific article; zbMATH DE number 862533 (Why is no real title available?) | 1996-03-31 | Paper |
| scientific article; zbMATH DE number 774030 (Why is no real title available?) | 1996-01-15 | Paper |
Geography of the level sets of the Brownian sheet
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
The structure of a Brownian bubble
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-05-18 | Paper |
The sharp Markov property of Lévy sheets
The Annals of Probability | 1993-01-16 | Paper |
The sharp Markov property of the Brownian sheet and related processes
Acta Mathematica | 1993-01-16 | Paper |
Equivalent martingale measures and no-arbitrage in stochastic securities market models
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Randomization in the two-armed bandit problem
The Annals of Probability | 1990-01-01 | Paper |
| Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces | 1989-01-01 | Paper |
On randomized stopping points and perfect graphs
Journal of Combinatorial Theory. Series B | 1988-01-01 | Paper |
On infinite perfect graphs and randomized stopping points on the plane
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
A prediction problem for the Brownian sheet
Journal of Multivariate Analysis | 1988-01-01 | Paper |
On stopping points in the plane that lie on a unique optional increasing path
Stochastics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3854111 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3854111 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3854111 (Why is no real title available?) | 1984-01-01 | Paper |
Stochastic Partial Differential Equations, Space-time White Noise and Random Fields
(available as arXiv preprint) | N/A | Paper |
An Optimal Control Problem Arising in Sailboat Trajectory Optimization
(available as arXiv preprint) | N/A | Paper |
