| Publication | Date of Publication | Type |
|---|
| Solving the Kuramoto-Sivashinsky-Burgers equation until the $6p$-th dimension: the Brownian-time paradigm | 2023-05-01 | Paper |
L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
Journal of Differential Equations | 2017-05-08 | Paper |
L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
Journal of Differential Equations | 2015-09-22 | Paper |
Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
Illinois Journal of Mathematics | 2015-01-14 | Paper |
Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
Illinois Journal of Mathematics | 2015-01-14 | Paper |
Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
Discrete and Continuous Dynamical Systems | 2013-04-19 | Paper |
Interacting time-fractional and \(\Delta^{\nu}\) PDEs systems via Brownian-time and inverse-stable-Lévy-time Brownian sheets
Stochastics and Dynamics | 2013-03-05 | Paper |
From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDEs systems
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas
Stochastic Analysis and Applications | 2012-02-19 | Paper |
A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ+ × ℝd
Stochastics and Dynamics | 2007-03-13 | Paper |
A Differentiation Theory for Itô's Calculus
Stochastic Analysis and Applications | 2006-09-22 | Paper |
SEMIMARTINGALE ATTRACTORS FOR ALLEN–CAHN SPDEs DRIVEN BY SPACE–TIME WHITE NOISE I: EXISTENCE AND FINITE DIMENSIONAL ASYMPTOTIC BEHAVIOR
Stochastics and Dynamics | 2005-11-15 | Paper |
Semimartingale attractors for generalized Allen-Cahn SPDEs driven by space-time white noise
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-25 | Paper |
| SDDEs limits solutions to sublinear reaction-diffusion SPDEs | 2004-01-27 | Paper |
SDDEs limits solutions to sublinear reaction-diffusion SPDEs
(available as arXiv preprint) | 2004-01-27 | Paper |
| SDDEs limits solutions to sublinear reaction-diffusion SPDEs | 2004-01-27 | Paper |
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
(available as arXiv preprint) | 2003-09-22 | Paper |
A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-15 | Paper |
Brownian-time processes: The PDE connection and the half-derivative generator
The Annals of Probability | 2003-05-06 | Paper |
Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
Transactions of the American Mathematical Society | 2002-10-07 | Paper |
SPDEs law equivalence and the compact support property: applications to the Allen–Cahn SPDE
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-09-02 | Paper |
Uniqueness in law for the Allen–Cahn SPDE via change of measure
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-12-03 | Paper |
A non-nonstandard proof of Reimers' existence result for heat SPDEs
Journal of Applied Mathematics and Stochastic Analysis | 2000-11-09 | Paper |
Different types of spdes in the eyes of girsanov's theorem
Stochastic Analysis and Applications | 2000-01-31 | Paper |
Super-tree random measures
Journal of Theoretical Probability | 1998-02-23 | Paper |
