% --------------------------- % Bibliography Reference Bank % --- SPDEs-Bib % --------------------------- % Author: Le Chen (Le Chen) % Emails: 62814508+chenle02 AT users.noreply.github.com % le.chen AT auburn.edu % Github: git AT github.com:chenle02/SPDEs-Bib.git % Commit: 30ab629064acfe6adc0b99235a36a9aec857f85c % Zenodo: https://zenodo.org/records/10143431 % DOI: 10.5281/zenodo.10143431 % Date: 2024-04-05 % --------------------------- % --------------------------- % % Hope you find this bibliography bank useful. % % If you need include more entries, please contact me via email or start an % issue from the github repo page. % % This bibliography file -- All.bib -- is licensed under the Creative Commons % Attribution-ShareAlike 4.0 International (CC BY-SA 4.0) license. You are free % to share and adapt the contents of this file as long as you give appropriate % credit and distribute any derivative works under the same license. % % --------------------------- @book{aaronson:97:introduction, author = {Aaronson, Jon}, title = {An introduction to infinite ergodic theory}, series = {Mathematical Surveys and Monographs}, volume = {50}, publisher = {American Mathematical Society, Providence, RI}, year = {1997}, pages = {xii+284}, isbn = {0-8218-0494-4}, mrclass = {28Dxx (58F11 58F17)}, mrnumber = {1450400}, mrreviewer = {Cesar E. Silva}, doi = {10.1090/surv/050}, url = {https://doi.org/10.1090/surv/050} } @article{abdesselam:07:complete, author = {Abdesselam, Abdelmalek}, title = {A complete renormalization group trajectory between two fixed points}, journal = {Comm. Math. 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P. and Lakshmikantham, V.}, title = {Uniqueness and nonuniqueness criteria for ordinary differential equations}, series = {Series in Real Analysis}, volume = {6}, publisher = {World Scientific Publishing Co., Inc., River Edge, NJ}, year = {1993}, pages = {xii+312}, isbn = {981-02-1357-3}, mrclass = {34-02 (34A12 34G20 34K05)}, mrnumber = {1336820}, mrreviewer = {J\'{o}zef Bana\'{s}}, doi = {10.1142/1988}, url = {https://doi.org/10.1142/1988} } @article{aggarwal.corwin.ea:23:asep, author = {Aggarwal, Amol and Corwin, Ivan and Ghosal, Promit}, title = {The {ASEP} speed process}, journal = {Adv. 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author = {Brze\'{z}niak, Zdzis\l aw and Peszat, Szymon},
title = {Strong local and global solutions for stochastic {N}avier-{S}tokes equations},
booktitle = {Infinite dimensional stochastic analysis ({A}msterdam, 1999)},
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year = {2001},
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pages = {141--177},
issn = {0362-546X,1873-5215},
mrclass = {60H15 (35Q30 35R60 76D05)},
mrnumber = {1816656},
mrreviewer = {Anna\ Karczewska},
doi = {10.1016/S0362-546X(99)00255-2},
url = {https://doi.org/10.1016/S0362-546X(99)00255-2}
}
@article{capinski.peszat:97:local,
author = {Capi\'{n}ski, Marek and Peszat, Szymon},
title = {Local existence and uniqueness of strong solutions to {$3$}-{D} stochastic {N}avier-{S}tokes equations},
journal = {NoDEA Nonlinear Differential Equations Appl.},
fjournal = {NoDEA. Nonlinear Differential Equations and Applications},
volume = {4},
year = {1997},
number = {2},
pages = {185--200},
issn = {1021-9722,1420-9004},
mrclass = {60H15 (35Q30 35R60 76D05 76M35)},
mrnumber = {1446215},
mrreviewer = {Wilfried\ Grecksch},
doi = {10.1007/PL00001415},
url = {https://doi.org/10.1007/PL00001415}
}
@article{capitaine.hsu.ea:97:martingale,
author = {Capitaine, Mireille and Hsu, Elton P. and Ledoux, Michel},
title = {Martingale representation and a simple proof of logarithmic {S}obolev inequalities on path spaces},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {2},
year = {1997},
pages = {71--81},
issn = {1083-589X},
mrclass = {60J65 (58D20 58G32 60B15 60D05 60H07)},
mrnumber = {1484557},
mrreviewer = {Shi Zan Fang},
doi = {10.1214/ECP.v2-986},
url = {https://doi.org/10.1214/ECP.v2-986}
}
@article{caputo:67:linear,
author = {Caputo, Michele},
title = {Linear Models of Dissipation whose $Q$ is almost Frequency Independent--{II}},
journal = {Geophysical Journal International},
volume = {13},
number = {5},
pages = {529--539},
year = {1967},
month = {11},
issn = {0956-540X},
doi = {10.1111/j.1365-246X.1967.tb02303.x},
url = {https://doi.org/10.1111/j.1365-246X.1967.tb02303.x},
eprint = {https://academic.oup.com/gji/article-pdf/13/5/529/1600098/13-5-529.pdf}
}
@article{caravenna.carmona.ea:12:discrete-time,
author = {Caravenna, Francesco and Carmona, Philippe and P\'{e}tr\'{e}lis, Nicolas},
title = {The discrete-time parabolic {A}nderson model with heavy-tailed potential},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {48},
year = {2012},
number = {4},
pages = {1049--1080},
issn = {0246-0203},
mrclass = {60K37 (82B41 82B44)},
mrnumber = {3052403},
mrreviewer = {Rongfeng Sun},
doi = {10.1214/11-AIHP465},
url = {https://doi.org/10.1214/11-AIHP465}
}
@article{caravenna.chaumont:08:invariance,
author = {Caravenna, Francesco and Chaumont, Lo\"{i}c},
title = {Invariance principles for random walks conditioned to stay positive},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {44},
year = {2008},
number = {1},
pages = {170--190},
issn = {0246-0203},
mrclass = {60F17 (60B10 60G18)},
mrnumber = {2451576},
mrreviewer = {George Stoica},
doi = {10.1214/07-AIHP119},
url = {https://doi.org/10.1214/07-AIHP119}
}
@article{caravenna.chaumont:13:invariance,
author = {Caravenna, Francesco and Chaumont, Lo\"{i}c},
title = {An invariance principle for random walk bridges conditioned to stay positive},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {18},
year = {2013},
pages = {no. 60, 32},
mrclass = {60G50 (60F17 60G51)},
mrnumber = {3068391},
mrreviewer = {Allan Gut},
doi = {10.1214/EJP.v18-2362},
url = {https://doi.org/10.1214/EJP.v18-2362}
}
@article{caravenna.corbetta:16:general,
author = {Caravenna, Francesco and Corbetta, Jacopo},
title = {General smile asymptotics with bounded maturity},
journal = {SIAM J. Financial Math.},
fjournal = {SIAM Journal on Financial Mathematics},
volume = {7},
year = {2016},
number = {1},
pages = {720--759},
mrclass = {91G20 (60G44 91B25)},
mrnumber = {3562364},
doi = {10.1137/15M1031102},
url = {https://doi.org/10.1137/15M1031102}
}
@article{caravenna.corbetta:18:asymptotic,
author = {Caravenna, Francesco and Corbetta, Jacopo},
title = {The asymptotic smile of a multiscaling stochastic volatility model},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {128},
year = {2018},
number = {3},
pages = {1034--1071},
issn = {0304-4149},
mrclass = {60H30 (60F10 60G44 91B25)},
mrnumber = {3758347},
doi = {10.1016/j.spa.2017.06.014},
url = {https://doi.org/10.1016/j.spa.2017.06.014}
}
@article{caravenna.cottini:22:gaussian,
author = {Caravenna, Francesco and Cottini, Francesca},
title = {Gaussian limits for subcritical chaos},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {27},
year = {2022},
pages = {Paper No. 81, 35},
mrclass = {60F05 (35R60 82B44)},
mrnumber = {4441143},
doi = {10.1214/22-ejp798},
url = {https://doi.org/10.1214/22-ejp798}
}
@article{caravenna.deuschel:08:pinning,
author = {Caravenna, Francesco and Deuschel, Jean-Dominique},
title = {Pinning and wetting transition for {$(1+1)$}-dimensional fields with {L}aplacian interaction},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {36},
year = {2008},
number = {6},
pages = {2388--2433},
issn = {0091-1798},
mrclass = {60K35 (60F05 82B41)},
mrnumber = {2478687},
doi = {10.1214/08-AOP395},
url = {https://doi.org/10.1214/08-AOP395}
}
@article{caravenna.deuschel:09:scaling,
author = {Caravenna, Francesco and Deuschel, Jean-Dominique},
title = {Scaling limits of {$(1+1)$}-dimensional pinning models with {L}aplacian interaction},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {3},
pages = {903--945},
issn = {0091-1798},
mrclass = {60K35 (60F05 82B41)},
mrnumber = {2537545},
mrreviewer = {Zhong Gen Su},
doi = {10.1214/08-AOP424},
url = {https://doi.org/10.1214/08-AOP424}
}
@article{caravenna.doney:19:local,
author = {Caravenna, Francesco and Doney, Ron},
title = {Local large deviations and the strong renewal theorem},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 72, 48},
mrclass = {60K05 (60F10 60G50)},
mrnumber = {3978222},
doi = {10.1214/19-EJP319},
url = {https://doi.org/10.1214/19-EJP319}
}
@article{caravenna.garavaglia.ea:19:diameter,
author = {Caravenna, Francesco and Garavaglia, Alessandro and van der Hofstad, Remco},
title = {Diameter in ultra-small scale-free random graphs},
journal = {Random Structures Algorithms},
fjournal = {Random Structures \& Algorithms},
volume = {54},
year = {2019},
number = {3},
pages = {444--498},
issn = {1042-9832},
mrclass = {05C80 (05C12)},
mrnumber = {3938775},
mrreviewer = {Pietro Poggi-Corradini},
doi = {10.1002/rsa.20798},
url = {https://doi.org/10.1002/rsa.20798}
}
@article{caravenna.giacomin.ea:06:numerical,
author = {Caravenna, Francesco and Giacomin, Giambattista and Gubinelli, Massimiliano},
title = {A numerical approach to copolymers at selective interfaces},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {122},
year = {2006},
number = {4},
pages = {799--832},
issn = {0022-4715},
mrclass = {82B24 (82-08 82D60)},
mrnumber = {2213950},
mrreviewer = {Stuart G. Whittington},
doi = {10.1007/s10955-005-8081-z},
url = {https://doi.org/10.1007/s10955-005-8081-z}
}
@article{caravenna.giacomin.ea:06:sharp,
author = {Caravenna, Francesco and Giacomin, Giambattista and Zambotti, Lorenzo},
title = {Sharp asymptotic behavior for wetting models in {$(1+1)$}-dimension},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {11},
year = {2006},
pages = {no. 14, 345--362},
issn = {1083-6489},
mrclass = {60K10 (60K05)},
mrnumber = {2217821},
mrreviewer = {No\"{e}l Veraverbeke},
doi = {10.1214/EJP.v11-320},
url = {https://doi.org/10.1214/EJP.v11-320}
}
@article{caravenna.giacomin.ea:07:infinite,
author = {Caravenna, F. and Giacomin, G. and Zambotti, L.},
title = {Infinite volume limits of polymer chains with periodic charges},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {13},
year = {2007},
number = {4},
pages = {697--730},
issn = {1024-2953},
mrclass = {60K35 (60K37 60K40 82B41 82B44)},
mrnumber = {2381597},
mrreviewer = {Agnieszka Jurlewicz}
}
@article{caravenna.giacomin.ea:07:renewal,
author = {Caravenna, Francesco and Giacomin, Giambattista and Zambotti, Lorenzo},
title = {A renewal theory approach to periodic copolymers with adsorption},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {17},
year = {2007},
number = {4},
pages = {1362--1398},
issn = {1050-5164},
mrclass = {60K35 (60K05 82B41 82B44)},
mrnumber = {2344310},
mrreviewer = {Stuart G. Whittington},
doi = {10.1214/105051607000000159},
url = {https://doi.org/10.1214/105051607000000159}
}
@article{caravenna.giacomin.ea:10:large,
author = {Caravenna, Francesco and Giacomin, Giambattista and Gubinelli, Massimiliano},
title = {Large scale behavior of semiflexible heteropolymers},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {46},
year = {2010},
number = {1},
pages = {97--118},
issn = {0246-0203},
mrclass = {60K37 (43A75 60F05 82B44)},
mrnumber = {2641772},
mrreviewer = {Quansheng Liu},
doi = {10.1214/08-AIHP310},
url = {https://doi.org/10.1214/08-AIHP310}
}
@incollection{caravenna.giacomin.ea:12:copolymers,
author = {Caravenna, Francesco and Giacomin, Giambattista and Toninelli, Fabio Lucio},
title = {Copolymers at selective interfaces: settled issues and open problems},
booktitle = {Probability in complex physical systems},
series = {Springer Proc. Math.},
volume = {11},
pages = {289--311},
publisher = {Springer, Heidelberg},
year = {2012},
mrclass = {60K35 (60-02 82B41 82D60)},
mrnumber = {3372853},
mrreviewer = {Francis Comets},
doi = {10.1007/978-3-642-23811-6\_12},
url = {https://doi.org/10.1007/978-3-642-23811-6_12}
}
@article{caravenna.giacomin:05:on,
author = {Caravenna, Francesco and Giacomin, Giambattista},
title = {On constrained annealed bounds for pinning and wetting models},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {10},
year = {2005},
pages = {179--189},
issn = {1083-589X},
mrclass = {82B44 (60K35 82B41)},
mrnumber = {2162817},
doi = {10.1214/ECP.v10-1150},
url = {https://doi.org/10.1214/ECP.v10-1150}
}
@article{caravenna.giacomin:10:weak,
author = {Caravenna, Francesco and Giacomin, Giambattista},
title = {The weak coupling limit of disordered copolymer models},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {38},
year = {2010},
number = {6},
pages = {2322--2378},
issn = {0091-1798},
mrclass = {60K37 (60G52 60K05 82B41 82B44)},
mrnumber = {2683632},
mrreviewer = {Laurent Miclo},
doi = {10.1214/10-AOP546},
url = {https://doi.org/10.1214/10-AOP546}
}
@incollection{caravenna.hollander.ea:12:lectures,
author = {Caravenna, Francesco and den Hollander, Frank and P\'{e}tr\'{e}lis, Nicolas},
title = {Lectures on random polymers},
booktitle = {Probability and statistical physics in two and more dimensions},
series = {Clay Math. Proc.},
volume = {15},
pages = {319--393},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2012},
mrclass = {60K37 (60F10 82B26 82D60 92D20)},
mrnumber = {3025394},
mrreviewer = {Stavros Vakeroudis}
}
@article{caravenna.hollander.ea:16:annealed,
author = {Caravenna, F. and den Hollander, F. and P\'{e}tr\'{e}lis, N. and Poisat, J.},
title = {Annealed scaling for a charged polymer},
journal = {Math. Phys. Anal. Geom.},
fjournal = {Mathematical Physics, Analysis and Geometry. An International Journal Devoted to the Theory and Applications of Analysis and Geometry to Physics},
volume = {19},
year = {2016},
number = {1},
pages = {Art. 2, 87},
issn = {1385-0172},
mrclass = {60K37 (60F10 82B26 82B41 82B44 82D60)},
mrnumber = {3457005},
mrreviewer = {Francis Comets},
doi = {10.1007/s11040-016-9205-1},
url = {https://doi.org/10.1007/s11040-016-9205-1}
}
@article{caravenna.hollander:13:general,
author = {Caravenna, Francesco and den Hollander, Frank},
title = {A general smoothing inequality for disordered polymers},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
pages = {no. 76, 15},
mrclass = {60K35 (82B44 82D60)},
mrnumber = {3109631},
doi = {10.1214/ECP.v18-2874},
url = {https://doi.org/10.1214/ECP.v18-2874}
}
@article{caravenna.hollander:21:phase,
author = {Caravenna, Francesco and den Hollander, Frank},
title = {Phase transitions for spatially extended pinning},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {181},
year = {2021},
number = {1-3},
pages = {329--375},
issn = {0178-8051},
mrclass = {60K37 (82B41 82B44)},
mrnumber = {4341076},
doi = {10.1007/s00440-021-01068-y},
url = {https://doi.org/10.1007/s00440-021-01068-y}
}
@article{caravenna.petrelis:09:depinning,
author = {Caravenna, F. and P\'{e}tr\'{e}lis, N.},
title = {Depinning of a polymer in a multi-interface medium},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {14},
year = {2009},
pages = {no. 70, 2038--2067},
mrclass = {60K35 (60F05 82D60)},
mrnumber = {2550292},
mrreviewer = {Marcel Ortgiese},
doi = {10.1214/EJP.v14-698},
url = {https://doi.org/10.1214/EJP.v14-698}
}
@article{caravenna.petrelis:09:polymer,
author = {Caravenna, Francesco and P\'{e}tr\'{e}lis, Nicolas},
title = {A polymer in a multi-interface medium},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {19},
year = {2009},
number = {5},
pages = {1803--1839},
issn = {1050-5164},
mrclass = {60K35 (60F05 82B44 82D60)},
mrnumber = {2569808},
mrreviewer = {Marcel Ortgiese},
doi = {10.1214/08-AAP594},
url = {https://doi.org/10.1214/08-AAP594}
}
@article{caravenna.sun.ea:16:continuum,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {The continuum disordered pinning model},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {164},
year = {2016},
number = {1-2},
pages = {17--59},
issn = {0178-8051},
mrclass = {82B44 (60K05 60K35 82D60)},
mrnumber = {3449385},
doi = {10.1007/s00440-014-0606-4},
url = {https://doi.org/10.1007/s00440-014-0606-4}
}
@article{caravenna.sun.ea:17:polynomial,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {Polynomial chaos and scaling limits of disordered systems},
journal = {J. Eur. Math. Soc. (JEMS)},
fjournal = {Journal of the European Mathematical Society (JEMS)},
volume = {19},
year = {2017},
number = {1},
pages = {1--65},
issn = {1435-9855},
mrclass = {82B44 (60G15 60G60 60K35 82D60)},
mrnumber = {3584558},
mrreviewer = {Quentin Berger},
doi = {10.4171/JEMS/660},
url = {https://doi.org/10.4171/JEMS/660}
}
@article{caravenna.sun.ea:17:universality,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {Universality in marginally relevant disordered systems},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {27},
year = {2017},
number = {5},
pages = {3050--3112},
issn = {1050-5164},
mrclass = {82B44 (60K35 82D60)},
mrnumber = {3719953},
doi = {10.1214/17-AAP1276},
url = {https://doi.org/10.1214/17-AAP1276}
}
@article{caravenna.sun.ea:19:dickman,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {The {D}ickman subordinator, renewal theorems, and disordered systems},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 101, 40},
mrclass = {60K05 (60G51 82B44)},
mrnumber = {4017119},
mrreviewer = {Adam Matthew Bowditch},
doi = {10.1214/19-ejp353},
url = {https://doi.org/10.1214/19-ejp353}
}
@article{caravenna.sun.ea:19:on,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {On the moments of the {$(2+1)$}-dimensional directed polymer and stochastic heat equation in the critical window},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {372},
year = {2019},
number = {2},
pages = {385--440},
issn = {0010-3616},
mrclass = {82D60 (60H15)},
mrnumber = {4032870},
doi = {10.1007/s00220-019-03527-z},
url = {https://doi.org/10.1007/s00220-019-03527-z}
}
@article{caravenna.sun.ea:20:two-dimensional,
author = {Caravenna, Francesco and Sun, Rongfeng and Zygouras, Nikos},
title = {The two-dimensional {KPZ} equation in the entire subcritical regime},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {48},
year = {2020},
number = {3},
pages = {1086--1127},
issn = {0091-1798},
mrclass = {60H15 (35K59 35R60 82B44 82D60)},
mrnumber = {4112709},
mrreviewer = {Jiang Lun Wu},
doi = {10.1214/19-AOP1383},
url = {https://doi.org/10.1214/19-AOP1383}
}
@article{caravenna.sun.ea:21:critical,
title = {The Critical 2d Stochastic Heat Flow},
author = {Francesco Caravenna and Rongfeng Sun and Nikos Zygouras},
year = {2021},
month = {September},
journal = {preprint arXiv:2109.03766},
url = {http://arXiv.org/abs/2109.03766}
}
@article{caravenna.sun.ea:22:critical,
title = {The critical 2d Stochastic Heat Flow is not a Gaussian Multiplicative Chaos},
author = {Francesco Caravenna and Rongfeng Sun and Nikos Zygouras},
year = {2022},
month = {June},
journal = {preprint arXiv:2206.08766},
url = {http://arXiv.org/abs/2206.08766}
}
@article{caravenna.toninelli.ea:17:universality,
author = {Caravenna, Francesco and Toninelli, Fabio Lucio and Torri, Niccol\`o},
title = {Universality for the pinning model in the weak coupling regime},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {4},
pages = {2154--2209},
issn = {0091-1798},
mrclass = {82B44 (60K35 82D60)},
mrnumber = {3693960},
doi = {10.1214/16-AOP1109},
url = {https://doi.org/10.1214/16-AOP1109}
}
@article{caravenna.zambotti:20:hairers,
author = {Caravenna, Francesco and Zambotti, Lorenzo},
title = {Hairer's reconstruction theorem without regularity structures},
journal = {EMS Surv. Math. Sci.},
fjournal = {EMS Surveys in Mathematical Sciences},
volume = {7},
year = {2020},
number = {2},
pages = {207--251},
issn = {2308-2151},
mrclass = {46F10 (60L30)},
mrnumber = {4261666},
mrreviewer = {Luis F. Ragognette},
doi = {10.4171/emss/39},
url = {https://doi.org/10.4171/emss/39}
}
@article{caravenna:05:local,
author = {Caravenna, Francesco},
title = {A local limit theorem for random walks conditioned to stay positive},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {133},
year = {2005},
number = {4},
pages = {508--530},
issn = {0178-8051},
mrclass = {60G50 (60F05 60K05)},
mrnumber = {2197112},
mrreviewer = {No\"{e}l Veraverbeke},
doi = {10.1007/s00440-005-0444-5},
url = {https://doi.org/10.1007/s00440-005-0444-5}
}
@article{caravenna:08:polymer,
author = {Caravenna, Francesco},
title = {Polymer models and random walks},
journal = {Boll. Unione Mat. Ital. (9)},
fjournal = {Bollettino della Unione Matematica Italiana. Serie 9},
volume = {1},
year = {2008},
number = {3},
pages = {559--571},
issn = {1972-6724},
mrclass = {82D60 (60K40 82-02 82B41)},
mrnumber = {2455331}
}
@article{caravenna:18:on,
author = {Caravenna, Francesco},
title = {On the maximum of conditioned random walks and tightness for pinning models},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {23},
year = {2018},
pages = {Paper No. 69, 13},
mrclass = {82B41 (60B10 60K35)},
mrnumber = {3866042},
mrreviewer = {Christian Webb},
doi = {10.1214/18-ECP172},
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@article{carlen.cordero-erausquin:09:subadditivity,
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@incollection{carlson:10:elliptic,
author = {Carlson, B. C.},
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@article{carmona.guerra.ea:06:strong,
author = {Carmona, Philippe and Guerra, Francesco and Hu, Yueyun and Menjane, Olivier},
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url = {https://doi.org/10.1007/s10959-006-0010-9}
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@article{carmona.hu:02:on,
author = {Carmona, Philippe and Hu, Yueyun},
title = {On the partition function of a directed polymer in a {G}aussian random environment},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {124},
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doi = {10.1007/s004400200213},
url = {https://doi.org/10.1007/s004400200213}
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@article{carmona.hu:04:fluctuation,
author = {Carmona, Philippe and Hu, Yueyun},
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journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {112},
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doi = {10.1016/j.spa.2004.03.006},
url = {https://doi.org/10.1016/j.spa.2004.03.006}
}
@article{carmona.hu:06:strong,
author = {Carmona, Philippe and Hu, Yueyun},
title = {Strong disorder implies strong localization for directed polymers in a random environment},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
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mrnumber = {2249669},
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@article{carmona.hu:06:universality,
author = {Carmona, Philippe and Hu, Yueyun},
title = {Universality in {S}herrington-{K}irkpatrick's spin glass model},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {42},
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doi = {10.1016/j.anihpb.2005.04.001},
url = {https://doi.org/10.1016/j.anihpb.2005.04.001}
}
@article{carmona.koralov.ea:01:asymptotics,
author = {Carmona, Rene and Koralov, Leonid and Molchanov, Stanislav},
title = {Asymptotics for the almost sure {L}yapunov exponent for the solution of the parabolic {A}nderson problem},
journal = {Random Oper. Stochastic Equations},
fjournal = {Random Operators and Stochastic Equations},
volume = {9},
year = {2001},
number = {1},
pages = {77--86},
issn = {0926-6364},
mrclass = {60H15 (60H30)},
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doi = {10.1515/rose.2001.9.1.77},
url = {https://doi.org/10.1515/rose.2001.9.1.77}
}
@book{carmona.lacroix:90:spectral,
author = {Carmona, Ren\'{e} and Lacroix, Jean},
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doi = {10.1007/978-1-4612-4488-2},
url = {https://doi.org/10.1007/978-1-4612-4488-2}
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@article{carmona.molchanov:94:parabolic,
author = {Carmona, Ren\'{e} A. and Molchanov, S. A.},
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doi = {10.1090/memo/0518},
url = {https://doi.org/10.1090/memo/0518}
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@article{carmona.molchanov:95:stationary,
author = {Carmona, R. A. and Molchanov, S. A.},
title = {Stationary parabolic {A}nderson model and intermittency},
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doi = {10.1007/BF01198845},
url = {https://doi.org/10.1007/BF01198845}
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@article{carmona.nualart:88:random,
author = {Carmona, Ren\'{e} and Nualart, David},
title = {Random nonlinear wave equations: propagation of singularities},
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year = {1988},
number = {2},
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url = {http://links.jstor.org/sici?sici=0091-1798(198804)16:2<730:RNWEPO>2.0.CO;2-D&origin=MSN}
}
@article{carmona.nualart:88:random*1,
author = {Carmona, Ren\'{e} and Nualart, David},
title = {Random nonlinear wave equations: smoothness of the solutions},
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year = {1988},
number = {4},
pages = {469--508},
issn = {0178-8051},
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mrreviewer = {M. Zakai},
doi = {10.1007/BF00318783},
url = {https://doi.org/10.1007/BF00318783}
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@article{carmona.nualart:88:random*2,
author = {Carmona, Ren\'{e} and Nualart, David},
title = {Random nonlinear wave equations: smoothness of the solutions},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {79},
year = {1988},
number = {4},
pages = {469--508},
issn = {0178-8051},
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mrreviewer = {M. Zakai},
doi = {10.1007/BF00318783},
url = {https://doi.org/10.1007/BF00318783}
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@book{carmona.nualart:90:nonlinear,
author = {Carmona, Ren\'{e} A. and Nualart, David},
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year = {1990},
pages = {x+159},
isbn = {2-88124-733-4},
mrclass = {60H05 (60G48 60H10)},
mrnumber = {1056476},
mrreviewer = {Yves Le Jan}
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@article{carmona.nualart:92:traces,
author = {Carmona, Ren\'{e} A. and Nualart, David},
title = {Traces of random variables on {W}iener space and the {O}nsager-{M}achlup functional},
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url = {https://doi.org/10.1016/0022-1236(92)90116-Z}
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@book{carmona.rozovskii:99:stochastic,
title = {Stochastic partial differential equations: six perspectives},
series = {Mathematical Surveys and Monographs},
volume = {64},
author = {Carmona, Rene A. and Rozovskii, Boris},
publisher = {American Mathematical Society, Providence, RI},
year = {1999},
pages = {xii+334},
isbn = {0-8218-0806-0},
mrclass = {60-06 (35-06 35R60 60H15)},
mrnumber = {1661761},
doi = {10.1090/surv/064},
url = {https://doi.org/10.1090/surv/064}
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@article{carmona.viens.ea:96:sharp,
author = {Carmona, Ren\'{e} and Viens, Frederi G. and Molchanov, S. A.},
title = {Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation},
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doi = {10.1515/rose.1996.4.1.43},
url = {https://doi.org/10.1515/rose.1996.4.1.43}
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@article{carmona.viens:98:almost-sure,
author = {Carmona, Ren\'{e} A. and Viens, Frederi G.},
title = {Almost-sure exponential behavior of a stochastic {A}nderson model with continuous space parameter},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {62},
year = {1998},
number = {3-4},
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doi = {10.1080/17442509808834135},
url = {https://doi.org/10.1080/17442509808834135}
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@article{carmona:82:exponential,
author = {Carmona, Ren\'{e}},
title = {Exponential localization in one-dimensional disordered systems},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
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year = {1982},
number = {1},
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url = {http://projecteuclid.org/euclid.dmj/1077315080}
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@article{carrillo.hittmeir.ea:12:cross,
author = {Carrillo, Jos\'{e} Antonio and Hittmeir, Sabine and J\"{u}ngel, Ansgar},
title = {Cross diffusion and nonlinear diffusion preventing blow up in the {K}eller-{S}egel model},
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url = {https://doi.org/10.1142/S0218202512500418}
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@article{caruana.friz.ea:11:rough,
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title = {A (rough) pathwise approach to a class of non-linear stochastic partial differential equations},
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url = {https://doi.org/10.1016/j.anihpc.2010.11.002}
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@article{caruana.friz:09:partial,
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year = {2009},
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url = {https://doi.org/10.1016/j.jde.2009.01.026}
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@article{carvalho-bezerra.tindel:07:on,
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@article{carvalho-neto.planas:15:mild,
author = {de Carvalho-Neto, Paulo Mendes and Planas, Gabriela},
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author = {Cass, Thomas and Hairer, Martin and Litterer, Christian and Tindel, Samy},
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@article{cattiaux.gozlan.ea:10:functional,
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@article{cattiaux.guillin.ea:10:note,
author = {Cattiaux, Patrick and Guillin, Arnaud and Wu, Li-Ming},
title = {A note on {T}alagrand's transportation inequality and logarithmic {S}obolev inequality},
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author = {Cattiaux, Patrick and Guillin, Arnaud},
title = {On quadratic transportation cost inequalities},
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url = {https://doi.org/10.1016/j.matpur.2006.06.003}
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@incollection{cattiaux.guillin:14:semi,
author = {Cattiaux, P. and Guillin, A.},
title = {Semi log-concave {M}arkov diffusions},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s {XLVI}},
series = {Lecture Notes in Math.},
volume = {2123},
pages = {231--292},
publisher = {Springer, Cham},
year = {2014},
mrclass = {60J60 (26D10 35K55 35R60 39B62 47D07)},
mrnumber = {3330820},
mrreviewer = {Ivan Gentil},
doi = {10.1007/978-3-319-11970-0\_9},
url = {https://doi.org/10.1007/978-3-319-11970-0_9}
}
@article{cazenave.lions:82:orbital,
author = {Cazenave, T. and Lions, P.-L.},
title = {Orbital stability of standing waves for some nonlinear {S}chr\"{o}dinger equations},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {85},
year = {1982},
number = {4},
pages = {549--561},
issn = {0010-3616},
mrclass = {81C05 (35Q20 78A60 81G99)},
mrnumber = {677997},
url = {http://projecteuclid.org/euclid.cmp/1103921547}
}
@book{celledoni.di-nunno.ea:18:computation,
title = {Computation and combinatorics in dynamics, stochastics and control},
series = {Abel Symposia},
volume = {13},
author = {Celledoni, Elena and Di Nunno, Giulia and Ebrahimi-Fard, Kurusch and Munthe-Kaas, Hans Zanna},
note = {The Abel Symposium, Rosendal, Norway, August 2016},
publisher = {Springer, Cham},
year = {2018},
pages = {xi+737},
isbn = {978-3-030-01592-3; 978-3-030-01593-0},
mrclass = {00B25 (16T05 60Hxx 93C10)},
mrnumber = {3966458},
doi = {10.1007/978-3-030-01593-0},
url = {https://doi.org/10.1007/978-3-030-01593-0}
}
@article{cenesiz.kurt.ea:17:stochastic,
author = {\c{C}enesiz, Y\"{u}cel and Kurt, Ali and Nane, Erkan},
title = {Stochastic solutions of conformable fractional {C}auchy problems},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {124},
year = {2017},
pages = {126--131},
issn = {0167-7152},
mrclass = {35R11 (26A33 35R60 60G22 60G51 60H30)},
mrnumber = {3608222},
doi = {10.1016/j.spl.2017.01.012},
url = {https://doi.org/10.1016/j.spl.2017.01.012}
}
@incollection{cerrai.clement:01:on,
author = {Cerrai, Sandra and Cl\'{e}ment, Philippe},
title = {On a class of degenerate elliptic operators arising from {F}leming-{V}iot processes},
note = {Dedicated to Ralph S. Phillips},
journal = {J. Evol. Equ.},
fjournal = {Journal of Evolution Equations},
volume = {1},
year = {2001},
number = {3},
pages = {243--276},
issn = {1424-3199},
mrclass = {60J35 (35J70 35R60 60K35 92D15)},
mrnumber = {1861222},
mrreviewer = {Tu Sheng Zhang},
doi = {10.1007/PL00001370},
url = {https://doi.org/10.1007/PL00001370}
}
@article{cerrai.clement:03:schauder,
author = {Cerrai, Sandra and Cl\'{e}ment, Philippe},
title = {Schauder estimates for a class of second order elliptic operators on a cube},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {127},
year = {2003},
number = {8},
pages = {669--688},
issn = {0007-4497},
mrclass = {35J25 (35B45 35B65 46N20 60J60 60J70 92D10)},
mrnumber = {2014753},
mrreviewer = {Sergey Nikolaevich Alekseenko},
doi = {10.1016/S0007-4497(03)00058-7},
url = {https://doi.org/10.1016/S0007-4497(03)00058-7}
}
@article{cerrai.clement:04:well-posedness,
author = {Cerrai, Sandra and Cl\'{e}ment, Philippe},
title = {Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {128},
year = {2004},
number = {5},
pages = {355--389},
issn = {0007-4497},
mrclass = {60J70 (35B30 35J70 47D07)},
mrnumber = {2066345},
mrreviewer = {G\"{o}tz Kersting},
doi = {10.1016/j.bulsci.2004.03.004},
url = {https://doi.org/10.1016/j.bulsci.2004.03.004}
}
@article{cerrai.clement:05:corrigendum,
author = {Cerrai, Sandra and Cl\'{e}ment, Philippe},
title = {Corrigendum to: ``{S}chauder estimates for a class of second order elliptic operators on a cube'' [{B}ull. {S}ci. {M}ath. {\bf 127} (2003), no. 8, 669--688; MR2014753]},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {129},
year = {2005},
number = {4},
pages = {368},
issn = {0007-4497},
mrclass = {35J25 (35B45 35B65)},
mrnumber = {2134127},
doi = {10.1016/j.bulsci.2004.11.006},
url = {https://doi.org/10.1016/j.bulsci.2004.11.006}
}
@article{cerrai.clement:07:schauder,
author = {Cerrai, Sandra and Cl\'{e}ment, Philippe},
title = {Schauder estimates for a degenerate second order elliptic operator on a cube},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {242},
year = {2007},
number = {2},
pages = {287--321},
issn = {0022-0396},
mrclass = {35J70 (35B45)},
mrnumber = {2363317},
doi = {10.1016/j.jde.2007.08.002},
url = {https://doi.org/10.1016/j.jde.2007.08.002}
}
@article{cerrai.da-prato.ea:13:pathwise,
author = {Cerrai, Sandra and Da Prato, Giuseppe and Flandoli, Franco},
title = {Pathwise uniqueness for stochastic reaction-diffusion equations in {B}anach spaces with an {H}\"{o}lder drift component},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {1},
year = {2013},
number = {3},
pages = {507--551},
issn = {2194-0401},
mrclass = {60H15 (35A02 35R60)},
mrnumber = {3327515},
mrreviewer = {Anna Talarczyk},
doi = {10.1007/s40072-013-0016-0},
url = {https://doi.org/10.1007/s40072-013-0016-0}
}
@article{cerrai.da-prato:12:schauder,
author = {Cerrai, Sandra and Da Prato, Giuseppe},
title = {Schauder estimates for elliptic equations in {B}anach spaces associated with stochastic reaction-diffusion equations},
journal = {J. Evol. Equ.},
fjournal = {Journal of Evolution Equations},
volume = {12},
year = {2012},
number = {1},
pages = {83--98},
issn = {1424-3199},
mrclass = {60H15 (35B45 35R60)},
mrnumber = {2891202},
mrreviewer = {Mamadou Sango},
doi = {10.1007/s00028-011-0124-0},
url = {https://doi.org/10.1007/s00028-011-0124-0}
}
@article{cerrai.da-prato:14:basic,
author = {Cerrai, Sandra and Da Prato, Giuseppe},
title = {A basic identity for {K}olmogorov operators in the space of continuous functions related to {RDE}s with multiplicative noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {4},
pages = {1297--1336},
issn = {0091-1798},
mrclass = {60H15 (35K57 35R60)},
mrnumber = {3262479},
mrreviewer = {Vassili N. Kolokol{\cprime}tsov},
doi = {10.1214/13-AOP853},
url = {https://doi.org/10.1214/13-AOP853}
}
@article{cerrai.debussche:19:large,
author = {Cerrai, Sandra and Debussche, Arnaud},
title = {Large deviations for the dynamic {$\Phi^{2n}_d$} model},
journal = {Appl. Math. Optim.},
fjournal = {Applied Mathematics and Optimization},
volume = {80},
year = {2019},
number = {1},
pages = {81--102},
issn = {0095-4616},
mrclass = {35R60 (35B25 35K57)},
mrnumber = {3978511},
mrreviewer = {Jamil Abreu},
doi = {10.1007/s00245-017-9459-4},
url = {https://doi.org/10.1007/s00245-017-9459-4}
}
@article{cerrai.debussche:19:large*1,
author = {Cerrai, Sandra and Debussche, Arnaud},
title = {Large deviations for the two-dimensional stochastic {N}avier-{S}tokes equation with vanishing noise correlation},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {55},
year = {2019},
number = {1},
pages = {211--236},
issn = {0246-0203},
mrclass = {60H15 (35Q30 35R60 60F10)},
mrnumber = {3901646},
mrreviewer = {Thomas Kelly Alberts},
doi = {10.1214/17-aihp881},
url = {https://doi.org/10.1214/17-aihp881}
}
@article{cerrai.freidlin.ea:17:on,
author = {Cerrai, Sandra and Freidlin, Mark and Salins, Michael},
title = {On the {S}moluchowski-{K}ramers approximation for {SPDE}s and its interplay with large deviations and long time behavior},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {37},
year = {2017},
number = {1},
pages = {33--76},
issn = {1078-0947},
mrclass = {60H15 (35B40 35K57 35K58 35L71 35R60 49J45 60F10)},
mrnumber = {3583470},
mrreviewer = {Chiranjib Mukherjee},
doi = {10.3934/dcds.2017003},
url = {https://doi.org/10.3934/dcds.2017003}
}
@article{cerrai.freidlin:06:on,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {On the {S}moluchowski-{K}ramers approximation for a system with an infinite number of degrees of freedom},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {135},
year = {2006},
number = {3},
pages = {363--394},
issn = {0178-8051},
mrclass = {60H15 (35K20 35R60)},
mrnumber = {2240691},
mrreviewer = {Martin Ondrej\'{a}t},
doi = {10.1007/s00440-005-0465-0},
url = {https://doi.org/10.1007/s00440-005-0465-0}
}
@article{cerrai.freidlin:06:smoluchowski-kramers,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Smoluchowski-{K}ramers approximation for a general class of {SPDE}s},
journal = {J. Evol. Equ.},
fjournal = {Journal of Evolution Equations},
volume = {6},
year = {2006},
number = {4},
pages = {657--689},
issn = {1424-3199},
mrclass = {60H35 (35R60 60H15)},
mrnumber = {2267703},
mrreviewer = {Fran\c{c}ois Delarue},
doi = {10.1007/s00028-006-0281-8},
url = {https://doi.org/10.1007/s00028-006-0281-8}
}
@article{cerrai.freidlin:09:averaging,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Averaging principle for a class of stochastic reaction-diffusion equations},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {144},
year = {2009},
number = {1-2},
pages = {137--177},
issn = {0178-8051},
mrclass = {60F99 (35K57 35R60 37H10 37J40 60H15 70K65 70K70)},
mrnumber = {2480788},
mrreviewer = {Mar\'{i}a J. Garrido-Atienza},
doi = {10.1007/s00440-008-0144-z},
url = {https://doi.org/10.1007/s00440-008-0144-z}
}
@article{cerrai.freidlin:11:approximation,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Approximation of quasi-potentials and exit problems for multidimensional {RDE}'s with noise},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {363},
year = {2011},
number = {7},
pages = {3853--3892},
issn = {0002-9947},
mrclass = {60H15 (35K57 35R60 49J45 60F10)},
mrnumber = {2775830},
mrreviewer = {Pedro Mar\'{i}n Rubio},
doi = {10.1090/S0002-9947-2011-05352-3},
url = {https://doi.org/10.1090/S0002-9947-2011-05352-3}
}
@article{cerrai.freidlin:11:fast,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Fast transport asymptotics for stochastic {RDE}s with boundary noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {1},
pages = {369--405},
issn = {0091-1798},
mrclass = {60H15 (35R60 60F99)},
mrnumber = {2778806},
mrreviewer = {Hendrik Weber},
doi = {10.1214/10-AOP552},
url = {https://doi.org/10.1214/10-AOP552}
}
@article{cerrai.freidlin:11:small,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Small mass asymptotics for a charged particle in a magnetic field and long-time influence of small perturbations},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {144},
year = {2011},
number = {1},
pages = {101--123},
issn = {0022-4715},
mrclass = {82C31 (60H30)},
mrnumber = {2820037},
mrreviewer = {Mar\'{i}a J. Garrido-Atienza},
doi = {10.1007/s10955-011-0238-3},
url = {https://doi.org/10.1007/s10955-011-0238-3}
}
@article{cerrai.freidlin:15:large,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Large deviations for the {L}angevin equation with strong damping},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {161},
year = {2015},
number = {4},
pages = {859--875},
issn = {0022-4715},
mrclass = {82C31},
mrnumber = {3413636},
mrreviewer = {Horacio Grinberg},
doi = {10.1007/s10955-015-1346-2},
url = {https://doi.org/10.1007/s10955-015-1346-2}
}
@article{cerrai.freidlin:17:spdes,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {S{PDE}s on narrow domains and on graphs: an asymptotic approach},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {2},
pages = {865--899},
issn = {0246-0203},
mrclass = {60H15 (35R02 35R60 70K65)},
mrnumber = {3634278},
mrreviewer = {Robert C. Dalang},
doi = {10.1214/16-AIHP740},
url = {https://doi.org/10.1214/16-AIHP740}
}
@article{cerrai.freidlin:19:fast,
author = {Cerrai, Sandra and Freidlin, Mark},
title = {Fast flow asymptotics for stochastic incompressible viscous fluids in {$\Bbb{R}^2$} and {SPDE}s on graphs},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {173},
year = {2019},
number = {1-2},
pages = {491--535},
issn = {0178-8051},
mrclass = {60H15 (60J25 70K65)},
mrnumber = {3916113},
mrreviewer = {Vassili N. Kolokol{\cprime}tsov},
doi = {10.1007/s00440-018-0839-8},
url = {https://doi.org/10.1007/s00440-018-0839-8}
}
@article{cerrai.glatt-holtz:20:on,
author = {Cerrai, Sandra and Glatt-Holtz, Nathan},
title = {On the convergence of stationary solutions in the {S}moluchowski-{K}ramers approximation of infinite dimensional systems},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {278},
year = {2020},
number = {8},
pages = {108421, 38},
issn = {0022-1236},
mrclass = {60H15 (35L20 35R60 47D06 60B10)},
mrnumber = {4056993},
mrreviewer = {Giovanni Zanco},
doi = {10.1016/j.jfa.2019.108421},
url = {https://doi.org/10.1016/j.jfa.2019.108421}
}
@article{cerrai.gozzi:95:strong,
author = {Cerrai, Sandra and Gozzi, Fausto},
title = {Strong solutions of {C}auchy problems associated to weakly continuous semigroups},
journal = {Differential Integral Equations},
fjournal = {Differential and Integral Equations. An International Journal for Theory \& Applications},
volume = {8},
year = {1995},
number = {3},
pages = {465--486},
issn = {0893-4983},
mrclass = {34G10 (35R15 47D06 47N20)},
mrnumber = {1306569},
mrreviewer = {Piermarco Cannarsa}
}
@article{cerrai.lunardi:17:averaging,
author = {Cerrai, Sandra and Lunardi, Alessandra},
title = {Averaging principle for nonautonomous slow-fast systems of stochastic reaction-diffusion equations: the almost periodic case},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {49},
year = {2017},
number = {4},
pages = {2843--2884},
issn = {0036-1410},
mrclass = {60H15 (34K33 35B15 35K57 35R60 37A25 37L40)},
mrnumber = {3679916},
mrreviewer = {Markus Kunze},
doi = {10.1137/16M1063307},
url = {https://doi.org/10.1137/16M1063307}
}
@article{cerrai.lunardi:19:schauder,
author = {Cerrai, Sandra and Lunardi, Alessandra},
title = {Schauder theorems for {O}rnstein-{U}hlenbeck equations in infinite dimension},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {267},
year = {2019},
number = {12},
pages = {7462--7482},
issn = {0022-0396},
mrclass = {35R20 (47D07 60J35)},
mrnumber = {4011050},
mrreviewer = {Matthew A. Fury},
doi = {10.1016/j.jde.2019.08.005},
url = {https://doi.org/10.1016/j.jde.2019.08.005}
}
@article{cerrai.paskal:19:large,
author = {Cerrai, Sandra and Paskal, Nicholas},
title = {Large deviations for fast transport stochastic {RDE}s with applications to the exit problem},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {29},
year = {2019},
number = {4},
pages = {1993--2032},
issn = {1050-5164},
mrclass = {60H15 (60F10 70K65)},
mrnumber = {3983334},
mrreviewer = {Anamaria Savu},
doi = {10.1214/18-AAP1439},
url = {https://doi.org/10.1214/18-AAP1439}
}
@article{cerrai.rockner:03:large,
author = {Cerrai, Sandra and R\"{o}ckner, Michael},
title = {Large deviations for invariant measures of general stochastic reaction-diffusion systems},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {337},
year = {2003},
number = {9},
pages = {597--602},
issn = {1631-073X},
mrclass = {60F10 (35K57 35R60)},
mrnumber = {2017733},
doi = {10.1016/j.crma.2003.09.015},
url = {https://doi.org/10.1016/j.crma.2003.09.015}
}
@article{cerrai.rockner:04:large,
author = {Cerrai, Sandra and R\"{o}ckner, Michael},
title = {Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-{L}ipschitz reaction term},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {32},
year = {2004},
number = {1B},
pages = {1100--1139},
issn = {0091-1798},
mrclass = {60F10 (60H15)},
mrnumber = {2044675},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/aop/1079021473},
url = {https://doi.org/10.1214/aop/1079021473}
}
@article{cerrai.rockner:05:large,
author = {Cerrai, Sandra and R\"{o}ckner, Michael},
title = {Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-{L}ipschitz reaction term},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {41},
year = {2005},
number = {1},
pages = {69--105},
issn = {0246-0203},
mrclass = {60F10 (35K57 35R60 60H15)},
mrnumber = {2110447},
mrreviewer = {Carles Rovira},
doi = {10.1016/j.anihpb.2004.03.001},
url = {https://doi.org/10.1016/j.anihpb.2004.03.001}
}
@article{cerrai.salins:14:smoluchowski-kramers,
author = {Cerrai, Sandra and Salins, Michael},
title = {Smoluchowski-{K}ramers approximation and large deviations for infinite dimensional gradient systems},
journal = {Asymptot. Anal.},
fjournal = {Asymptotic Analysis},
volume = {88},
year = {2014},
number = {4},
pages = {201--215},
issn = {0921-7134},
mrclass = {35R60 (35B25 35K20 35K59 35L20 35L71 60F10 60H15)},
mrnumber = {3245077},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.3233/asy-141220},
url = {https://doi.org/10.3233/asy-141220}
}
@article{cerrai.salins:16:smoluchowski-kramers,
author = {Cerrai, Sandra and Salins, Michael},
title = {Smoluchowski-{K}ramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {44},
year = {2016},
number = {4},
pages = {2591--2642},
issn = {0091-1798},
mrclass = {60H15 (35L71 35R60 49J45 60F10)},
mrnumber = {3531676},
mrreviewer = {Charles-Edouard Br\'{e}hier},
doi = {10.1214/15-AOP1029},
url = {https://doi.org/10.1214/15-AOP1029}
}
@article{cerrai.salins:17:on,
author = {Cerrai, Sandra and Salins, Michael},
title = {On the {S}moluchowski-{K}ramers approximation for a system with infinite degrees of freedom exposed to a magnetic field},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {127},
year = {2017},
number = {1},
pages = {273--303},
issn = {0304-4149},
mrclass = {60H15 (35Q60 35R60 78A25 82D40)},
mrnumber = {3575542},
doi = {10.1016/j.spa.2016.06.008},
url = {https://doi.org/10.1016/j.spa.2016.06.008}
}
@article{cerrai.wehr.ea:20:averaging,
author = {Cerrai, Sandra and Wehr, Jan and Zhu, Yichun},
title = {An averaging approach to the {S}moluchowski-{K}ramers approximation in the presence of a varying magnetic field},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {181},
year = {2020},
number = {1},
pages = {132--148},
issn = {0022-4715},
mrclass = {60H30 (34C29 35R02 78A35)},
mrnumber = {4142946},
mrreviewer = {Juan Yang},
doi = {10.1007/s10955-020-02570-8},
url = {https://doi.org/10.1007/s10955-020-02570-8}
}
@article{cerrai.xi:21:incompressible,
author = {Cerrai, Sandra and Xi, Guangyu},
title = {Incompressible viscous fluids in {$\Bbb R^2$} and {SPDE}s on graphs, in presence of fast advection and non smooth noise},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {57},
year = {2021},
number = {3},
pages = {1636--1664},
issn = {0246-0203},
mrclass = {60H15 (60J25 70K65)},
mrnumber = {4291448},
doi = {10.1214/20-aihp1118},
url = {https://doi.org/10.1214/20-aihp1118}
}
@article{cerrai.xi:22:smoluchowski-kramers,
author = {Cerrai, Sandra and Xi, Guangyu},
title = {A {S}moluchowski-{K}ramers approximation for an infinite dimensional system with state-dependent damping},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {50},
year = {2022},
number = {3},
pages = {874--904},
issn = {0091-1798},
mrclass = {60H15 (35K57)},
mrnumber = {4413207},
mrreviewer = {Lihai Ji},
doi = {10.1214/21-aop1549},
url = {https://doi.org/10.1214/21-aop1549}
}
@article{cerrai:00:analytic,
author = {Cerrai, Sandra},
title = {Analytic semigroups and degenerate elliptic operators with unbounded coefficients: a probabilistic approach},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {166},
year = {2000},
number = {1},
pages = {151--174},
issn = {0022-0396},
mrclass = {47D06 (35J70 60H15)},
mrnumber = {1779259},
mrreviewer = {Vitali A. Liskevich},
doi = {10.1006/jdeq.2000.3788},
url = {https://doi.org/10.1006/jdeq.2000.3788}
}
@incollection{cerrai:01:generalization,
author = {Cerrai, Sandra},
title = {A generalization of the {B}ismut-{E}lworthy formula},
booktitle = {Evolution equations and their applications in physical and life sciences ({B}ad {H}errenalb, 1998)},
series = {Lecture Notes in Pure and Appl. Math.},
volume = {215},
pages = {473--482},
publisher = {Dekker, New York},
year = {2001},
mrclass = {60H10 (35R60 47N30)},
mrnumber = {1818025},
mrreviewer = {Xue-Mei Li}
}
@article{cerrai:01:optimal,
author = {Cerrai, Sandra},
title = {Optimal control problems for stochastic reaction-diffusion systems with non-{L}ipschitz coefficients},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {39},
year = {2001},
number = {6},
pages = {1779--1816},
issn = {0363-0129},
mrclass = {93E20 (35B37 35R60 60H15 93C20)},
mrnumber = {1825865},
mrreviewer = {Vivek S. Borkar},
doi = {10.1137/S0363012999356465},
url = {https://doi.org/10.1137/S0363012999356465}
}
@book{cerrai:01:second,
author = {Cerrai, Sandra},
title = {Second order {PDE}'s in finite and infinite dimension},
series = {Lecture Notes in Mathematics},
volume = {1762},
note = {A probabilistic approach},
publisher = {Springer-Verlag, Berlin},
year = {2001},
pages = {x+330},
isbn = {3-540-42136-X},
mrclass = {35R60 (35K57 47H20 47N20 60H10 60H15 60J35)},
mrnumber = {1840644},
mrreviewer = {Krystyna Twardowska},
doi = {10.1007/b80743},
url = {https://doi.org/10.1007/b80743}
}
@article{cerrai:01:stationary,
author = {Cerrai, Sandra},
title = {Stationary {H}amilton-{J}acobi equations in {H}ilbert spaces and applications to a stochastic optimal control problem},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {40},
year = {2001},
number = {3},
pages = {824--852},
issn = {0363-0129},
mrclass = {49L20 (60H15 60H40 93E20)},
mrnumber = {1871456},
mrreviewer = {Vassili N. Kolokol{\cprime}tsov},
doi = {10.1137/S0363012999359949},
url = {https://doi.org/10.1137/S0363012999359949}
}
@incollection{cerrai:02:classical,
author = {Cerrai, S.},
title = {Classical solutions for {K}olmogorov equations in {H}ilbert spaces},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications, {III} ({A}scona, 1999)},
series = {Progr. Probab.},
volume = {52},
pages = {55--71},
publisher = {Birkh\"{a}user, Basel},
year = {2002},
mrclass = {60H15 (34G10 35J15 35K57 47D07)},
mrnumber = {1958809},
mrreviewer = {B. G. Pachpatte}
}
@article{cerrai:03:stochastic,
author = {Cerrai, Sandra},
title = {Stochastic reaction-diffusion systems with multiplicative noise and non-{L}ipschitz reaction term},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {125},
year = {2003},
number = {2},
pages = {271--304},
issn = {0178-8051},
mrclass = {60H15 (35K57 35R60 47N30)},
mrnumber = {1961346},
mrreviewer = {B. G. Pachpatte},
doi = {10.1007/s00440-002-0230-6},
url = {https://doi.org/10.1007/s00440-002-0230-6}
}
@article{cerrai:05:stabilization,
author = {Cerrai, Sandra},
title = {Stabilization by noise for a class of stochastic reaction-diffusion equations},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {133},
year = {2005},
number = {2},
pages = {190--214},
issn = {0178-8051},
mrclass = {60H15 (35B35 35K57 35R60)},
mrnumber = {2198698},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1007/s00440-004-0421-4},
url = {https://doi.org/10.1007/s00440-004-0421-4}
}
@incollection{cerrai:06:asymptotic,
author = {Cerrai, Sandra},
title = {Asymptotic behavior of systems of stochastic partial differential equations with multiplicative noise},
booktitle = {Stochastic partial differential equations and applications---{VII}},
series = {Lect. Notes Pure Appl. Math.},
volume = {245},
pages = {61--75},
publisher = {Chapman \& Hall/CRC, Boca Raton, FL},
year = {2006},
mrclass = {60H15 (35K57 35Q35 35R60 37A25)},
mrnumber = {2227220},
mrreviewer = {Krystyna Twardowska},
doi = {10.1201/9781420028720.ch7},
url = {https://doi.org/10.1201/9781420028720.ch7}
}
@incollection{cerrai:06:ergodic,
author = {Cerrai, Sandra},
title = {Ergodic properties of reaction-diffusion equations perturbed by a degenerate multiplicative noise},
booktitle = {Partial differential equations and functional analysis},
series = {Oper. Theory Adv. Appl.},
volume = {168},
pages = {45--59},
publisher = {Birkh\"{a}user, Basel},
year = {2006},
mrclass = {60H15 (35K57 35R60 37A25 37L40)},
mrnumber = {2240052},
mrreviewer = {Peter E. Kloeden},
doi = {10.1007/3-7643-7601-5\_3},
url = {https://doi.org/10.1007/3-7643-7601-5_3}
}
@article{cerrai:09:khasminskii,
author = {Cerrai, Sandra},
title = {A {K}hasminskii type averaging principle for stochastic reaction-diffusion equations},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {19},
year = {2009},
number = {3},
pages = {899--948},
issn = {1050-5164},
mrclass = {60H15 (35R60 37L55)},
mrnumber = {2537194},
doi = {10.1214/08-AAP560},
url = {https://doi.org/10.1214/08-AAP560}
}
@article{cerrai:09:normal,
author = {Cerrai, Sandra},
title = {Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation},
journal = {J. Math. Pures Appl. (9)},
fjournal = {Journal de Math\'{e}matiques Pures et Appliqu\'{e}es. Neuvi\`eme S\'{e}rie},
volume = {91},
year = {2009},
number = {6},
pages = {614--647},
issn = {0021-7824},
mrclass = {60H10 (35K57 35R60 70K65)},
mrnumber = {2531558},
doi = {10.1016/j.matpur.2009.04.007},
url = {https://doi.org/10.1016/j.matpur.2009.04.007}
}
@article{cerrai:11:averaging,
author = {Cerrai, Sandra},
title = {Averaging principle for systems of reaction-diffusion equations with polynomial nonlinearities perturbed by multiplicative noise},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {43},
year = {2011},
number = {6},
pages = {2482--2518},
issn = {0036-1410},
mrclass = {60H15 (35K51 35K57 35R60 37L40)},
mrnumber = {2854919},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1137/100806710},
url = {https://doi.org/10.1137/100806710}
}
@article{cerrai:94:hille-yosida,
author = {Cerrai, Sandra},
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doi = {10.1007/BF02573496},
url = {https://doi.org/10.1007/BF02573496}
}
@article{cerrai:95:weakly,
author = {Cerrai, Sandra},
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}
@article{cerrai:96:elliptic,
author = {Cerrai, Sandra},
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mrreviewer = {Kazuaki Taira},
doi = {10.1080/03605309608821185},
url = {https://doi.org/10.1080/03605309608821185}
}
@article{cerrai:96:invariant,
author = {Cerrai, Sandra},
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}
@article{cerrai:98:differentiability,
author = {Cerrai, Sandra},
title = {Differentiability with respect to initial datum for solutions of {SPDE}'s with no {F}r\'{e}chet differentiable drift term},
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mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka}
}
@article{cerrai:98:kolmogorov,
author = {Cerrai, Sandra},
title = {Kolmogorov equations in {H}ilbert spaces with nonsmooth coefficients},
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mrclass = {35R15 (35K99 35R60 47D06 60H15)},
mrnumber = {1614634},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka}
}
@article{cerrai:98:some,
author = {Cerrai, Sandra},
title = {Some results for second order elliptic operators having unbounded coefficients},
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fjournal = {Differential and Integral Equations. An International Journal for Theory \& Applications},
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year = {1998},
number = {4},
pages = {561--588},
issn = {0893-4983},
mrclass = {35J15 (35B40 35K10 35R60 47D06 60H10)},
mrnumber = {1666273},
mrreviewer = {Sergey V. Lototsky}
}
@article{cerrai:99:differentiability,
author = {Cerrai, Sandra},
title = {Differentiability of {M}arkov semigroups for stochastic reaction-diffusion equations and applications to control},
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year = {1999},
number = {1},
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mrnumber = {1705598},
mrreviewer = {Krystyna Twardowska},
doi = {10.1016/S0304-4149(99)00014-9},
url = {https://doi.org/10.1016/S0304-4149(99)00014-9}
}
@article{cerrai:99:ergodicity,
author = {Cerrai, Sandra},
title = {Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {67},
year = {1999},
number = {1-2},
pages = {17--51},
issn = {1045-1129},
mrclass = {60H15 (47D07 60J35)},
mrnumber = {1717811}
}
@article{cerrai:99:smoothing,
author = {Cerrai, Sandra},
title = {Smoothing properties of transition semigroups relative to {SDE}s with values in {B}anach spaces},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {113},
year = {1999},
number = {1},
pages = {85--114},
issn = {0178-8051},
mrclass = {60H15 (35R60 60J35)},
mrnumber = {1670729},
mrreviewer = {Jan I. Seidler},
doi = {10.1007/s004400050203},
url = {https://doi.org/10.1007/s004400050203}
}
@article{chakraborty.chen.ea:20:quenched,
author = {Chakraborty, Prakash and Chen, Xia and Gao, Bo and Tindel, Samy},
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fjournal = {Stochastic Processes and their Applications},
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year = {2020},
number = {11},
pages = {6689--6732},
issn = {0304-4149},
mrclass = {60H15 (60G15 60G22 60L20)},
mrnumber = {4158800},
mrreviewer = {Yaozhong Hu},
doi = {10.1016/j.spa.2020.06.007},
url = {https://doi.org/10.1016/j.spa.2020.06.007}
}
@article{chakraborty.tindel:19:rough,
author = {Chakraborty, Prakash and Tindel, Samy},
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fjournal = {Stochastic Processes and their Applications},
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year = {2019},
number = {5},
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doi = {10.1016/j.spa.2018.05.010},
url = {https://doi.org/10.1016/j.spa.2018.05.010}
}
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author = {Chaleyat-Maurel, Mireille and Nualart, David},
title = {Onsager-{M}achlup functionals for solutions of stochastic boundary value problems},
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author = {Chazal, Fr\'{e}d\'{e}ric and de Silva, Vin and Glisse, Marc and Oudot, Steve},
title = {The structure and stability of persistence modules},
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publisher = {Springer, [Cham]},
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doi = {10.1007/978-3-319-42545-0},
url = {https://doi.org/10.1007/978-3-319-42545-0}
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author = {Chekhov, L. O.},
title = {Algebraic geometry and matrix models},
booktitle = {The {O}xford handbook of random matrix theory},
pages = {597--618},
publisher = {Oxford Univ. Press, Oxford},
year = {2011},
mrclass = {14H70 (14H10 14H81 15B52 81Q30)},
mrnumber = {2932649},
mrreviewer = {Brad Safnuk}
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author = {Chelkak, Dmitry and Duminil-Copin, Hugo and Hongler, Cl\'{e}ment and Kemppainen, Antti and Smirnov, Stanislav},
title = {Convergence of {I}sing interfaces to {S}chramm's {SLE} curves},
journal = {C. R. Math. Acad. Sci. Paris},
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url = {https://doi.org/10.1016/j.crma.2013.12.002}
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author = {Chelkak, Dmitry and Smirnov, Stanislav},
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url = {https://doi.org/10.1016/j.aim.2011.06.025}
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author = {Chelkak, Dmitry and Smirnov, Stanislav},
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journal = {Invent. Math.},
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url = {https://doi.org/10.1007/s00222-011-0371-2}
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author = {Chemin, Jean-Yves},
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@article{chen.cranston.ea:17:dissipation,
author = {Chen, Le and Cranston, Michael and Khoshnevisan, Davar and Kim, Kunwoo},
title = {Dissipation and high disorder},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {1},
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issn = {0091-1798},
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mrreviewer = {Khoa L\^{e}},
doi = {10.1214/15-AOP1040},
url = {https://doi.org/10.1214/15-AOP1040}
}
@article{chen.dalang:12:nonlinear,
title = {The nonlinear stochastic heat equation with rough initial data:a summary of some new results},
author = {Le Chen and Robert C. Dalang},
year = {2012},
month = {October},
journal = {Preprint arXiv:1210.1690},
url = {https://www.arxiv.org/abs/1210.1690}
}
@article{chen.dalang:14:holder-continuity,
author = {Chen, Le and Dalang, Robert C.},
title = {H\"{o}lder-continuity for the nonlinear stochastic heat equation with rough initial conditions},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {2},
year = {2014},
number = {3},
pages = {316--352},
issn = {2194-0401},
mrclass = {60H15 (35B65 35K15 35R06 35R60 60G60)},
mrnumber = {3255231},
mrreviewer = {Anna Karczewska},
doi = {10.1007/s40072-014-0034-6},
url = {https://doi.org/10.1007/s40072-014-0034-6}
}
@article{chen.dalang:14:moment,
title = {Moment bounds in spde's with application to the stochastic wave equation},
author = {Le Chen and Robert C. Dalang},
year = {2014},
month = {January},
journal = {Preprint arXiv:1401.6506},
url = {https://www.arxiv.org/abs/1401.6506}
}
@article{chen.dalang:15:moment,
author = {Chen, Le and Dalang, Robert C.},
title = {Moment bounds and asymptotics for the stochastic wave equation},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {125},
year = {2015},
number = {4},
pages = {1605--1628},
issn = {0304-4149},
mrclass = {60H15 (35R60 60G60)},
mrnumber = {3310358},
mrreviewer = {Martin Ondrej\'{a}t},
doi = {10.1016/j.spa.2014.11.009},
url = {https://doi.org/10.1016/j.spa.2014.11.009}
}
@article{chen.dalang:15:moments,
author = {Chen, Le and Dalang, Robert C.},
title = {Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {43},
year = {2015},
number = {6},
pages = {3006--3051},
issn = {0091-1798},
mrclass = {60H15 (35R60 60G60)},
mrnumber = {3433576},
mrreviewer = {Mathew Joseph},
doi = {10.1214/14-AOP954},
url = {https://doi.org/10.1214/14-AOP954}
}
@article{chen.dalang:15:moments*1,
author = {Chen, Le and Dalang, Robert C.},
title = {Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {3},
year = {2015},
number = {3},
pages = {360--397},
issn = {2194-0401},
mrclass = {60H15 (35R11 35R60 60G60)},
mrnumber = {3383450},
mrreviewer = {Jan I. Seidler},
doi = {10.1007/s40072-015-0054-x},
url = {https://doi.org/10.1007/s40072-015-0054-x}
}
@article{chen.deya.ea:21:k-rough,
author = {Chen, Xia and Deya, Aur\'{e}lien and Ouyang, Cheng and Tindel, Samy},
title = {A {$K$}-rough path above the space-time fractional {B}rownian motion},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {9},
year = {2021},
number = {4},
pages = {819--866},
issn = {2194-0401},
mrclass = {60L30 (60F10 60K37 60L50)},
mrnumber = {4333504},
doi = {10.1007/s40072-020-00186-3},
url = {https://doi.org/10.1007/s40072-020-00186-3}
}
@article{chen.deya.ea:21:moment,
author = {Chen, Xia and Deya, Aur\'{e}lien and Ouyang, Cheng and Tindel, Samy},
title = {Moment estimates for some renormalized parabolic {A}nderson models},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {49},
year = {2021},
number = {5},
pages = {2599--2636},
issn = {0091-1798},
mrclass = {60L30 (60F10 60K37 60L50)},
mrnumber = {4317714},
mrreviewer = {Adam Matthew Bowditch},
doi = {10.1214/21-aop1517},
url = {https://doi.org/10.1214/21-aop1517}
}
@article{chen.deya.ea:21:solving,
title = {Solving the hyperbolic Anderson model 1: Skorohod setting},
author = {Xia Chen and Aur\'elien Deya and Jian Song and Samy Tindel},
year = {2021},
month = {December},
journal = {Preprint arXiv:2112.04954},
url = {https://www.arxiv.org/abs/2112.04954}
}
@article{chen.eisenberg:22:interpolating,
title = {Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics},
author = {Le Chen and Nicholas Eisenberg},
year = {2022},
month = {August},
journal = {Stoch. Partial Differ. Equ. Anal. Comput. (in press)},
url = {https://www.arxiv.org/abs/2108.11473}
}
@article{chen.eisenberg:22:invariant,
title = {Invariant measures for the nonlinear stochastic heat equation with no drift term},
author = {Le Chen and Nicholas Eisenberg},
year = {2022},
month = {September},
journal = {J. Theoret. Probab. (pending revision, preprint arXiv:2209.04771)},
url = {http://arXiv.org/abs/2209.04771}
}
@article{chen.eisenberg:23:interpolating,
author = {Chen, Le and Eisenberg, Nicholas},
title = {Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {11},
year = {2023},
number = {3},
pages = {1203--1253},
issn = {2194-0401},
mrclass = {60H15 (35R11 37H15 60H07)},
mrnumber = {4624137},
doi = {10.1007/s40072-022-00258-6},
url = {https://doi.org/10.1007/s40072-022-00258-6}
}
@article{chen.eriksen.ea:95:largest,
author = {Chen, Yang and Eriksen, Kasper J. and Tracy, Craig A.},
title = {Largest eigenvalue distribution in the double scaling limit of matrix models: a {C}oulomb fluid approach},
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year = {1995},
number = {7},
pages = {L207--L211},
issn = {0305-4470},
mrclass = {81T27 (81T40)},
mrnumber = {1336493},
url = {http://stacks.iop.org/0305-4470/28/L207}
}
@article{chen.fang.ea:19:small,
author = {Chen, Zhen-Qing and Fang, Shizan and Zhang, Tusheng},
title = {Small time asymptotics for {B}rownian motion with singular drift},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {147},
year = {2019},
number = {8},
pages = {3567--3578},
issn = {0002-9939},
mrclass = {60H15 (35R60 93E20)},
mrnumber = {3981134},
mrreviewer = {Qi L\"{u}},
doi = {10.1090/proc/14511},
url = {https://doi.org/10.1090/proc/14511}
}
@article{chen.fitzsimmons.ea:08:perturbation,
author = {Chen, Z.-Q. and Fitzsimmons, P. J. and Kuwae, K. and Zhang, T.-S.},
title = {Perturbation of symmetric {M}arkov processes},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {140},
year = {2008},
number = {1-2},
pages = {239--275},
issn = {0178-8051},
mrclass = {60J45 (31C25 60H05 60J25 60J55 60J57)},
mrnumber = {2357677},
mrreviewer = {M. G. Shur},
doi = {10.1007/s00440-007-0065-2},
url = {https://doi.org/10.1007/s00440-007-0065-2}
}
@article{chen.fitzsimmons.ea:08:stochastic,
author = {Chen, Z.-Q. and Fitzsimmons, P. J. and Kuwae, K. and Zhang, T.-S.},
title = {Stochastic calculus for symmetric {M}arkov processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {36},
year = {2008},
number = {3},
pages = {931--970},
issn = {0091-1798},
mrclass = {60J57 (31C25 60H05 60J55)},
mrnumber = {2408579},
mrreviewer = {Zoran Vondra\v{c}ek},
doi = {10.1214/07-AOP347},
url = {https://doi.org/10.1214/07-AOP347}
}
@article{chen.fitzsimmons.ea:09:on,
author = {Chen, Z.-Q. and Fitzsimmons, P. J. and Kuwae, K. and Zhang, T.-S.},
title = {On general perturbations of symmetric {M}arkov processes},
journal = {J. Math. Pures Appl. (9)},
fjournal = {Journal de Math\'{e}matiques Pures et Appliqu\'{e}es. Neuvi\`eme S\'{e}rie},
volume = {92},
year = {2009},
number = {4},
pages = {363--374},
issn = {0021-7824},
mrclass = {60J57 (60J45 60J55)},
mrnumber = {2569183},
mrreviewer = {Jiangang Ying},
doi = {10.1016/j.matpur.2009.05.012},
url = {https://doi.org/10.1016/j.matpur.2009.05.012}
}
@article{chen.fitzsimmons.ea:12:errata,
author = {Chen, Zhen-Qing and Fitzsimmons, Patrick J. and Kuwae, Kazuhiro and Zhang, Tu-Sheng},
title = {Errata for {S}tochastic calculus for symmetric {M}arkov processes [MR2408579]},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {3},
pages = {1375--1376},
issn = {0091-1798},
mrclass = {60J57 (31C25 60H05 60J55)},
mrnumber = {2962095},
doi = {10.1214/11-AOP684},
url = {https://doi.org/10.1214/11-AOP684}
}
@article{chen.foondun.ea:23:global,
title = {Global solution for superlinear stochastic heat equation on $\mathbb{R}^d$ under Osgood-type conditions},
author = {Le Chen and Mohammud Foondun and Jingyu Huang and Michael Salins},
year = {2023},
month = {October},
journal = {preprint arXiv:2310.02153},
url = {http://arXiv.org/abs/2310.02153}
}
@book{chen.goldstein.ea:11:normal,
author = {Chen, Louis H. Y. and Goldstein, Larry and Shao, Qi-Man},
title = {Normal approximation by {S}tein's method},
series = {Probability and its Applications (New York)},
publisher = {Springer, Heidelberg},
year = {2011},
pages = {xii+405},
isbn = {978-3-642-15006-7},
mrclass = {60F05 (60C05 60F10 60H07 62E20)},
mrnumber = {2732624},
mrreviewer = {Anthony R\'{e}veillac},
doi = {10.1007/978-3-642-15007-4},
url = {https://doi.org/10.1007/978-3-642-15007-4}
}
@article{chen.guillin:04:functional,
author = {Chen, Xia and Guillin, Arnaud},
title = {The functional moderate deviations for {H}arris recurrent {M}arkov chains and applications},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {40},
year = {2004},
number = {1},
pages = {89--124},
issn = {0246-0203},
mrclass = {60J55 (60F10 60F15 60F17)},
mrnumber = {2037475},
mrreviewer = {Karl Grill},
doi = {10.1016/S0246-0203(03)00061-X},
url = {https://doi.org/10.1016/S0246-0203(03)00061-X}
}
@article{chen.guo.ea:22:moments,
title = {Moments and asymptotics for a class of SPDEs with space-time white noise},
author = {Le Chen and Yuhui Guo and Jian Song},
year = {2022},
month = {June},
journal = {preprint arXiv:2206.10069, to appear in Trans. Amer. Math. Soc.},
url = {https://www.arxiv.org/abs/2206.10069}
}
@article{chen.hu.ea:15:exponential,
author = {Chen, Xia and Hu, Yaozhong and Song, Jian and Xing, Fei},
title = {Exponential asymptotics for time-space {H}amiltonians},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {51},
year = {2015},
number = {4},
pages = {1529--1561},
issn = {0246-0203},
mrclass = {60J65 (60F10 60G55 60K37 60K40)},
mrnumber = {3414457},
mrreviewer = {Francis Comets},
doi = {10.1214/13-AIHP588},
url = {https://doi.org/10.1214/13-AIHP588}
}
@article{chen.hu.ea:17:parameter,
author = {Chen, Yong and Hu, Yaozhong and Wang, Zhi},
title = {Parameter estimation of complex fractional {O}rnstein-{U}hlenbeck processes with fractional noise},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {14},
year = {2017},
number = {1},
pages = {613--629},
mrclass = {60H07 (60F05 62M09)},
mrnumber = {3680192},
mrreviewer = {Ciprian A. Tudor}
}
@article{chen.hu.ea:17:space-time,
author = {Chen, Le and Hu, Guannan and Hu, Yaozhong and Huang, Jingyu},
title = {Space-time fractional diffusions in {G}aussian noisy environment},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {89},
year = {2017},
number = {1},
pages = {171--206},
issn = {1744-2508},
mrclass = {60H15 (60G22)},
mrnumber = {3574699},
mrreviewer = {Xiliang Fan},
doi = {10.1080/17442508.2016.1146282},
url = {https://doi.org/10.1080/17442508.2016.1146282}
}
@article{chen.hu.ea:17:spatial,
author = {Chen, Xia and Hu, Yaozhong and Nualart, David and Tindel, Samy},
title = {Spatial asymptotics for the parabolic {A}nderson model driven by a {G}aussian rough noise},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {22},
year = {2017},
pages = {Paper No. 65, 38},
mrclass = {60G15 (60H07 60H15)},
mrnumber = {3690290},
mrreviewer = {Peter Karl Friz},
doi = {10.1214/17-EJP83},
url = {https://doi.org/10.1214/17-EJP83}
}
@article{chen.hu.ea:17:two-point,
author = {Chen, Le and Hu, Yaozhong and Nualart, David},
title = {Two-point correlation function and {F}eynman-{K}ac formula for the stochastic heat equation},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {46},
year = {2017},
number = {4},
pages = {779--797},
issn = {0926-2601},
mrclass = {60H15 (35K15 35R60 60G60 60H07 60J55)},
mrnumber = {3636598},
mrreviewer = {Robert C. Dalang},
doi = {10.1007/s11118-016-9601-y},
url = {https://doi.org/10.1007/s11118-016-9601-y}
}
@article{chen.hu.ea:18:gradient,
author = {Chen, Yong and Hu, Yaozhong and Wang, Zhi},
title = {Gradient and stability estimates of heat kernels for fractional powers of elliptic operator},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {142},
year = {2018},
pages = {44--49},
issn = {0167-7152},
mrclass = {60J35 (47D07)},
mrnumber = {3842614},
mrreviewer = {Ren Ming Song},
doi = {10.1016/j.spl.2018.07.003},
url = {https://doi.org/10.1016/j.spl.2018.07.003}
}
@article{chen.hu.ea:18:intermittency,
author = {Chen, Le and Hu, Yaozhong and Kalbasi, Kamran and Nualart, David},
title = {Intermittency for the stochastic heat equation driven by a rough time fractional {G}aussian noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {171},
year = {2018},
number = {1-2},
pages = {431--457},
issn = {0178-8051},
mrclass = {60H15 (35K15 35R60 60G60)},
mrnumber = {3800837},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.1007/s00440-017-0783-z},
url = {https://doi.org/10.1007/s00440-017-0783-z}
}
@article{chen.hu.ea:18:temporal,
author = {Chen, Xia and Hu, Yaozhong and Song, Jian and Song, Xiaoming},
title = {Temporal asymptotics for fractional parabolic {A}nderson model},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {23},
year = {2018},
pages = {Paper No. 14, 39},
mrclass = {60H15 (60F10 60G15 60G52)},
mrnumber = {3771751},
mrreviewer = {Robert C. Dalang},
doi = {10.1214/18-EJP139},
url = {https://doi.org/10.1214/18-EJP139}
}
@article{chen.hu.ea:19:nonlinear,
author = {Chen, Le and Hu, Yaozhong and Nualart, David},
title = {Nonlinear stochastic time-fractional slow and fast diffusion equations on {$\Bbb R^d$}},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {129},
year = {2019},
number = {12},
pages = {5073--5112},
issn = {0304-4149},
mrclass = {60H15 (35R11 35R60 60G60)},
mrnumber = {4025700},
mrreviewer = {Latifa Debbi},
doi = {10.1016/j.spa.2019.01.003},
url = {https://doi.org/10.1016/j.spa.2019.01.003}
}
@article{chen.hu.ea:21:regularity,
author = {Chen, Le and Hu, Yaozhong and Nualart, David},
title = {Regularity and strict positivity of densities for the nonlinear stochastic heat equation},
journal = {Mem. Amer. Math. Soc.},
fjournal = {Memoirs of the American Mathematical Society},
volume = {273},
year = {2021},
number = {1340},
pages = {v+102},
issn = {0065-9266},
isbn = {978-1-4704-5000-7; 978-1-4704-6809-5},
mrclass = {60H15 (35K05 60G60)},
mrnumber = {4334477},
doi = {10.1090/memo/1340},
url = {https://doi.org/10.1090/memo/1340}
}
@article{chen.hu:21:solvability,
title = {Solvability of parabolic Anderson equation with fractional Gaussian noise},
author = {Zhen-Qing Chen and Yaozhong Hu},
year = {2021},
month = {January},
journal = {To appear in Comm. in Math. Stat., preprint arXiv:2101.05997},
url = {https://www.arxiv.org/abs/2101.05997}
}
@article{chen.hu:22:holder,
author = {Chen, Le and Hu, Guannan},
title = {H\"{o}lder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on {$\Bbb R^d$}},
journal = {Fract. Calc. Appl. Anal.},
fjournal = {Fractional Calculus and Applied Analysis. An International Journal for Theory and Applications},
volume = {25},
year = {2022},
number = {2},
pages = {608--629},
issn = {1311-0454},
mrclass = {60H15 (26A33 35R11)},
mrnumber = {4437294},
doi = {10.1007/s13540-022-00033-3},
url = {https://doi.org/10.1007/s13540-022-00033-3}
}
@misc{chen.hu:23:some,
author = {Le Chen and Guannan Hu},
title = {Some symbolic tools for the {Fox} {$H$}-function},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10143785},
url = {https://github.com/chenle02/Fox-H_Symbolic_Tools}
}
@article{chen.huang.ea:19:dense,
author = {Chen, Le and Huang, Jingyu and Khoshnevisan, Davar and Kim, Kunwoo},
title = {Dense blowup for parabolic {SPDE}s},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 118, 33},
mrclass = {60H15 (35B44 35K15 35K91 35R60 60G15)},
mrnumber = {4029421},
mrreviewer = {Guangqu Zheng},
doi = {10.1214/19-ejp372},
url = {https://doi.org/10.1214/19-ejp372}
}
@article{chen.huang:19:comparison,
author = {Chen, Le and Huang, Jingyu},
title = {Comparison principle for stochastic heat equation on {$\Bbb R^d$}},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {47},
year = {2019},
number = {2},
pages = {989--1035},
issn = {0091-1798},
mrclass = {60H15 (35B51 35R60 60G60)},
mrnumber = {3916940},
mrreviewer = {Petru A. Cioica-Licht},
doi = {10.1214/18-AOP1277},
url = {https://doi.org/10.1214/18-AOP1277}
}
@article{chen.huang:19:regularity,
title = {Regularity and strict positivity of densities for the stochastic heat equation on $\mathbb{R}^d$},
author = {Le Chen and Jingyu Huang},
year = {2019},
month = {February},
journal = {Preprint arXiv:1902.02382},
url = {https://www.arxiv.org/abs/1902.02382}
}
@article{chen.huang:23:superlinear,
author = {Chen, Le and Huang, Jingyu},
title = {Superlinear stochastic heat equation on {$\Bbb{R}^d$}},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {151},
year = {2023},
number = {9},
pages = {4063--4078},
issn = {0002-9939},
mrclass = {60H15 (35K57 35R60)},
mrnumber = {4607649},
doi = {10.1090/proc/16436},
url = {https://doi.org/10.1090/proc/16436}
}
@article{chen.khoshnevisan.ea:16:decorrelation,
author = {Chen, Le and Khoshnevisan, Davar and Kim, Kunwoo},
title = {Decorrelation of total mass via energy},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {45},
year = {2016},
number = {1},
pages = {157--166},
issn = {0926-2601},
mrclass = {60H15 (35K10 35R60 60B15 60H25 60K37)},
mrnumber = {3511809},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/s11118-016-9540-7},
url = {https://doi.org/10.1007/s11118-016-9540-7}
}
@article{chen.khoshnevisan.ea:17:boundedness,
author = {Chen, Le and Khoshnevisan, Davar and Kim, Kunwoo},
title = {A boundedness trichotomy for the stochastic heat equation},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {4},
pages = {1991--2004},
issn = {0246-0203},
mrclass = {60H15 (35R60)},
mrnumber = {3729644},
mrreviewer = {Paul Andr\'{e} Razafimandimby},
doi = {10.1214/16-AIHP780},
url = {https://doi.org/10.1214/16-AIHP780}
}
@article{chen.khoshnevisan.ea:21:clt,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {A {CLT} for dependent random variables with an application to an infinite system of interacting diffusion processes},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {149},
year = {2021},
number = {12},
pages = {5367--5384},
issn = {0002-9939},
mrclass = {60F05},
mrnumber = {4327439},
mrreviewer = {Yoshihiko Maesono},
doi = {10.1090/proc/15614},
url = {https://doi.org/10.1090/proc/15614}
}
@article{chen.khoshnevisan.ea:21:spatial,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {Spatial ergodicity for {SPDE}s via {P}oincar\'{e}-type inequalities},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {26},
year = {2021},
pages = {Paper No. 140, 37},
mrclass = {60H15 (37A25 60G10 60H07)},
mrnumber = {4346664},
doi = {10.1214/21-ejp690},
url = {https://doi.org/10.1214/21-ejp690}
}
@article{chen.khoshnevisan.ea:22:central,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {Central limit theorems for parabolic stochastic partial differential equations},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {58},
year = {2022},
number = {2},
pages = {1052--1077},
issn = {0246-0203},
mrclass = {60H15 (60F17 60H07)},
mrnumber = {4421618},
doi = {10.1214/21-aihp1189},
url = {https://doi.org/10.1214/21-aihp1189}
}
@article{chen.khoshnevisan.ea:22:spatial,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {Spatial ergodicity and central limit theorems for parabolic {A}nderson model with delta initial condition},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {282},
year = {2022},
number = {2},
pages = {Paper No. 109290, 35},
issn = {0022-1236},
mrclass = {60H15 (60F05 60H07)},
mrnumber = {4334682},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1016/j.jfa.2021.109290},
url = {https://doi.org/10.1016/j.jfa.2021.109290}
}
@article{chen.khoshnevisan.ea:23:central,
author = {Chen, Le and Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {Central limit theorems for spatial averages of the stochastic heat equation via {M}alliavin-{S}tein's method},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {11},
year = {2023},
number = {1},
pages = {122--176},
issn = {2194-0401},
mrclass = {60H15 (35K05 60F05 60H07)},
mrnumber = {4563698},
doi = {10.1007/s40072-021-00224-8},
url = {https://doi.org/10.1007/s40072-021-00224-8}
}
@incollection{chen.khoshnevisan:09:from,
author = {Chen, Xia and Khoshnevisan, Davar},
title = {From charged polymers to random walk in random scenery},
booktitle = {Optimality},
series = {IMS Lecture Notes Monogr. Ser.},
volume = {57},
pages = {237--251},
publisher = {Inst. Math. Statist., Beachwood, OH},
year = {2009},
mrclass = {60K37 (60K35 82D60)},
mrnumber = {2681685},
mrreviewer = {R\'{e}mi Rhodes},
doi = {10.1214/09-LNMS5714},
url = {https://doi.org/10.1214/09-LNMS5714}
}
@article{chen.kim.ea:10:heat,
author = {Chen, Zhen-Qing and Kim, Panki and Song, Renming},
title = {Heat kernel estimates for the {D}irichlet fractional {L}aplacian},
journal = {J. Eur. Math. Soc. (JEMS)},
fjournal = {Journal of the European Mathematical Society (JEMS)},
volume = {12},
year = {2010},
number = {5},
pages = {1307--1329},
issn = {1435-9855},
mrclass = {58J65 (35R11 58J35 60G52 60J75)},
mrnumber = {2677618},
mrreviewer = {Andrzej Stos},
doi = {10.4171/JEMS/231},
url = {https://doi.org/10.4171/JEMS/231}
}
@article{chen.kim.ea:15:fractional,
author = {Chen, Zhen-Qing and Kim, Kyeong-Hun and Kim, Panki},
title = {Fractional time stochastic partial differential equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {125},
year = {2015},
number = {4},
pages = {1470--1499},
issn = {0304-4149},
mrclass = {60H15 (35R11 35R60)},
mrnumber = {3310354},
mrreviewer = {Le Chen},
doi = {10.1016/j.spa.2014.11.005},
url = {https://doi.org/10.1016/j.spa.2014.11.005}
}
@article{chen.kim:17:on,
author = {Chen, Le and Kim, Kunwoo},
title = {On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {1},
pages = {358--388},
issn = {0246-0203},
mrclass = {60H15 (35B51 35R11 35R60 60G60)},
mrnumber = {3606745},
mrreviewer = {Mohammud Foondun},
doi = {10.1214/15-AIHP719},
url = {https://doi.org/10.1214/15-AIHP719}
}
@article{chen.kim:19:nonlinear,
author = {Chen, Le and Kim, Kunwoo},
title = {Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {39},
year = {2019},
number = {3},
pages = {645--668},
issn = {0252-9602},
mrclass = {60H15 (35K15 35K58 35R60 60G60)},
mrnumber = {4066498},
doi = {10.1007/s10473-019-0303-6},
url = {https://doi.org/10.1007/s10473-019-0303-6}
}
@article{chen.kim:20:stochastic,
author = {Chen, Le and Kim, Kunwoo},
title = {Stochastic comparisons for stochastic heat equation},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 140, 38},
mrclass = {60H15 (35R60 60G60)},
mrnumber = {4186259},
mrreviewer = {Vitalii Konarovskyi},
doi = {10.1214/20-ejp541},
url = {https://doi.org/10.1214/20-ejp541}
}
@article{chen.kuelbs.ea:00:functional,
author = {Chen, Xia and Kuelbs, James and Li, Wenbo},
title = {A functional {LIL} for symmetric stable processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {1},
pages = {258--276},
issn = {0091-1798},
mrclass = {60F17 (60G17 60G52 60G70)},
mrnumber = {1756005},
mrreviewer = {Endre Cs\'{a}ki},
doi = {10.1214/aop/1019160119},
url = {https://doi.org/10.1214/aop/1019160119}
}
@article{chen.kulik:11:asymptotics,
author = {Chen, Xia and Kulik, Alexey},
title = {Asymptotics of negative exponential moments for annealed {B}rownian motion in a renormalized {P}oisson potential},
journal = {Int. J. Stoch. Anal.},
fjournal = {International Journal of Stochastic Analysis},
year = {2011},
pages = {Art. ID 803683, 43},
issn = {2090-3332},
mrclass = {60K37 (60F10 60G60 60H25 60J45 60J65)},
mrnumber = {2812672},
mrreviewer = {Yueyun Hu},
doi = {10.1155/2011/803683},
url = {https://doi.org/10.1155/2011/803683}
}
@article{chen.kulik:12:brownian,
author = {Chen, Xia and Kulik, Alexey M.},
title = {Brownian motion and parabolic {A}nderson model in a renormalized {P}oisson potential},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {48},
year = {2012},
number = {3},
pages = {631--660},
issn = {0246-0203},
mrclass = {60J45 (60G55 60J65 60K37 60K40)},
mrnumber = {2976557},
mrreviewer = {Andrew R. Wade},
doi = {10.1214/11-AIHP419},
url = {https://doi.org/10.1214/11-AIHP419}
}
@article{chen.kumagai:03:heat,
author = {Chen, Zhen-Qing and Kumagai, Takashi},
title = {Heat kernel estimates for stable-like processes on {$d$}-sets},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {108},
year = {2003},
number = {1},
pages = {27--62},
issn = {0304-4149},
mrclass = {60J75 (46E35 60J35)},
mrnumber = {2008600},
mrreviewer = {Michael Skeide},
doi = {10.1016/S0304-4149(03)00105-4},
url = {https://doi.org/10.1016/S0304-4149(03)00105-4}
}
@article{chen.kuzgun.ea:23:on,
title = {On the radius of self-repellent fractional Brownian motion},
author = {Le Chen and Sefika Kuzgun and Carl Mueller and Panqiu Xia},
year = {2023},
month = {August},
journal = {preprint arXiv:2308.10889, to appear in J. Statist. Phys.},
url = {http://arXiv.org/abs/2308.10889}
}
@article{chen.kuzgun.ea:24:on,
author = {Chen, Le and Kuzgun, Sefika and Mueller, Carl and Xia, Panqiu},
title = {On the radius of self-repellent fractional {B}rownian motion},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {191},
year = {2024},
number = {2},
pages = {Paper No. 19, 15},
issn = {0022-4715},
mrclass = {60G22 (60K35)},
mrnumber = {4698730},
doi = {10.1007/s10955-023-03227-y},
url = {https://doi.org/10.1007/s10955-023-03227-y}
}
@article{chen.lee.ea:23:strong,
author = {Chen, Le and Lee, Cheuk-Yin and Xia, Panqiu},
title = {Strong local nondeterminism for a parametric class of {SPDEs}},
year = {2023},
journal = {Working progress}
}
@article{chen.li.ea:05:large,
author = {Chen, Xia and Li, Wenbo V. and Rosen, Jay},
title = {Large deviations for local times of stable processes and stable random walks in 1 dimension},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {10},
year = {2005},
pages = {no. 16, 577--608},
issn = {1083-6489},
mrclass = {60F10 (60G50 60J55)},
mrnumber = {2147318},
mrreviewer = {Ofer Zeitouni},
doi = {10.1214/EJP.v10-260},
url = {https://doi.org/10.1214/EJP.v10-260}
}
@article{chen.li.ea:10:clt,
author = {Chen, Xia and Li, Wenbo V. and Marcus, Michael B. and Rosen, Jay},
title = {A {CLT} for the {$L^2$} modulus of continuity of {B}rownian local time},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {38},
year = {2010},
number = {1},
pages = {396--438},
issn = {0091-1798},
mrclass = {60J55 (60F05 60G17 60J65)},
mrnumber = {2599604},
mrreviewer = {Tam\'{a}s Szabados},
doi = {10.1214/09-AOP486},
url = {https://doi.org/10.1214/09-AOP486}
}
@article{chen.li.ea:11:large,
author = {Chen, Xia and Li, Wenbo V. and Rosi\'{n}ski, Jan and Shao, Qi-Man},
title = {Large deviations for local times and intersection local times of fractional {B}rownian motions and {R}iemann-{L}iouville processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {2},
pages = {729--778},
issn = {0091-1798},
mrclass = {60G22 (60F10 60G15 60G18 60J55)},
mrnumber = {2789511},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1214/10-AOP566},
url = {https://doi.org/10.1214/10-AOP566}
}
@incollection{chen.li:02:limiting,
author = {Chen, Xia and Li, Wenbo V.},
title = {Limiting behaviors for {B}rownian motion reflected on {B}rownian motion},
note = {Special issue dedicated to Daniel W. Stroock and Srinivasa S. R. Varadhan on the occasion of their 60th birthday},
journal = {Methods Appl. Anal.},
fjournal = {Methods and Applications of Analysis},
volume = {9},
year = {2002},
number = {3},
pages = {377--391},
issn = {1073-2772},
mrclass = {60J65},
mrnumber = {2023131},
mrreviewer = {Robert G. Smits},
doi = {10.4310/MAA.2002.v9.n3.a5},
url = {https://doi.org/10.4310/MAA.2002.v9.n3.a5}
}
@article{chen.li:03:quadratic,
author = {Chen, Xia and Li, Wenbo V.},
title = {Quadratic functionals and small ball probabilities for the {$m$}-fold integrated {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {31},
year = {2003},
number = {2},
pages = {1052--1077},
issn = {0091-1798},
mrclass = {60G15 (60J25 60J60 60J65)},
mrnumber = {1964958},
mrreviewer = {Gh. Opri\c{s}an},
doi = {10.1214/aop/1048516545},
url = {https://doi.org/10.1214/aop/1048516545}
}
@incollection{chen.li:03:small,
author = {Chen, Xia and Li, Wenbo V.},
title = {Small deviation estimates for some additive processes},
booktitle = {High dimensional probability, {III} ({S}andjberg, 2002)},
series = {Progr. Probab.},
volume = {55},
pages = {225--238},
publisher = {Birkh\"{a}user, Basel},
year = {2003},
mrclass = {60G60 (60F15 60G17)},
mrnumber = {2033891},
mrreviewer = {Alexander V. Bulinskiu{i}}
}
@article{chen.li:04:large,
author = {Chen, Xia and Li, Wenbo V.},
title = {Large and moderate deviations for intersection local times},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {128},
year = {2004},
number = {2},
pages = {213--254},
issn = {0178-8051},
mrclass = {60J55 (60B12 60F05 60F15 60F25 60G17 60J65)},
mrnumber = {2031226},
mrreviewer = {Hac\`ene Boutabia},
doi = {10.1007/s00440-003-0298-7},
url = {https://doi.org/10.1007/s00440-003-0298-7}
}
@article{chen.matano.ea:95:finite-point,
author = {Chen, Xu-Yan and Matano, Hiroshi and Mimura, Masayasu},
title = {Finite-point extinction and continuity of interfaces in a nonlinear diffusion equation with strong absorption},
journal = {J. Reine Angew. Math.},
fjournal = {Journal f\"{u}r die Reine und Angewandte Mathematik. [Crelle's Journal]},
volume = {459},
year = {1995},
pages = {1--36},
issn = {0075-4102},
mrclass = {35K55 (35B99)},
mrnumber = {1319515},
mrreviewer = {Elias Tuma},
doi = {10.1515/crll.1995.459.1},
url = {https://doi.org/10.1515/crll.1995.459.1}
}
@article{chen.matano:89:convergence,
author = {Chen, Xu-Yan and Matano, Hiroshi},
title = {Convergence, asymptotic periodicity, and finite-point blow-up in one-dimensional semilinear heat equations},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {78},
year = {1989},
number = {1},
pages = {160--190},
issn = {0022-0396},
mrclass = {35B40 (35K55)},
mrnumber = {986159},
mrreviewer = {Victor A. Galaktionov},
doi = {10.1016/0022-0396(89)90081-8},
url = {https://doi.org/10.1016/0022-0396(89)90081-8}
}
@article{chen.meerschaert.ea:12:space-time,
author = {Chen, Zhen-Qing and Meerschaert, Mark M. and Nane, Erkan},
title = {Space-time fractional diffusion on bounded domains},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {393},
year = {2012},
number = {2},
pages = {479--488},
issn = {0022-247X},
mrclass = {35R11 (35D35)},
mrnumber = {2921690},
doi = {10.1016/j.jmaa.2012.04.032},
url = {https://doi.org/10.1016/j.jmaa.2012.04.032}
}
@article{chen.morters:09:upper,
author = {Chen, Xia and M\"{o}rters, Peter},
title = {Upper tails for intersection local times of random walks in supercritical dimensions},
journal = {J. Lond. Math. Soc. (2)},
fjournal = {Journal of the London Mathematical Society. Second Series},
volume = {79},
year = {2009},
number = {1},
pages = {186--210},
issn = {0024-6107},
mrclass = {60F10 (60G50 60K35)},
mrnumber = {2472140},
mrreviewer = {Jean B\'{e}rard},
doi = {10.1112/jlms/jdn074},
url = {https://doi.org/10.1112/jlms/jdn074}
}
@article{chen.nourdin.ea:21:steins,
author = {Chen, Peng and Nourdin, Ivan and Xu, Lihu},
title = {Stein's method for asymmetric {$\alpha$}-stable distributions, with application to the stable {CLT}},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {34},
year = {2021},
number = {3},
pages = {1382--1407},
issn = {0894-9840},
mrclass = {60E07 (60F05 60G52)},
mrnumber = {4289888},
mrreviewer = {Peter Kern},
doi = {10.1007/s10959-020-01004-1},
url = {https://doi.org/10.1007/s10959-020-01004-1}
}
@article{chen.nourdin.ea:22:non-integrable,
author = {Chen, Peng and Nourdin, Ivan and Xu, Lihu and Yang, Xiaochuan and Zhang, Rui},
title = {Non-integrable stable approximation by {S}tein's method},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {35},
year = {2022},
number = {2},
pages = {1137--1186},
issn = {0894-9840},
mrclass = {60E07 (60F05 60G52)},
mrnumber = {4414414},
doi = {10.1007/s10959-021-01094-5},
url = {https://doi.org/10.1007/s10959-021-01094-5}
}
@article{chen.ouyang.ea:23:parabolic,
title = {Parabolic Anderson model with colored noise on torus},
author = {Le Chen and Cheng Ouyang and William Vickery},
year = {2023},
month = {August},
journal = {preprint arXiv:2308.10802},
url = {http://arXiv.org/abs/2308.10802}
}
@article{chen.phan:19:free,
author = {Chen, Xia and Phan, Tuoc},
title = {Free energy in a mean field of {B}rownian particles},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {39},
year = {2019},
number = {2},
pages = {747--769},
issn = {1078-0947},
mrclass = {60J65 (60F10 60G55 60K37 60K40 81V35 82B10)},
mrnumber = {3918193},
doi = {10.3934/dcds.2019031},
url = {https://doi.org/10.3934/dcds.2019031}
}
@article{chen.qian.ea:98:stability,
author = {Chen, Zhen-Qing and Qian, Zhongmin and Hu, Yaozhong and Zheng, Weian},
title = {Stability and approximations of symmetric diffusion semigroups and kernels},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {152},
year = {1998},
number = {1},
pages = {255--280},
issn = {0022-1236},
mrclass = {60J60 (35A08 35J45 47D07)},
mrnumber = {1600084},
mrreviewer = {Zhi Ming Ma},
doi = {10.1006/jfan.1997.3147},
url = {https://doi.org/10.1006/jfan.1997.3147}
}
@article{chen.rosen:05:exponential,
author = {Chen, Xia and Rosen, Jay},
title = {Exponential asymptotics for intersection local times of stable processes and random walks},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {41},
year = {2005},
number = {5},
pages = {901--928},
issn = {0246-0203},
mrclass = {60J55 (60G50 60G52)},
mrnumber = {2165257},
mrreviewer = {Ingo Fahrner},
doi = {10.1016/j.anihpb.2004.09.006},
url = {https://doi.org/10.1016/j.anihpb.2004.09.006}
}
@article{chen.rosen:10:large,
author = {Chen, Xia and Rosen, Jay},
title = {Large deviations and renormalization for {R}iesz potentials of stable intersection measures},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {120},
year = {2010},
number = {9},
pages = {1837--1878},
issn = {0304-4149},
mrclass = {60F10 (60G51 60G52 60J55)},
mrnumber = {2673977},
mrreviewer = {Michele Zito},
doi = {10.1016/j.spa.2010.05.006},
url = {https://doi.org/10.1016/j.spa.2010.05.006}
}
@article{chen.song:97:intrinsic,
author = {Chen, Zhen-Qing and Song, Renming},
title = {Intrinsic ultracontractivity and conditional gauge for symmetric stable processes},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {150},
year = {1997},
number = {1},
pages = {204--239},
issn = {0022-1236},
mrclass = {60J30 (60J35 60J45)},
mrnumber = {1473631},
mrreviewer = {Zhong Xin Zhao},
doi = {10.1006/jfan.1997.3104},
url = {https://doi.org/10.1006/jfan.1997.3104}
}
@article{chen.wu.ea:15:smoothness,
author = {Chen, Zhenlong and Wu, Dongsheng and Xiao, Yimin},
title = {Smoothness of local times and self-intersection local times of {G}aussian random fields},
journal = {Front. Math. China},
fjournal = {Frontiers of Mathematics in China},
volume = {10},
year = {2015},
number = {4},
pages = {777--805},
issn = {1673-3452,1673-3576},
mrclass = {60G15 (60H05 60H07)},
mrnumber = {3352887},
mrreviewer = {Zbigniew\ Andrzej\ \L agodowski},
doi = {10.1007/s11464-015-0487-6},
url = {https://doi.org/10.1007/s11464-015-0487-6}
}
@article{chen.xia:23:asymptotic,
title = {Asymptotic properties of stochastic partial differential equations in the sublinear regime},
author = {Le Chen and Panqiu Xia},
year = {2023},
month = {June},
journal = {preprint arXiv:2306.06761},
url = {http://arXiv.org/abs/2306.06761}
}
@article{chen.xiao:12:on,
author = {Chen, ZhenLong and Xiao, YiMin},
title = {On intersections of independent anisotropic {G}aussian random fields},
journal = {Sci. China Math.},
fjournal = {Science China. Mathematics},
volume = {55},
year = {2012},
number = {11},
pages = {2217--2232},
issn = {1674-7283,1869-1862},
mrclass = {60G15 (60G17 60G60)},
mrnumber = {2994115},
mrreviewer = {Xianmin\ Geng},
doi = {10.1007/s11425-012-4521-9},
url = {https://doi.org/10.1007/s11425-012-4521-9}
}
@article{chen.xiong:15:annealed,
author = {Chen, Xia and Xiong, Jie},
title = {Annealed asymptotics for {B}rownian motion of renormalized potential in mobile random medium},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {28},
year = {2015},
number = {4},
pages = {1601--1650},
issn = {0894-9840},
mrclass = {60J45 (60G55 60J65 60K37)},
mrnumber = {3422944},
mrreviewer = {Francis Comets},
doi = {10.1007/s10959-014-0558-8},
url = {https://doi.org/10.1007/s10959-014-0558-8}
}
@article{chen.yan.ea:10:on,
author = {Chen, Yan and Yan, Ying and Zhang, Kewei},
title = {On the local fractional derivative},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {362},
year = {2010},
number = {1},
pages = {17--33},
issn = {0022-247X},
mrclass = {26A33},
mrnumber = {2557664},
mrreviewer = {Vanna Zanelli},
doi = {10.1016/j.jmaa.2009.08.014},
url = {https://doi.org/10.1016/j.jmaa.2009.08.014}
}
@article{chen.zhang:09:time-reversal,
author = {Chen, Zhen-Qing and Zhang, Tusheng},
title = {Time-reversal and elliptic boundary value problems},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {3},
pages = {1008--1043},
issn = {0091-1798},
mrclass = {60J70 (35J25 60H05 60J57)},
mrnumber = {2537548},
mrreviewer = {Raouf Ghomrasni},
doi = {10.1214/08-AOP427},
url = {https://doi.org/10.1214/08-AOP427}
}
@article{chen.zhang:11:stochastic,
author = {Chen, Zhen-Qing and Zhang, Tusheng},
title = {Stochastic evolution equations driven by {L}\'{e}vy processes},
journal = {Osaka J. Math.},
fjournal = {Osaka Journal of Mathematics},
volume = {48},
year = {2011},
number = {2},
pages = {311--327},
issn = {0030-6126},
mrclass = {60H15 (60G51)},
mrnumber = {2831975},
mrreviewer = {Viorica M. Ungureanu},
url = {http://projecteuclid.org/euclid.ojm/1315318342}
}
@article{chen.zhang:14:probabilistic,
author = {Chen, Zhen-Qing and Zhang, Tusheng},
title = {A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {142},
year = {2014},
number = {6},
pages = {2135--2149},
issn = {0002-9939},
mrclass = {60H15 (35A01 35A02 35J25 60H30)},
mrnumber = {3182031},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1090/S0002-9939-2014-11907-1},
url = {https://doi.org/10.1090/S0002-9939-2014-11907-1}
}
@article{chen:00:chungs,
author = {Chen, Xia},
title = {Chung's law for additive functionals of positive recurrent {M}arkov chains},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {47},
year = {2000},
number = {3},
pages = {253--264},
issn = {0167-7152},
mrclass = {60F15 (60J05)},
mrnumber = {1747486},
mrreviewer = {Endre Cs\'{a}ki},
doi = {10.1016/S0167-7152(99)00163-7},
url = {https://doi.org/10.1016/S0167-7152(99)00163-7}
}
@article{chen:00:on,
author = {Chen, Xia},
title = {On the limit laws of the second order for additive functionals of {H}arris recurrent {M}arkov chains},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {116},
year = {2000},
number = {1},
pages = {89--123},
issn = {0178-8051},
mrclass = {60J05 (60F05 60F15)},
mrnumber = {1736591},
doi = {10.1007/PL00008724},
url = {https://doi.org/10.1007/PL00008724}
}
@incollection{chen:00:on*1,
author = {Chen, Xia},
title = {On the law of the iterated logarithm for local times of recurrent random walks},
booktitle = {High dimensional probability, {II} ({S}eattle, {WA}, 1999)},
series = {Progr. Probab.},
volume = {47},
pages = {249--259},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {2000},
mrclass = {60F15 (60J55)},
mrnumber = {1857326},
mrreviewer = {Ingemar Kaj}
}
@article{chen:01:exact,
author = {Chen, Xia},
title = {Exact convergence rates for the distribution of particles in branching random walks},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {11},
year = {2001},
number = {4},
pages = {1242--1262},
issn = {1050-5164},
mrclass = {60J80 (60F15 60F25 60G50)},
mrnumber = {1878297},
mrreviewer = {M. Iosifescu},
doi = {10.1214/aoap/1015345402},
url = {https://doi.org/10.1214/aoap/1015345402}
}
@article{chen:01:moderate,
author = {Chen, Xia},
title = {Moderate deviations for {M}arkovian occupation times},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {94},
year = {2001},
number = {1},
pages = {51--70},
issn = {0304-4149},
mrclass = {60F10 (60F15 60J55)},
mrnumber = {1835845},
mrreviewer = {Gh. Opri\c{s}an},
doi = {10.1016/S0304-4149(01)00079-5},
url = {https://doi.org/10.1016/S0304-4149(01)00079-5}
}
@article{chen:04:exponential,
author = {Chen, Xia},
title = {Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {32},
year = {2004},
number = {4},
pages = {3248--3300},
issn = {0091-1798},
mrclass = {60J55 (60B12 60F10 60F15 60G50 60J65)},
mrnumber = {2094445},
mrreviewer = {Nadine Guillotin-Plantard},
doi = {10.1214/009117904000000513},
url = {https://doi.org/10.1214/009117904000000513}
}
@book{chen:05:finite,
author = {Chen, Zhangxin},
title = {Finite element methods and their applications},
series = {Scientific Computation},
publisher = {Springer-Verlag, Berlin},
year = {2005},
pages = {xiv+410},
isbn = {978-3-540-24078-5; 3-540-24078-0},
mrclass = {65-02 (65M60 65N30)},
mrnumber = {2158541},
mrreviewer = {Stefka N. Dimova}
}
@article{chen:05:moderate,
author = {Chen, Xia},
title = {Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {3},
pages = {1014--1059},
issn = {0091-1798},
mrclass = {60F10 (60F15 60G50 60J10)},
mrnumber = {2135311},
mrreviewer = {S. A. Book},
doi = {10.1214/009117905000000035},
url = {https://doi.org/10.1214/009117905000000035}
}
@article{chen:06:moderate,
author = {Chen, Xia},
title = {Moderate and small deviations for the ranges of one-dimensional random walks},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {19},
year = {2006},
number = {3},
pages = {721--739},
issn = {0894-9840},
mrclass = {60F10 (60F15 60G50)},
mrnumber = {2280517},
mrreviewer = {S. A. Book},
doi = {10.1007/s10959-006-0032-3},
url = {https://doi.org/10.1007/s10959-006-0032-3}
}
@article{chen:06:self-intersection,
author = {Chen, Xia},
title = {Self-intersection local times of additive processes: large deviation and law of the iterated logarithm},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {116},
year = {2006},
number = {9},
pages = {1236--1253},
issn = {0304-4149},
mrclass = {60F10 (60F15 60G52 60J55)},
mrnumber = {2251543},
doi = {10.1016/j.spa.2006.02.001},
url = {https://doi.org/10.1016/j.spa.2006.02.001}
}
@article{chen:07:large,
author = {Chen, Xia},
title = {Large deviations and laws of the iterated logarithm for the local times of additive stable processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {35},
year = {2007},
number = {2},
pages = {602--648},
issn = {0091-1798},
mrclass = {60G52 (60F10 60F15 60J55)},
mrnumber = {2308590},
mrreviewer = {Peter M\"{o}rters},
doi = {10.1214/009117906000000601},
url = {https://doi.org/10.1214/009117906000000601}
}
@article{chen:07:moderate,
author = {Chen, Xia},
title = {Moderate deviations and laws of the iterated logarithm for the local times of additive {L}\'{e}vy processes and additive random walks},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {35},
year = {2007},
number = {3},
pages = {954--1006},
issn = {0091-1798},
mrclass = {60F10 (60F15 60G52 60J55)},
mrnumber = {2319713},
mrreviewer = {Firas Rassoul-Agha},
doi = {10.1214/009117906000000520},
url = {https://doi.org/10.1214/009117906000000520}
}
@incollection{chen:08:intersection,
author = {Chen, Xia},
title = {Intersection local times: large deviations and laws of the iterated logarithm},
booktitle = {Asymptotic theory in probability and statistics with applications},
series = {Adv. Lect. Math. (ALM)},
volume = {2},
pages = {195--253},
publisher = {Int. Press, Somerville, MA},
year = {2008},
mrclass = {60J55 (60F10 60F15)},
mrnumber = {2466987},
mrreviewer = {Peter M\"{o}rters}
}
@article{chen:08:limit,
author = {Chen, Xia},
title = {Limit laws for the energy of a charged polymer},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {44},
year = {2008},
number = {4},
pages = {638--672},
issn = {0246-0203},
mrclass = {60F05 (60F10 60F15 82D60)},
mrnumber = {2446292},
mrreviewer = {Firas Rassoul-Agha},
doi = {10.1214/07-AIHP120},
url = {https://doi.org/10.1214/07-AIHP120}
}
@book{chen:10:random,
author = {Chen, Xia},
title = {Random walk intersections},
series = {Mathematical Surveys and Monographs},
volume = {157},
note = {Large deviations and related topics},
publisher = {American Mathematical Society, Providence, RI},
year = {2010},
pages = {x+332},
isbn = {978-0-8218-4820-3},
mrclass = {60F10 (60G50 60J55)},
mrnumber = {2584458},
mrreviewer = {Ofer Zeitouni},
doi = {10.1090/surv/157},
url = {https://doi.org/10.1090/surv/157}
}
@article{chen:12:quenched,
author = {Chen, Xia},
title = {Quenched asymptotics for {B}rownian motion of renormalized {P}oisson potential and for the related parabolic {A}nderson models},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {4},
pages = {1436--1482},
issn = {0091-1798},
mrclass = {60J65 (60F10 60G55 60K37 60K40)},
mrnumber = {2978130},
mrreviewer = {J\'{a}nos Engl\"{a}nder},
doi = {10.1214/11-AOP655},
url = {https://doi.org/10.1214/11-AOP655}
}
@article{chen:13:moments,
title = {Moments, Intermittency, and Growth Indices for Nonlinear Stochastic PDE's with Rough Initial Conditions},
author = {Chen, Le},
journal = {EPFL Ph.D. Thesis},
institution = {MATHAA},
publisher = {EPFL},
address = {Lausanne},
year = {2013},
url = {http://infoscience.epfl.ch/record/185885},
doi = {10.5075/epfl-thesis-5712}
}
@article{chen:14:quenched,
author = {Chen, Xia},
title = {Quenched asymptotics for {B}rownian motion in generalized {G}aussian potential},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {2},
pages = {576--622},
issn = {0091-1798},
mrclass = {60J65 (60F10 60K37 60K40)},
mrnumber = {3178468},
mrreviewer = {Rongfeng Sun},
doi = {10.1214/12-AOP830},
url = {https://doi.org/10.1214/12-AOP830}
}
@article{chen:15:limit,
author = {Chen, Xia},
title = {The limit law of the iterated logarithm},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {28},
year = {2015},
number = {2},
pages = {721--725},
issn = {0894-9840},
mrclass = {60F15 (60G10 60G15 60G50)},
mrnumber = {3370672},
mrreviewer = {Erich Haeusler},
doi = {10.1007/s10959-013-0481-4},
url = {https://doi.org/10.1007/s10959-013-0481-4}
}
@article{chen:15:precise,
author = {Chen, Xia},
title = {Precise intermittency for the parabolic {A}nderson equation with an {$(1+1)$}-dimensional time-space white noise},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {51},
year = {2015},
number = {4},
pages = {1486--1499},
issn = {0246-0203},
mrclass = {60F10 (60H15 60J65 81U10)},
mrnumber = {3414455},
mrreviewer = {Leila Setayeshgar},
doi = {10.1214/15-AIHP673},
url = {https://doi.org/10.1214/15-AIHP673}
}
@article{chen:16:spatial,
author = {Chen, Xia},
title = {Spatial asymptotics for the parabolic {A}nderson models with generalized time-space {G}aussian noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {44},
year = {2016},
number = {2},
pages = {1535--1598},
issn = {0091-1798},
mrclass = {60J65 (60F10 60G55 60K37 60K40)},
mrnumber = {3474477},
mrreviewer = {Mathew Joseph},
doi = {10.1214/15-AOP1006},
url = {https://doi.org/10.1214/15-AOP1006}
}
@article{chen:16:third,
title = {The third moment for the parabolic Anderson model},
author = {Le Chen},
year = {2016},
month = {September},
journal = {Preprint arXiv:1609.01005},
url = {https://www.arxiv.org/abs/1609.01005}
}
@article{chen:17:acknowledgment,
author = {Chen, Xia},
title = {Acknowledgment of priority: ``{T}he limit law of the iterated logarithm'' [ {MR}3370672]},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {30},
year = {2017},
number = {2},
pages = {700},
issn = {0894-9840},
mrclass = {60F15 (60G10 60G15 60G50)},
mrnumber = {3647077},
doi = {10.1007/s10959-015-0649-1},
url = {https://doi.org/10.1007/s10959-015-0649-1}
}
@article{chen:17:moment,
author = {Chen, Xia},
title = {Moment asymptotics for parabolic {A}nderson equation with fractional time-space noise: in {S}korokhod regime},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {2},
pages = {819--841},
issn = {0246-0203},
mrclass = {60F10 (60H15 60H40 60J65 81U10)},
mrnumber = {3634276},
mrreviewer = {Mathew Joseph},
doi = {10.1214/15-AIHP738},
url = {https://doi.org/10.1214/15-AIHP738}
}
@article{chen:17:nonlinear,
author = {Chen, Le},
title = {Nonlinear stochastic time-fractional diffusion equations on {$\Bbb{R}$}: moments, {H}\"{o}lder regularity and intermittency},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {369},
year = {2017},
number = {12},
pages = {8497--8535},
issn = {0002-9947},
mrclass = {60H15 (35R11 35R60 60G60)},
mrnumber = {3710633},
mrreviewer = {Feng-Yu Wang},
doi = {10.1090/tran/6951},
url = {https://doi.org/10.1090/tran/6951}
}
@article{chen:19:parabolic,
author = {Chen, Xia},
title = {Parabolic {A}nderson model with rough or critical {G}aussian noise},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {55},
year = {2019},
number = {2},
pages = {941--976},
issn = {0246-0203},
mrclass = {60H15 (60G22 60H07 60H40 60J65)},
mrnumber = {3949959},
mrreviewer = {Georgiy M. Shevchenko},
doi = {10.1214/18-aihp904},
url = {https://doi.org/10.1214/18-aihp904}
}
@article{chen:20:condition,
author = {Chen, X.},
title = {Condition for intersection occupation measure to be absolutely continuous},
journal = {Ukra\"{i}n. Mat. Zh.},
fjournal = {Nats\={i}onal{\cprime}na Akadem\={i}ya Nauk Ukra\"{i}ni. \={I}nstitut Matematiki. Ukra\"{i}ns{\cprime}kiu{i} Matematichniu{i} Zhurnal},
volume = {72},
year = {2020},
number = {9},
pages = {1304--1312},
issn = {1027-3190},
mrclass = {60G30 (60G10)},
mrnumber = {4207069},
doi = {10.37863/umzh.v72i9.6278},
url = {https://doi.org/10.37863/umzh.v72i9.6278}
}
@article{chen:20:parabolic,
author = {Chen, Xia},
title = {Parabolic {A}nderson model with a fractional {G}aussian noise that is rough in time},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
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year = {2020},
number = {2},
pages = {792--825},
issn = {0246-0203},
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mrreviewer = {Kunwoo Kim},
doi = {10.1214/19-AIHP983},
url = {https://doi.org/10.1214/19-AIHP983}
}
@misc{chen:23:awards,
author = {Le Chen},
title = {Awards from {National Science Foundation (NSF)} with a Focus on Division of Mathematical Sciences {(DMS)}},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10206801},
url = {https://github.com/chenle02/NSF-Awards}
}
@article{chen:23:chungs,
author = {Chen, Jiaming},
title = {Chung's law of the iterated logarithm for a class of stochastic heat equations},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {28},
year = {2023},
pages = {Paper No. 35, 7},
mrclass = {60H15 (60F15 60G17)},
mrnumber = {4651160}
}
@misc{chen:23:financial,
author = {Le Chen},
title = {Financial Mathematics: Open Slides},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10207028},
url = {https://github.com/chenle02/Open_Slides_Financial_Mathematics}
}
@misc{chen:23:graduate,
author = {Le Chen},
title = {Graduate Student Seminars by {Le Chen}},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10206966},
url = {https://github.com/chenle02/Graduate_Student_Seminars_by_Le_Chen}
}
@misc{chen:23:open,
author = {Le Chen},
title = {Open slides for linear algebra},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10206020},
url = {https://github.com/chenle02/Open_Slides_for_Linear_Algebra}
}
@misc{chen:23:probability,
author = {Le Chen},
title = {Probability: Summer Science Institute at {Auburn}},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10206799},
url = {https://github.com/chenle02/2022_SSI-AU_Probability_by_Le}
}
@misc{chen:23:spdes-bib,
author = {Le Chen},
title = {{SPDEs-Bib}: A Comprehensive Bibliography of Stochastic Partial Differential Equations and Related Topics},
month = {nov},
year = {2023},
publisher = {GitHub, Zenodo \& Read the Docs},
journal = {GitHub repository},
doi = {10.5281/zenodo.10143431},
url = {https://spdes-bib.readthedocs.io}
}
@misc{chen:23:statistics,
author = {Le Chen},
title = {Statistics: Open Slides},
month = {nov},
year = {2023},
publisher = {GitHub \& Zenodo},
journal = {GitHub repository},
doi = {10.5281/zenodo.10206720},
url = {https://github.com/chenle02/Open_Slides_Statistics}
}
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author = {Chen, Xia},
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note = {Thesis (Ph.D.)--Case Western Reserve University},
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year = {1997},
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url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:9813015}
}
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url = {https://doi.org/10.1016/S0167-7152(97)00005-9}
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url = {https://doi.org/10.1007/BF02124750}
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author = {Corneli, J. and Corwin, I. and Hurder, S. and Sesum, V. and Xu, Y. and Adams, E. and Davis, D. and Lee, M. and Visocchi, R. and Hoffman, N.},
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}
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author = {Corrias, L. and Escobedo, M. and Matos, J.},
title = {Existence, uniqueness and asymptotic behavior of the solutions to the fully parabolic {K}eller-{S}egel system in the plane},
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mrnumber = {3227285},
doi = {10.1016/j.jde.2014.05.019},
url = {https://doi.org/10.1016/j.jde.2014.05.019}
}
@article{corrias.perthame.ea:04:global,
author = {Corrias, L. and Perthame, B. and Zaag, H.},
title = {Global solutions of some chemotaxis and angiogenesis systems in high space dimensions},
journal = {Milan J. Math.},
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volume = {72},
year = {2004},
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doi = {10.1007/s00032-003-0026-x},
url = {https://doi.org/10.1007/s00032-003-0026-x}
}
@article{cortazar.elgueta:91:unstability,
author = {Cort\'{a}zar, Carmen and Elgueta, Manuel},
title = {Unstability of the steady solution of a nonlinear reaction-diffusion equation},
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volume = {17},
year = {1991},
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@article{cortazar.pino.ea:98:on,
author = {Cort\'{a}zar, Carmen and del Pino, Manuel and Elgueta, Manuel},
title = {On the blow-up set for {$u_t=\Delta u^m+u^m$}, {$m>1$}},
journal = {Indiana Univ. Math. J.},
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url = {https://doi.org/10.1512/iumj.1998.47.1399}
}
@article{corwin.deift.ea:22:harold,
author = {Corwin, Ivan Z. and Deift, Percy A. and Its, Alexander R.},
title = {Harold {W}idom's work in random matrix theory},
journal = {Bull. Amer. Math. Soc. (N.S.)},
fjournal = {American Mathematical Society. Bulletin. New Series},
volume = {59},
year = {2022},
number = {2},
pages = {155--173},
issn = {0273-0979},
mrclass = {60B20 (01A70 60-02)},
mrnumber = {4390497},
doi = {10.1090/bull/1757},
url = {https://doi.org/10.1090/bull/1757}
}
@article{corwin.dimitrov:18:transversal,
author = {Corwin, Ivan and Dimitrov, Evgeni},
title = {Transversal fluctuations of the {ASEP}, stochastic six vertex model, and {H}all-{L}ittlewood {G}ibbsian line ensembles},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {363},
year = {2018},
number = {2},
pages = {435--501},
issn = {0010-3616},
mrclass = {60K35 (82C22)},
mrnumber = {3851820},
mrreviewer = {Sunder Sethuraman},
doi = {10.1007/s00220-018-3139-3},
url = {https://doi.org/10.1007/s00220-018-3139-3}
}
@article{corwin.ferrari.ea:10:limit,
author = {Corwin, Ivan and Ferrari, Patrik L. and P\'{e}ch\'{e}, Sandrine},
title = {Limit processes for {TASEP} with shocks and rarefaction fans},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {140},
year = {2010},
number = {2},
pages = {232--267},
issn = {0022-4715},
mrclass = {82C22 (60K35)},
mrnumber = {2659279},
mrreviewer = {Daniel Remenik},
doi = {10.1007/s10955-010-9995-7},
url = {https://doi.org/10.1007/s10955-010-9995-7}
}
@article{corwin.ferrari.ea:12:universality,
author = {Corwin, Ivan and Ferrari, Patrik L. and P\'{e}ch\'{e}, Sandrine},
title = {Universality of slow decorrelation in {KPZ} growth},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {48},
year = {2012},
number = {1},
pages = {134--150},
issn = {0246-0203},
mrclass = {60K35 (60B20 82B43)},
mrnumber = {2919201},
mrreviewer = {Antonio Auffinger},
doi = {10.1214/11-AIHP440},
url = {https://doi.org/10.1214/11-AIHP440}
}
@article{corwin.ghosal.ea:20:stochastic,
author = {Corwin, Ivan and Ghosal, Promit and Matetski, Konstantin},
title = {Stochastic {PDE} limit of the dynamic {ASEP}},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {380},
year = {2020},
number = {3},
pages = {1025--1089},
issn = {0010-3616},
mrclass = {60H15 (60K35)},
mrnumber = {4179723},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/s00220-020-03905-y},
url = {https://doi.org/10.1007/s00220-020-03905-y}
}
@article{corwin.ghosal.ea:20:stochastic*1,
author = {Corwin, Ivan and Ghosal, Promit and Shen, Hao and Tsai, Li-Cheng},
title = {Stochastic {PDE} limit of the six vertex model},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {375},
year = {2020},
number = {3},
pages = {1945--2038},
issn = {0010-3616},
mrclass = {60K35 (35R60 60H15 82C22)},
mrnumber = {4091508},
doi = {10.1007/s00220-019-03678-z},
url = {https://doi.org/10.1007/s00220-019-03678-z}
}
@article{corwin.ghosal.ea:21:kpz,
author = {Corwin, Ivan and Ghosal, Promit and Hammond, Alan},
title = {K{PZ} equation correlations in time},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {49},
year = {2021},
number = {2},
pages = {832--876},
issn = {0091-1798},
mrclass = {60H15 (60K35 82C24 82C44)},
mrnumber = {4255132},
mrreviewer = {Shuta Nakajima},
doi = {10.1214/20-aop1461},
url = {https://doi.org/10.1214/20-aop1461}
}
@article{corwin.ghosal:20:kpz,
author = {Corwin, Ivan and Ghosal, Promit},
title = {K{PZ} equation tails for general initial data},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 66, 38},
mrclass = {60K35},
mrnumber = {4115735},
mrreviewer = {Hirofumi Osada},
doi = {10.1214/20-ejp467},
url = {https://doi.org/10.1214/20-ejp467}
}
@article{corwin.ghosal:20:lower,
author = {Corwin, Ivan and Ghosal, Promit},
title = {Lower tail of the {KPZ} equation},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
volume = {169},
year = {2020},
number = {7},
pages = {1329--1395},
issn = {0012-7094},
mrclass = {35R60 (60B20 60H25 82C22)},
mrnumber = {4094738},
mrreviewer = {Le Chen},
doi = {10.1215/00127094-2019-0079},
url = {https://doi.org/10.1215/00127094-2019-0079}
}
@article{corwin.gu:17:kardar-parisi-zhang,
author = {Corwin, Ivan and Gu, Yu},
title = {Kardar-{P}arisi-{Z}hang equation and large deviations for random walks in weak random environments},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {166},
year = {2017},
number = {1},
pages = {150--168},
issn = {0022-4715},
mrclass = {82C41},
mrnumber = {3592855},
doi = {10.1007/s10955-016-1693-7},
url = {https://doi.org/10.1007/s10955-016-1693-7}
}
@article{corwin.hammond.ea:23:exceptional,
author = {Corwin, Ivan and Hammond, Alan and Hegde, Milind and Matetski, Konstantin},
title = {Exceptional times when the {KPZ} fixed point violates {J}ohansson's conjecture on maximizer uniqueness},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {28},
year = {2023},
pages = {Paper No. 11, 81},
issn = {1083-6489},
mrclass = {82C21 (60J25)},
mrnumber = {4536117},
mrreviewer = {D.\ Erhard},
doi = {10.1214/22-ejp898},
url = {https://doi.org/10.1214/22-ejp898}
}
@article{corwin.hammond:14:brownian,
author = {Corwin, Ivan and Hammond, Alan},
title = {Brownian {G}ibbs property for {A}iry line ensembles},
journal = {Invent. Math.},
fjournal = {Inventiones Mathematicae},
volume = {195},
year = {2014},
number = {2},
pages = {441--508},
issn = {0020-9910},
mrclass = {60K35 (60B05 60F05 60J65)},
mrnumber = {3152753},
doi = {10.1007/s00222-013-0462-3},
url = {https://doi.org/10.1007/s00222-013-0462-3}
}
@article{corwin.hammond:16:kpz,
author = {Corwin, Ivan and Hammond, Alan},
title = {K{PZ} line ensemble},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {166},
year = {2016},
number = {1-2},
pages = {67--185},
issn = {0178-8051},
mrclass = {82C22 (60H15 82B23)},
mrnumber = {3547737},
doi = {10.1007/s00440-015-0651-7},
url = {https://doi.org/10.1007/s00440-015-0651-7}
}
@article{corwin.liu.ea:16:fluctuations,
author = {Corwin, Ivan and Liu, Zhipeng and Wang, Dong},
title = {Fluctuations of {TASEP} and {LPP} with general initial data},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {26},
year = {2016},
number = {4},
pages = {2030--2082},
issn = {1050-5164},
mrclass = {60K35 (60B20 82B41 82C24 82C31)},
mrnumber = {3543889},
mrreviewer = {Florent Benaych-Georges},
doi = {10.1214/15-AAP1139},
url = {https://doi.org/10.1214/15-AAP1139}
}
@article{corwin.matveev.ea:21:q-hahn,
author = {Corwin, Ivan and Matveev, Konstantin and Petrov, Leonid},
title = {The {$q$}-{H}ahn {P}ush{TASEP}},
journal = {Int. Math. Res. Not. IMRN},
fjournal = {International Mathematics Research Notices. IMRN},
year = {2021},
number = {3},
pages = {2210--2249},
issn = {1073-7928},
mrclass = {60K35 (33D15 82C22)},
mrnumber = {4206610},
mrreviewer = {Tertuliano Franco},
doi = {10.1093/imrn/rnz106},
url = {https://doi.org/10.1093/imrn/rnz106}
}
@article{corwin.morgan:11:gauss-bonnet,
author = {Corwin, Ivan and Morgan, Frank},
title = {The {G}auss-{B}onnet formula on surfaces with densities},
journal = {Involve},
fjournal = {Involve. A Journal of Mathematics},
volume = {4},
year = {2011},
number = {2},
pages = {199--202},
issn = {1944-4176},
mrclass = {53C20},
mrnumber = {2876199},
mrreviewer = {Joseph E. Borzellino},
doi = {10.2140/involve.2011.4.199},
url = {https://doi.org/10.2140/involve.2011.4.199}
}
@article{corwin.nica:17:intermediate,
author = {Corwin, Ivan and Nica, Mihai},
title = {Intermediate disorder directed polymers and the multi-layer extension of the stochastic heat equation},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {22},
year = {2017},
pages = {Paper No. 13, 49},
mrclass = {60F05 (60K37 82C44 82D60)},
mrnumber = {3613706},
mrreviewer = {Quentin Berger},
doi = {10.1214/17-EJP32},
url = {https://doi.org/10.1214/17-EJP32}
}
@article{corwin.oconnell.ea:14:tropical,
author = {Corwin, Ivan and O'Connell, Neil and Sepp\"{a}l\"{a}inen, Timo and Zygouras, Nikolaos},
title = {Tropical combinatorics and {W}hittaker functions},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
volume = {163},
year = {2014},
number = {3},
pages = {513--563},
issn = {0012-7094},
mrclass = {05E05 (05E10 60B20 60K35 82B23)},
mrnumber = {3165422},
mrreviewer = {Marius Ru{a}dulescu},
doi = {10.1215/00127094-2410289},
url = {https://doi.org/10.1215/00127094-2410289}
}
@article{corwin.parekh:20:limit,
author = {Corwin, Ivan and Parekh, Shalin},
title = {Limit shape of subpartition-maximizing partitions},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {180},
year = {2020},
number = {1-6},
pages = {597--611},
issn = {0022-4715},
mrclass = {60F10 (05A17)},
mrnumber = {4131003},
mrreviewer = {Nikolai Volodin},
doi = {10.1007/s10955-019-02481-3},
url = {https://doi.org/10.1007/s10955-019-02481-3}
}
@article{corwin.petrov:15:q-pushasep,
author = {Corwin, Ivan and Petrov, Leonid},
title = {The {$q$}-{P}ush{ASEP}: a new integrable model for traffic in {$1+1$} dimension},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {160},
year = {2015},
number = {4},
pages = {1005--1026},
issn = {0022-4715},
mrclass = {82C22},
mrnumber = {3373649},
doi = {10.1007/s10955-015-1218-9},
url = {https://doi.org/10.1007/s10955-015-1218-9}
}
@article{corwin.petrov:16:stochastic,
author = {Corwin, Ivan and Petrov, Leonid},
title = {Stochastic higher spin vertex models on the line},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {343},
year = {2016},
number = {2},
pages = {651--700},
issn = {0010-3616},
mrclass = {82B23 (60K35 82C23)},
mrnumber = {3477349},
mrreviewer = {Aernout C. D. van Enter},
doi = {10.1007/s00220-015-2479-5},
url = {https://doi.org/10.1007/s00220-015-2479-5}
}
@article{corwin.petrov:19:correction,
author = {Corwin, Ivan and Petrov, Leonid},
title = {Correction to: {S}tochastic higher spin vertex models on the line},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {371},
year = {2019},
number = {1},
pages = {353--355},
issn = {0010-3616},
mrclass = {82B23 (60K35 82C23)},
mrnumber = {4015348},
doi = {10.1007/s00220-019-03532-2},
url = {https://doi.org/10.1007/s00220-019-03532-2}
}
@article{corwin.quastel.ea:13:continuum,
author = {Corwin, Ivan and Quastel, Jeremy and Remenik, Daniel},
title = {Continuum statistics of the {${\rm Airy}_2$} process},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {317},
year = {2013},
number = {2},
pages = {347--362},
issn = {0010-3616},
mrclass = {60K35 (60B20)},
mrnumber = {3010187},
mrreviewer = {Florent Benaych-Georges},
doi = {10.1007/s00220-012-1582-0},
url = {https://doi.org/10.1007/s00220-012-1582-0}
}
@article{corwin.quastel.ea:15:renormalization,
author = {Corwin, Ivan and Quastel, Jeremy and Remenik, Daniel},
title = {Renormalization fixed point of the {KPZ} universality class},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {160},
year = {2015},
number = {4},
pages = {815--834},
issn = {0022-4715},
mrclass = {82C28 (35K59 35R60 82C23)},
mrnumber = {3373642},
mrreviewer = {Carlos Escudero},
doi = {10.1007/s10955-015-1243-8},
url = {https://doi.org/10.1007/s10955-015-1243-8}
}
@article{corwin.quastel:13:crossover,
author = {Corwin, Ivan and Quastel, Jeremy},
title = {Crossover distributions at the edge of the rarefaction fan},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {41},
year = {2013},
number = {3A},
pages = {1243--1314},
issn = {0091-1798},
mrclass = {60K35 (60H15)},
mrnumber = {3098678},
mrreviewer = {B. M. Gurevich},
doi = {10.1214/11-AOP725},
url = {https://doi.org/10.1214/11-AOP725}
}
@article{corwin.seppalainen.ea:15:strict-weak,
author = {Corwin, Ivan and Sepp\"{a}l\"{a}inen, Timo and Shen, Hao},
title = {The strict-weak lattice polymer},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {160},
year = {2015},
number = {4},
pages = {1027--1053},
issn = {0022-4715},
mrclass = {82D60 (44A10 82C20 82C22 82C23)},
mrnumber = {3373650},
mrreviewer = {Stavros Vakeroudis},
doi = {10.1007/s10955-015-1267-0},
url = {https://doi.org/10.1007/s10955-015-1267-0}
}
@article{corwin.shen.ea:18:asepq-j,
author = {Corwin, Ivan and Shen, Hao and Tsai, Li-Cheng},
title = {{${\rm ASEP}(q,j)$} converges to the {KPZ} equation},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {54},
year = {2018},
number = {2},
pages = {995--1012},
issn = {0246-0203},
mrclass = {60H15 (35R60 60K35 82C22)},
mrnumber = {3795074},
mrreviewer = {Cyril Labb\'{e}},
doi = {10.1214/17-AIHP829},
url = {https://doi.org/10.1214/17-AIHP829}
}
@article{corwin.shen:18:open,
author = {Corwin, Ivan and Shen, Hao},
title = {Open {ASEP} in the weakly asymmetric regime},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {71},
year = {2018},
number = {10},
pages = {2065--2128},
issn = {0010-3640},
mrclass = {82C70},
mrnumber = {3861074},
doi = {10.1002/cpa.21744},
url = {https://doi.org/10.1002/cpa.21744}
}
@article{corwin.shen:20:some,
author = {Corwin, Ivan and Shen, Hao},
title = {Some recent progress in singular stochastic partial differential equations},
journal = {Bull. Amer. Math. Soc. (N.S.)},
fjournal = {American Mathematical Society. Bulletin. New Series},
volume = {57},
year = {2020},
number = {3},
pages = {409--454},
issn = {0273-0979},
mrclass = {60H17 (35R60 60H50 60L30 60L40)},
mrnumber = {4108091},
mrreviewer = {Torstein K. Nilssen},
doi = {10.1090/bull/1670},
url = {https://doi.org/10.1090/bull/1670}
}
@article{corwin.sun:14:ergodicity,
author = {Corwin, Ivan and Sun, Xin},
title = {Ergodicity of the {A}iry line ensemble},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {19},
year = {2014},
pages = {no. 49, 11},
mrclass = {82C22 (60G10 82B23)},
mrnumber = {3246968},
doi = {10.1214/ECP.v19-3504},
url = {https://doi.org/10.1214/ECP.v19-3504}
}
@article{corwin.toninelli:16:stationary,
author = {Corwin, Ivan and Toninelli, Fabio Lucio},
title = {Stationary measure of the driven two-dimensional {$q$}-{W}hittaker particle system on the torus},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {21},
year = {2016},
pages = {Paper No. 44, 12},
mrclass = {82C20 (60J27 60K35 82C24)},
mrnumber = {3510252},
doi = {10.1214/16-ECP4624},
url = {https://doi.org/10.1214/16-ECP4624}
}
@article{corwin.tsai:17:kpz,
author = {Corwin, Ivan and Tsai, Li-Cheng},
title = {K{PZ} equation limit of higher-spin exclusion processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {3},
pages = {1771--1798},
issn = {0091-1798},
mrclass = {60K35 (82C22 82C23)},
mrnumber = {3650415},
mrreviewer = {Patr\'{i}cia Gon\c{c}alves},
doi = {10.1214/16-AOP1101},
url = {https://doi.org/10.1214/16-AOP1101}
}
@article{corwin.tsai:20:spde,
author = {Corwin, Ivan and Tsai, Li-Cheng},
title = {S{PDE} limit of weakly inhomogeneous {ASEP}},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 156, 55},
mrclass = {60K35 (60H15 82C22)},
mrnumber = {4193897},
mrreviewer = {D. Erhard},
doi = {10.1214/20-ejp565},
url = {https://doi.org/10.1214/20-ejp565}
}
@book{corwin:11:kardar-parisi-zhang,
author = {Corwin, Ivan Zachary},
title = {The {K}ardar-{P}arisi-{Z}hang {E}quation and {U}niversality {C}lass},
note = {Thesis (Ph.D.)--New York University},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {2011},
pages = {558},
isbn = {978-1267-04875-2},
mrclass = {Thesis},
mrnumber = {2982338},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3482869}
}
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@article{cranston.kendall.ea:93:radial,
author = {Cranston, Michael and Kendall, Wilfrid S. and March, Peter},
title = {The radial part of {B}rownian motion. {II}. {I}ts life and times on the cut locus},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {96},
year = {1993},
number = {3},
pages = {353--368},
issn = {0178-8051,1432-2064},
mrclass = {60J65 (58G32)},
mrnumber = {1231929},
mrreviewer = {Jacques\ Vauthier},
doi = {10.1007/BF01292677},
url = {https://doi.org/10.1007/BF01292677}
}
@incollection{cranston.kendall.ea:96:gromovs,
author = {Cranston, M. and Kendall, W. S. and Kifer, Yu.},
title = {Gromov's hyperbolicity and {P}icard's little theorem for harmonic maps},
booktitle = {Stochastic analysis and applications ({P}owys, 1995)},
pages = {139--164},
publisher = {World Sci. Publ., River Edge, NJ},
year = {1996},
isbn = {981-02-2560-1},
mrclass = {58G32 (58E20 60J65)},
mrnumber = {1453129},
mrreviewer = {Elton\ Pei\ Hsu}
}
@article{cranston.koralov.ea:09:continuous,
author = {Cranston, M. and Koralov, L. and Molchanov, S. and Vainberg, B.},
title = {Continuous model for homopolymers},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {256},
year = {2009},
number = {8},
pages = {2656--2696},
issn = {0022-1236},
mrclass = {82D60 (35K15 60J65 82B41)},
mrnumber = {2502529},
mrreviewer = {Giambattista Giacomin},
doi = {10.1016/j.jfa.2008.07.019},
url = {https://doi.org/10.1016/j.jfa.2008.07.019}
}
@article{cranston.koralov.ea:10:solvable,
author = {Cranston, M. and Koralov, L. and Molchanov, S. and Vainberg, B.},
title = {A solvable model for homopolymers and self-similarity near the critical point},
journal = {Random Oper. Stoch. Equ.},
fjournal = {Random Operators and Stochastic Equations},
volume = {18},
year = {2010},
number = {1},
pages = {73--95},
issn = {0926-6364,1569-397X},
mrclass = {60K37 (35K10 47D07 60K35)},
mrnumber = {2606477},
mrreviewer = {Quansheng\ Liu},
doi = {10.1515/ROSE.2010.73},
url = {https://doi.org/10.1515/ROSE.2010.73}
}
@article{cranston.le-jan:09:central,
author = {Cranston, M. and Le Jan, Yves},
title = {A central limit theorem for isotropic flows},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {119},
year = {2009},
number = {10},
pages = {3767--3784},
issn = {0304-4149,1879-209X},
mrclass = {60F05 (60E07 60F10 60G60 60G70)},
mrnumber = {2568295},
mrreviewer = {Ming\ Liao},
doi = {10.1016/j.spa.2009.07.006},
url = {https://doi.org/10.1016/j.spa.2009.07.006}
}
@article{cranston.le-jan:89:on,
author = {Cranston, M. and Le Jan, Y.},
title = {On the noncoalescence of a two point {B}rownian motion reflecting on a circle},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistique},
volume = {25},
year = {1989},
number = {2},
pages = {99--107},
issn = {0246-0203},
mrclass = {60J65 (60H10)},
mrnumber = {1001020},
mrreviewer = {Pierre-Louis\ Lions},
url = {http://www.numdam.org/item?id=AIHPB_1989__25_2_99_0}
}
@incollection{cranston.le-jan:89:simultaneous,
author = {Cranston, M. and Le Jan, Y.},
title = {Simultaneous boundary hitting for a two point reflecting {B}rownian motion},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXIII}},
series = {Lecture Notes in Math.},
volume = {1372},
pages = {234--238},
publisher = {Springer, Berlin},
year = {1989},
isbn = {3-540-51191-1},
mrclass = {60J65},
mrnumber = {1022913},
mrreviewer = {Terry\ R.\ McConnell},
doi = {10.1007/BFb0083975},
url = {https://doi.org/10.1007/BFb0083975}
}
@article{cranston.le-jan:90:noncoalescence,
author = {Cranston, M. and Le Jan, Y.},
title = {Noncoalescence for the {S}korohod equation in a convex domain of {${\bf R}^2$}},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {87},
year = {1990},
number = {2},
pages = {241--252},
issn = {0178-8051,1432-2064},
mrclass = {60H10 (60G17 60J55 60J65)},
mrnumber = {1080491},
mrreviewer = {H.-J.\ Engelbert},
doi = {10.1007/BF01198431},
url = {https://doi.org/10.1007/BF01198431}
}
@article{cranston.le-jan:95:self-attracting,
author = {Cranston, M. and Le Jan, Y.},
title = {Self-attracting diffusions: two case studies},
journal = {Math. Ann.},
fjournal = {Mathematische Annalen},
volume = {303},
year = {1995},
number = {1},
pages = {87--93},
issn = {0025-5831,1432-1807},
mrclass = {60H10 (60F15 60J60)},
mrnumber = {1348356},
mrreviewer = {Qingji\ Yang},
doi = {10.1007/BF01460980},
url = {https://doi.org/10.1007/BF01460980}
}
@incollection{cranston.le-jan:99:asymptotic,
author = {Cranston, Michael and Le Jan, Yves},
title = {Asymptotic curvature for stochastic dynamical systems},
booktitle = {Stochastic dynamics ({B}remen, 1997)},
pages = {327--338},
publisher = {Springer, New York},
year = {1999},
isbn = {0-387-98512-3},
mrclass = {60G50 (58J65 60B15 60F05)},
mrnumber = {1678499},
mrreviewer = {Elton\ Pei\ Hsu},
doi = {10.1007/0-387-22655-9\_14},
url = {https://doi.org/10.1007/0-387-22655-9_14}
}
@article{cranston.lejan:98:geometric,
author = {Cranston, M. and LeJan, Y.},
title = {Geometric evolution under isotropic stochastic flow},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {3},
year = {1998},
pages = {no. 4, 36},
issn = {1083-6489},
mrclass = {60H10 (60J60)},
mrnumber = {1610230},
mrreviewer = {R\'{e}mi\ L\'{e}andre},
doi = {10.1214/EJP.v3-26},
url = {https://doi.org/10.1214/EJP.v3-26}
}
@article{cranston.li:97:eigenfunction,
author = {Cranston, Michael and Li, Yi},
title = {Eigenfunction and harmonic function estimates in domains with horns and cusps},
journal = {Comm. Partial Differential Equations},
fjournal = {Communications in Partial Differential Equations},
volume = {22},
year = {1997},
number = {11-12},
pages = {1805--1836},
issn = {0360-5302,1532-4133},
mrclass = {35J05 (35B45 35P15)},
mrnumber = {1629490},
mrreviewer = {Ya.\ A.\ Rou{i}tberg},
doi = {10.1080/03605309708821321},
url = {https://doi.org/10.1080/03605309708821321}
}
@article{cranston.mcconnell:83:lifetime,
author = {Cranston, M. and McConnell, T. R.},
title = {The lifetime of conditioned {B}rownian motion},
journal = {Z. Wahrsch. Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {65},
year = {1983},
number = {1},
pages = {1--11},
issn = {0044-3719},
mrclass = {60J65 (60G17)},
mrnumber = {717928},
mrreviewer = {Chull\ Park},
doi = {10.1007/BF00534989},
url = {https://doi.org/10.1007/BF00534989}
}
@article{cranston.molchanov.ea:14:point,
author = {Cranston, M. and Molchanov, S. and Squartini, N.},
title = {Point potential for the generator of a stable process},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {266},
year = {2014},
number = {3},
pages = {1238--1256},
issn = {0022-1236,1096-0783},
mrclass = {82D60 (60G52 60J27 60J35)},
mrnumber = {3146817},
doi = {10.1016/j.jfa.2013.10.033},
url = {https://doi.org/10.1016/j.jfa.2013.10.033}
}
@incollection{cranston.molchanov:05:limit,
author = {Cranston, Michael and Molchanov, Stanislav},
title = {Limit laws for sums of products of exponentials of iid random variables},
note = {Probability in mathematics},
journal = {Israel J. Math.},
fjournal = {Israel Journal of Mathematics},
volume = {148},
year = {2005},
pages = {115--136},
issn = {0021-2172,1565-8511},
mrclass = {60F05 (60G50)},
mrnumber = {2191226},
mrreviewer = {M.\ Iosifescu},
doi = {10.1007/BF02775434},
url = {https://doi.org/10.1007/BF02775434}
}
@incollection{cranston.molchanov:07:on,
author = {Cranston, M. and Molchanov, S.},
title = {On phase transitions and limit theorems for homopolymers},
booktitle = {Probability and mathematical physics},
series = {CRM Proc. Lecture Notes},
volume = {42},
pages = {97--112},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2007},
isbn = {978-0-8218-4089-4},
mrclass = {60K35 (60K40 82B41 82D60)},
mrnumber = {2352264},
mrreviewer = {Giambattista\ Giacomin},
doi = {10.1090/crmp/042/05},
url = {https://doi.org/10.1090/crmp/042/05}
}
@article{cranston.molchanov:07:quenched,
author = {Cranston, M. and Molchanov, S.},
title = {Quenched to annealed transition in the parabolic {A}nderson problem},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {138},
year = {2007},
number = {1-2},
pages = {177--193},
issn = {0178-8051,1432-2064},
mrclass = {60F05 (60E07 60F10 60G70)},
mrnumber = {2288068},
mrreviewer = {Wolfgang\ K\"{o}nig},
doi = {10.1007/s00440-006-0020-7},
url = {https://doi.org/10.1007/s00440-006-0020-7}
}
@article{cranston.molchanov:12:on,
author = {Cranston, Michael C. and Molchanov, Stanislav A.},
title = {On a concentration inequality for sums of independent isotropic vectors},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {17},
year = {2012},
pages = {no. 27, 8},
issn = {1083-589X},
mrclass = {60F05 (60E15)},
mrnumber = {2955492},
mrreviewer = {Deli\ Li},
doi = {10.1214/ECP.v17-2063},
url = {https://doi.org/10.1214/ECP.v17-2063}
}
@article{cranston.molchanov:19:on,
author = {Cranston, Michael and Molchanov, Stanislav},
title = {On the critical behavior of a homopolymer model},
journal = {Sci. China Math.},
fjournal = {Science China. Mathematics},
volume = {62},
year = {2019},
number = {8},
pages = {1463--1476},
issn = {1674-7283,1869-1862},
mrclass = {60K37 (35K10 60K35 82B26 82B27 82D60)},
mrnumber = {3984384},
doi = {10.1007/s11425-018-9393-6},
url = {https://doi.org/10.1007/s11425-018-9393-6}
}
@article{cranston.mountford.ea:02:lyapunov,
author = {Cranston, M. and Mountford, T. S. and Shiga, T.},
title = {Lyapunov exponents for the parabolic {A}nderson model},
journal = {Acta Math. Univ. Comenian. (N.S.)},
fjournal = {Acta Mathematica Universitatis Comenianae. New Series},
volume = {71},
year = {2002},
number = {2},
pages = {163--188},
issn = {0862-9544},
mrclass = {60H15 (60G15 60H30 60K35 82B44)},
mrnumber = {1980378},
mrreviewer = {Anna Karczewska}
}
@article{cranston.mountford.ea:05:lyapunov,
author = {Cranston, M. and Mountford, T. S. and Shiga, T.},
title = {Lyapunov exponent for the parabolic {A}nderson model with {L}\'{e}vy noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {132},
year = {2005},
number = {3},
pages = {321--355},
issn = {0178-8051},
mrclass = {60H15 (60K35 82B44)},
mrnumber = {2197105},
mrreviewer = {Giambattista Giacomin},
doi = {10.1007/s00440-004-0346-y},
url = {https://doi.org/10.1007/s00440-004-0346-y}
}
@article{cranston.mountford.ea:14:contact,
author = {Cranston, Michael and Mountford, Thomas and Mourrat, Jean-Christophe and Valesin, Daniel},
title = {The contact process on finite homogeneous trees revisited},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {11},
year = {2014},
number = {1},
pages = {385--408},
issn = {1980-0436},
mrclass = {60K35 (05C05 82C22)},
mrnumber = {3249416},
mrreviewer = {N.\ N.\ Ganikhodjaev}
}
@article{cranston.mountford:06:lyapunov,
author = {Cranston, M. and Mountford, T. S.},
title = {Lyapunov exponent for the parabolic {A}nderson model in {$\bold R^d$}},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {236},
year = {2006},
number = {1},
pages = {78--119},
issn = {0022-1236,1096-0783},
mrclass = {60H15 (82B44)},
mrnumber = {2227130},
mrreviewer = {Carlos\ M.\ Mora Gonz\'{a}lez},
doi = {10.1016/j.jfa.2006.01.007},
url = {https://doi.org/10.1016/j.jfa.2006.01.007}
}
@article{cranston.mountford:91:extension,
author = {Cranston, M. C. and Mountford, T. S.},
title = {An extension of a result of {B}urdzy and {L}awler},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {89},
year = {1991},
number = {4},
pages = {487--502},
issn = {0178-8051,1432-2064},
mrclass = {60J15 (60J65)},
mrnumber = {1118560},
mrreviewer = {Gregory\ F.\ Lawler},
doi = {10.1007/BF01199790},
url = {https://doi.org/10.1007/BF01199790}
}
@article{cranston.mountford:96:strong,
author = {Cranston, M. and Mountford, T. S.},
title = {The strong law of large numbers for a {B}rownian polymer},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {24},
year = {1996},
number = {3},
pages = {1300--1323},
issn = {0091-1798,2168-894X},
mrclass = {60F15 (60H05)},
mrnumber = {1411496},
mrreviewer = {Maria\ E.\ Vares},
doi = {10.1214/aop/1065725183},
url = {https://doi.org/10.1214/aop/1065725183}
}
@article{cranston.mueller:10:on,
author = {Cranston, M. and Mueller, G.},
title = {On the association and central limit theorem for solutions of the parabolic {A}nderson model},
journal = {Illinois J. Math.},
fjournal = {Illinois Journal of Mathematics},
volume = {54},
year = {2010},
number = {4},
pages = {1313--1328},
issn = {0019-2082,1945-6581},
mrclass = {60F05 (60G60 60H15)},
mrnumber = {2981849},
mrreviewer = {Jiang\ Lun\ Wu},
url = {http://projecteuclid.org/euclid.ijm/1348505530}
}
@incollection{cranston.mueller:88:review,
author = {Cranston, M. and Mueller, C.},
title = {A review of recent and older results on the absolute continuity of harmonic measure},
booktitle = {Geometry of random motion ({I}thaca, {N}.{Y}., 1987)},
series = {Contemp. Math.},
volume = {73},
pages = {9--19},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1988},
mrclass = {35J15 (31C12 53C20 58G30)},
mrnumber = {954624},
mrreviewer = {Rainer Wittmann},
doi = {10.1090/conm/073/954624},
url = {https://doi.org/10.1090/conm/073/954624}
}
@incollection{cranston.orey.ea:80:exterior,
author = {Cranston, Michael and Orey, Steven and R\"{o}sler, Uwe},
title = {Exterior {D}irichlet problems and the asymptotic behavior of diffusions},
booktitle = {Stochastic differential systems ({P}roc. {IFIP}-{WG} 7/1 {W}orking {C}onf., {V}ilnius, 1978)},
series = {Lect. Notes Control Inf. Sci.},
volume = {25},
pages = {207--220},
publisher = {Springer, Berlin-New York},
year = {1980},
isbn = {3-540-10498-4},
mrclass = {60J60 (31C05 35J25)},
mrnumber = {609185},
mrreviewer = {S.\ J.\ Taylor}
}
@incollection{cranston.orey.ea:83:martin,
author = {Cranston, M. and Orey, S. and R\"{o}sler, U.},
title = {The {M}artin boundary of two-dimensional {O}rnstein-{U}hlenbeck processes},
booktitle = {Probability, statistics and analysis},
series = {London Math. Soc. Lecture Note Ser.},
volume = {79},
pages = {63--78},
publisher = {Cambridge Univ. Press, Cambridge-New York},
year = {1983},
isbn = {0-521-28590-9},
mrclass = {60J50 (31C35)},
mrnumber = {696021},
mrreviewer = {J.\ C.\ Taylor}
}
@article{cranston.peltzer:22:on,
author = {Cranston, Michael and Peltzer, Adrien},
title = {On properties of the {R}iemann zeta distribution},
journal = {Rocky Mountain J. Math.},
fjournal = {The Rocky Mountain Journal of Mathematics},
volume = {52},
year = {2022},
number = {3},
pages = {843--875},
issn = {0035-7596,1945-3795},
mrclass = {11M06 (11K65 60B99)},
mrnumber = {4441101},
doi = {10.1216/rmj.2022.52.843},
url = {https://doi.org/10.1216/rmj.2022.52.843}
}
@article{cranston.salisbury:93:martin,
author = {Cranston, Michael C. and Salisbury, Thomas S.},
title = {Martin boundaries of sectorial domains},
journal = {Ark. Mat.},
fjournal = {Arkiv f\"{o}r Matematik},
volume = {31},
year = {1993},
number = {1},
pages = {27--49},
issn = {0004-2080,1871-2487},
mrclass = {31A05 (31C35 60J50)},
mrnumber = {1230263},
mrreviewer = {Stephen\ J.\ Gardiner},
doi = {10.1007/BF02559496},
url = {https://doi.org/10.1007/BF02559496}
}
@article{cranston.scheutzow.ea:00:linear,
author = {Cranston, Mike and Scheutzow, Michael and Steinsaltz, David},
title = {Linear bounds for stochastic dispersion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {4},
pages = {1852--1869},
issn = {0091-1798,2168-894X},
mrclass = {60H20 (60H15)},
mrnumber = {1813845},
mrreviewer = {Olivier\ Raimond},
doi = {10.1214/aop/1019160510},
url = {https://doi.org/10.1214/aop/1019160510}
}
@article{cranston.scheutzow.ea:99:linear,
author = {Cranston, Michael and Scheutzow, Michael and Steinsaltz, David},
title = {Linear expansion of isotropic {B}rownian flows},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {4},
year = {1999},
pages = {91--101},
issn = {1083-589X},
mrclass = {60H15 (60J65)},
mrnumber = {1741738},
mrreviewer = {R\'{e}mi\ L\'{e}andre},
doi = {10.1214/ECP.v4-1010},
url = {https://doi.org/10.1214/ECP.v4-1010}
}
@article{cranston.scheutzow:02:dispersion,
author = {Cranston, Mike and Scheutzow, Michael},
title = {Dispersion rates under finite mode {K}olmogorov flows},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {12},
year = {2002},
number = {2},
pages = {511--532},
issn = {1050-5164,2168-8737},
mrclass = {60G35 (60G15 60K40 76F55 76M35)},
mrnumber = {1910637},
mrreviewer = {Sreenivasan\ Ravi},
doi = {10.1214/aoap/1026915613},
url = {https://doi.org/10.1214/aoap/1026915613}
}
@article{cranston.wang:00:condition,
author = {Cranston, M. and Wang, Feng-Yu},
title = {A condition for the equivalence of coupling and shift coupling},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {4},
pages = {1666--1679},
issn = {0091-1798,2168-894X},
mrclass = {60J60 (60J05 60J25 60J45)},
mrnumber = {1813838},
mrreviewer = {M.\ G.\ Shur},
doi = {10.1214/aop/1019160502},
url = {https://doi.org/10.1214/aop/1019160502}
}
@article{cranston.zhao:87:conditional,
author = {Cranston, M. and Zhao, Z.},
title = {Conditional transformation of drift formula and potential theory for {${1\over 2}\Delta +b(\cdot)\cdot\nabla$}},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {112},
year = {1987},
number = {4},
pages = {613--625},
issn = {0010-3616,1432-0916},
mrclass = {35J10 (60J60 81C20)},
mrnumber = {910581},
mrreviewer = {Ross\ Pinsky},
url = {http://projecteuclid.org/euclid.cmp/1104160055}
}
@incollection{cranston.zhao:90:some,
author = {Cranston, M. and Zhao, Z.},
title = {Some regularity results and eigenfunction estimates for the {S}chr\"{o}dinger operator},
booktitle = {Diffusion processes and related problems in analysis, {V}ol. {I} ({E}vanston, {IL}, 1989)},
series = {Progr. Probab.},
volume = {22},
pages = {139--147},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {1990},
isbn = {0-8176-3516-5},
mrclass = {35J10 (35P05 60J70 81Q05)},
mrnumber = {1110161},
mrreviewer = {Jagannathan\ Gomatam},
doi = {10.1007/978-1-4684-0564-4\_9},
url = {https://doi.org/10.1007/978-1-4684-0564-4_9}
}
@article{cranston:00:on,
author = {Cranston, M.},
title = {On geometric properties of stochastic flows related to the {L}yapunov spectrum},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {118},
year = {2000},
number = {1},
pages = {1--16},
issn = {0178-8051,1432-2064},
mrclass = {58J65 (60J60)},
mrnumber = {1785450},
mrreviewer = {Ming\ Liao},
doi = {10.1007/PL00008737},
url = {https://doi.org/10.1007/PL00008737}
}
@book{cranston:80:on,
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author = {Da Prato, G. and Zabczyk, J.},
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author = {Da Prato, Giuseppe and Zabczyk, Jerzy},
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@article{da-prato.zabczyk:92:nonexplosion,
author = {Da Prato, Giuseppe and Zabczyk, Jerzy},
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url = {https://doi.org/10.1016/0022-0396(92)90111-Y}
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@article{da-prato.zabczyk:92:note,
author = {Da Prato, Giuseppe and Zabczyk, Jerzy},
title = {A note on stochastic convolution},
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volume = {10},
year = {1992},
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url = {https://doi.org/10.1080/07362999208809260}
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@incollection{da-prato.zabczyk:92:on,
author = {Da Prato, Giuseppe and Zabczyk, Jerzy},
title = {On invariant measure for semilinear equations with dissipative nonlinearities},
booktitle = {Stochastic partial differential equations and their applications ({C}harlotte, {NC}, 1991)},
series = {Lect. Notes Control Inf. Sci.},
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pages = {38--42},
publisher = {Springer, Berlin},
year = {1992},
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doi = {10.1007/BFb0007318},
url = {https://doi.org/10.1007/BFb0007318}
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@book{da-prato.zabczyk:92:stochastic,
author = {Da Prato, Giuseppe and Zabczyk, Jerzy},
title = {Stochastic equations in infinite dimensions},
series = {Encyclopedia of Mathematics and its Applications},
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publisher = {Cambridge University Press, Cambridge},
year = {1992},
pages = {xviii+454},
isbn = {0-521-38529-6},
mrclass = {60H15 (34F05 34Gxx 35R15 35R60 46G12 47N20)},
mrnumber = {1207136},
mrreviewer = {P. Kotelenez},
doi = {10.1017/CBO9780511666223},
url = {https://doi.org/10.1017/CBO9780511666223}
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author = {Dahlberg, Bj\"{o}rn E. J.},
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@article{dahlke.devore:97:besov,
author = {Dahlke, Stephan and DeVore, Ronald A.},
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url = {https://doi.org/10.1080/03605309708821252}
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@article{dalang.bernyk:04:mathematical,
author = {Dalang, Robert C. and Bernyk, Violetta},
title = {A mathematical model for `{W}ho wants to be a millionaire?'},
journal = {Math. Sci.},
fjournal = {The Mathematical Scientist},
volume = {29},
year = {2004},
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issn = {0312-3685},
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@book{dalang.chaabouni:01:algebre,
author = {Dalang, Robert C. and Chaabouni, Amel},
title = {Alg\`ebre lin\'{e}aire},
series = {Enseignement des Math\'{e}matiques. [The Teaching of Mathematics]},
note = {Aide-m\'{e}moire, exercices et applications. [General review, exercises and applications]},
publisher = {Presses Polytechniques et Universitaires Romandes, Lausanne},
year = {2001},
pages = {xii+322},
isbn = {2-88074-483-0},
mrclass = {15-01},
mrnumber = {1888139}
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@article{dalang.frangos:98:stochastic,
author = {Dalang, Robert C. and Frangos, N. E.},
title = {The stochastic wave equation in two spatial dimensions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {26},
year = {1998},
number = {1},
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issn = {0091-1798},
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doi = {10.1214/aop/1022855416},
url = {https://doi.org/10.1214/aop/1022855416}
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@article{dalang.hongler:04:right,
author = {Dalang, Robert C. and Hongler, M.-O.},
title = {The right time to sell a stock whose price is driven by {M}arkovian noise},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {14},
year = {2004},
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doi = {10.1214/105051604000000747},
url = {https://doi.org/10.1214/105051604000000747}
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@article{dalang.hou:97:on,
author = {Dalang, Robert C. and Hou, Qiang},
title = {On {M}arkov properties of {L}\'{e}vy waves in two dimensions},
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fjournal = {Stochastic Processes and their Applications},
volume = {72},
year = {1997},
number = {2},
pages = {265--287},
issn = {0304-4149},
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doi = {10.1016/S0304-4149(97)00087-2},
url = {https://doi.org/10.1016/S0304-4149(97)00087-2}
}
@article{dalang.humeau:17:levy,
author = {Dalang, Robert C. and Humeau, Thomas},
title = {L\'{e}vy processes and {L}\'{e}vy white noise as tempered distributions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {6B},
pages = {4389--4418},
issn = {0091-1798},
mrclass = {60G51 (60G20 60G60 60H40)},
mrnumber = {3737914},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/16-AOP1168},
url = {https://doi.org/10.1214/16-AOP1168}
}
@article{dalang.humeau:19:random,
author = {Dalang, Robert C. and Humeau, Thomas},
title = {Random field solutions to linear {SPDE}s driven by symmetric pure jump {L}\'{e}vy space-time white noises},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 60, 28},
mrclass = {60H15 (60G51 60G60)},
mrnumber = {3978210},
mrreviewer = {Jiang Lun Wu},
doi = {10.1214/19-EJP317},
url = {https://doi.org/10.1214/19-EJP317}
}
@article{dalang.khoshnevisan.ea:07:hitting,
author = {Dalang, Robert C. and Khoshnevisan, Davar and Nualart, Eulalia},
title = {Hitting probabilities for systems of non-linear stochastic heat equations with additive noise},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {3},
year = {2007},
pages = {231--271},
mrclass = {60H15 (60J45)},
mrnumber = {2365643},
mrreviewer = {Jan I. Seidler}
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@article{dalang.khoshnevisan.ea:09:hitting,
author = {Dalang, Robert C. and Khoshnevisan, Davar and Nualart, Eulalia},
title = {Hitting probabilities for systems for non-linear stochastic heat equations with multiplicative noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {144},
year = {2009},
number = {3-4},
pages = {371--427},
issn = {0178-8051},
mrclass = {60H15 (60G60 60H07 60J45)},
mrnumber = {2496438},
mrreviewer = {David Nualart},
doi = {10.1007/s00440-008-0150-1},
url = {https://doi.org/10.1007/s00440-008-0150-1}
}
@book{dalang.khoshnevisan.ea:09:minicourse,
author = {Dalang, Robert and Khoshnevisan, Davar and Mueller, Carl and Nualart, David and Xiao, Yimin},
title = {A minicourse on stochastic partial differential equations},
series = {Lecture Notes in Mathematics},
volume = {1962},
note = {Held at the University of Utah, Salt Lake City, UT, May 8--19, 2006, Edited by Khoshnevisan and Firas Rassoul-Agha},
publisher = {Springer-Verlag, Berlin},
year = {2009},
pages = {xii+216},
isbn = {978-3-540-85993-2},
mrclass = {60-06 (35R60 60H15)},
mrnumber = {1500166}
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@article{dalang.khoshnevisan.ea:12:critical,
author = {Dalang, Robert C. and Khoshnevisan, Davar and Nualart, Eulalia and Wu, Dongsheng and Xiao, Yimin},
title = {Critical {B}rownian sheet does not have double points},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {4},
pages = {1829--1859},
issn = {0091-1798},
mrclass = {60G60 (60G15 60J45)},
mrnumber = {2978539},
mrreviewer = {Serge Cohen},
doi = {10.1214/11-AOP665},
url = {https://doi.org/10.1214/11-AOP665}
}
@article{dalang.khoshnevisan.ea:13:hitting,
author = {Dalang, Robert C. and Khoshnevisan, Davar and Nualart, Eulalia},
title = {Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension {$k\geq 1$}},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {1},
year = {2013},
number = {1},
pages = {94--151},
issn = {2194-0401},
mrclass = {60H15 (35K45 35R60 60G60 60H07 60J45)},
mrnumber = {3327503},
mrreviewer = {Jie Xiong},
doi = {10.1007/s40072-013-0005-3},
url = {https://doi.org/10.1007/s40072-013-0005-3}
}
@article{dalang.khoshnevisan.ea:19:global,
author = {Dalang, Robert C. and Khoshnevisan, Davar and Zhang, Tusheng},
title = {Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {47},
year = {2019},
number = {1},
pages = {519--559},
issn = {0091-1798},
mrclass = {60H15 (35B33 35B45 35K57 35R60)},
mrnumber = {3909975},
mrreviewer = {Petru A. Cioica-Licht},
doi = {10.1214/18-AOP1270},
url = {https://doi.org/10.1214/18-AOP1270}
}
@article{dalang.khoshnevisan:04:recurrent,
author = {Dalang, Robert C. and Khoshnevisan, Davar},
title = {Recurrent lines in two-parameter isotropic stable {L}\'{e}vy sheets},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {114},
year = {2004},
number = {1},
pages = {81--107},
issn = {0304-4149},
mrclass = {60G60 (60G52)},
mrnumber = {2094148},
mrreviewer = {M. P. Moklyachuk},
doi = {10.1016/j.spa.2004.05.008},
url = {https://doi.org/10.1016/j.spa.2004.05.008}
}
@article{dalang.lee.ea:21:multiple,
author = {Dalang, Robert C. and Lee, Cheuk Yin and Mueller, Carl and Xiao, Yimin},
title = {Multiple points of {G}aussian random fields},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {26},
year = {2021},
pages = {Paper No. 17, 25},
mrclass = {60G15 (60G17 60G22 60G60 60H15)},
mrnumber = {4235468},
mrreviewer = {Dongsheng Wu},
doi = {10.1214/21-EJP589},
url = {https://doi.org/10.1214/21-EJP589}
}
@incollection{dalang.leveque:04:second-order,
author = {Dalang, Robert C. and L\'{e}v\^{e}que, Olivier},
title = {Second-order hyperbolic {S}.{P}.{D}.{E}.'s driven by boundary noises},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications {IV}},
series = {Progr. Probab.},
volume = {58},
pages = {83--93},
publisher = {Birkh\"{a}user, Basel},
year = {2004},
mrclass = {60H15 (35L10 35R60)},
mrnumber = {2096282}
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@article{dalang.leveque:04:second-order*1,
author = {Dalang, Robert C. and L\'{e}v\^{e}que, Olivier},
title = {Second-order linear hyperbolic {SPDE}s driven by isotropic {G}aussian noise on a sphere},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {32},
year = {2004},
number = {1B},
pages = {1068--1099},
issn = {0091-1798},
mrclass = {60H15 (60G15)},
mrnumber = {2044674},
mrreviewer = {Anna Karczewska},
doi = {10.1214/aop/1079021472},
url = {https://doi.org/10.1214/aop/1079021472}
}
@article{dalang.leveque:06:second-order,
author = {Dalang, Robert C. and L\'{e}v\^{e}que, Olivier},
title = {Second-order hyperbolic {S}.{P}.{D}.{E}.'s driven by homogeneous {G}aussian noise on a hyperplane},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {358},
year = {2006},
number = {5},
pages = {2123--2159},
issn = {0002-9947},
mrclass = {60H15 (35R60 60G15)},
mrnumber = {2197451},
mrreviewer = {Jean-Pierre Fouque},
doi = {10.1090/S0002-9947-05-03740-2},
url = {https://doi.org/10.1090/S0002-9947-05-03740-2}
}
@article{dalang.morton.ea:90:equivalent,
author = {Dalang, Robert C. and Morton, Andrew and Willinger, Walter},
title = {Equivalent martingale measures and no-arbitrage in stochastic securities market models},
journal = {Stochastics Stochastics Rep.},
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volume = {29},
year = {1990},
number = {2},
pages = {185--201},
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doi = {10.1080/17442509008833613},
url = {https://doi.org/10.1080/17442509008833613}
}
@incollection{dalang.mountford:00:level,
author = {Dalang, Robert C. and Mountford, T. S.},
title = {Level sets, bubbles and excursions of a {B}rownian sheet},
booktitle = {Infinite dimensional stochastic analysis ({A}msterdam, 1999)},
series = {Verh. Afd. Natuurkd. 1. Reeks. K. Ned. Akad. Wet.},
volume = {52},
pages = {117--128},
publisher = {R. Neth. Acad. Arts Sci., Amsterdam},
year = {2000},
mrclass = {60G60 (60J65)},
mrnumber = {1831414},
mrreviewer = {Xing Wu Zhuang}
}
@article{dalang.mountford:01:jordan,
author = {Dalang, Robert C. and Mountford, T.},
title = {Jordan curves in the level sets of additive {B}rownian motion},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {353},
year = {2001},
number = {9},
pages = {3531--3545},
issn = {0002-9947},
mrclass = {60G60 (60G15 60J65)},
mrnumber = {1837246},
mrreviewer = {Davar Khoshnevisan},
doi = {10.1090/S0002-9947-01-02811-2},
url = {https://doi.org/10.1090/S0002-9947-01-02811-2}
}
@article{dalang.mountford:02:eccentric,
author = {Dalang, Robert C. and Mountford, T.},
title = {Eccentric behaviors of the {B}rownian sheet along lines},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {30},
year = {2002},
number = {1},
pages = {293--322},
issn = {0091-1798},
mrclass = {60G60 (28A80 60G15)},
mrnumber = {1894109},
mrreviewer = {Rimas Norvai\v{s}a},
doi = {10.1214/aop/1020107769},
url = {https://doi.org/10.1214/aop/1020107769}
}
@article{dalang.mountford:03:non-independence,
author = {Dalang, Robert C. and Mountford, T.},
title = {Non-independence of excursions of the {B}rownian sheet and of additive {B}rownian motion},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {355},
year = {2003},
number = {3},
pages = {967--985},
issn = {0002-9947},
mrclass = {60G60 (60G17)},
mrnumber = {1938741},
mrreviewer = {Anne Estrade},
doi = {10.1090/S0002-9947-02-03138-0},
url = {https://doi.org/10.1090/S0002-9947-02-03138-0}
}
@article{dalang.mountford:96:nondifferentiability,
author = {Dalang, Robert C. and Mountford, T.},
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journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {24},
year = {1996},
number = {1},
pages = {182--195},
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doi = {10.1214/aop/1042644712},
url = {https://doi.org/10.1214/aop/1042644712}
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@article{dalang.mountford:96:points,
author = {Dalang, Robert C. and Mountford, T.},
title = {Points of increase of functions in the plane},
journal = {Real Anal. Exchange},
fjournal = {Real Analysis Exchange},
volume = {22},
year = {1996/97},
number = {2},
pages = {833--841},
issn = {0147-1937},
mrclass = {26B35 (28C20 60G60)},
mrnumber = {1460995}
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@article{dalang.mountford:97:points,
author = {Dalang, Robert C. and Mountford, T.},
title = {Points of increase of the {B}rownian sheet},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {108},
year = {1997},
number = {1},
pages = {1--27},
issn = {0178-8051},
mrclass = {60G60 (60G15 60J65)},
mrnumber = {1452548},
doi = {10.1007/s004400050099},
url = {https://doi.org/10.1007/s004400050099}
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@article{dalang.mueller.ea:06:hitting,
author = {Dalang, Robert C. and Mueller, C. and Zambotti, L.},
title = {Hitting properties of parabolic s.p.d.e.'s with reflection},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {34},
year = {2006},
number = {4},
pages = {1423--1450},
issn = {0091-1798},
mrclass = {60H15 (60J45)},
mrnumber = {2257651},
mrreviewer = {Jan I. Seidler},
doi = {10.1214/009117905000000792},
url = {https://doi.org/10.1214/009117905000000792}
}
@article{dalang.mueller.ea:08:feynman-kac-type,
author = {Dalang, Robert C. and Mueller, Carl and Tribe, Roger},
title = {A {F}eynman-{K}ac-type formula for the deterministic and stochastic wave equations and other {P}.{D}.{E}.'s},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {360},
year = {2008},
number = {9},
pages = {4681--4703},
issn = {0002-9947},
mrclass = {60H15 (35A08 35K15)},
mrnumber = {2403701},
mrreviewer = {J. A. van Casteren},
doi = {10.1090/S0002-9947-08-04351-1},
url = {https://doi.org/10.1090/S0002-9947-08-04351-1}
}
@article{dalang.mueller.ea:17:polarity,
author = {Dalang, Robert C. and Mueller, Carl and Xiao, Yimin},
title = {Polarity of points for {G}aussian random fields},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {6B},
pages = {4700--4751},
issn = {0091-1798},
mrclass = {60G15 (60G60 60J45)},
mrnumber = {3737922},
mrreviewer = {Jos\'{e} Rafael Le\'{o}n},
doi = {10.1214/17-AOP1176},
url = {https://doi.org/10.1214/17-AOP1176}
}
@article{dalang.mueller.ea:21:polarity,
author = {Dalang, Robert C. and Mueller, Carl and Xiao, Yimin},
title = {Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {49},
year = {2021},
number = {5},
pages = {2573--2598},
issn = {0091-1798},
mrclass = {60H15 (60G60 60J45)},
mrnumber = {4317713},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.1214/21-aop1516},
url = {https://doi.org/10.1214/21-aop1516}
}
@article{dalang.mueller:03:some,
author = {Dalang, Robert C. and Mueller, Carl},
title = {Some non-linear {S}.{P}.{D}.{E}.'s that are second order in time},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {8},
year = {2003},
pages = {no. 1, 21},
issn = {1083-6489},
mrclass = {60H15 (35R60)},
mrnumber = {1961163},
mrreviewer = {Anna Karczewska},
doi = {10.1214/EJP.v8-123},
url = {https://doi.org/10.1214/EJP.v8-123}
}
@article{dalang.mueller:09:intermittency,
author = {Dalang, Robert C. and Mueller, Carl},
title = {Intermittency properties in a hyperbolic {A}nderson problem},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {45},
year = {2009},
number = {4},
pages = {1150--1164},
issn = {0246-0203},
mrclass = {60H15 (35L05 35R60)},
mrnumber = {2572169},
mrreviewer = {Athanasios Yannacopoulos},
doi = {10.1214/08-AIHP199},
url = {https://doi.org/10.1214/08-AIHP199}
}
@article{dalang.mueller:15:multiple,
author = {Dalang, Robert C. and Mueller, Carl},
title = {Multiple points of the {B}rownian sheet in critical dimensions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {43},
year = {2015},
number = {4},
pages = {1577--1593},
issn = {0091-1798},
mrclass = {60G17 (60G15 60G60)},
mrnumber = {3353809},
mrreviewer = {Dongsheng Wu},
doi = {10.1214/14-AOP912},
url = {https://doi.org/10.1214/14-AOP912}
}
@article{dalang.nualart:04:potential,
author = {Dalang, Robert C. and Nualart, Eulalia},
title = {Potential theory for hyperbolic {SPDE}s},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {32},
year = {2004},
number = {3A},
pages = {2099--2148},
issn = {0091-1798},
mrclass = {60J45 (31C45 35R60 60G60 60H07 60H15)},
mrnumber = {2073187},
mrreviewer = {Peter E. Kloeden},
doi = {10.1214/009117904000000685},
url = {https://doi.org/10.1214/009117904000000685}
}
@article{dalang.pu:20:on,
author = {Dalang, Robert C. and Pu, Fei},
title = {On the density of the supremum of the solution to the linear stochastic heat equation},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {8},
year = {2020},
number = {3},
pages = {461--508},
issn = {2194-0401},
mrclass = {60H15 (35R60 60G60 60H07 60J45)},
mrnumber = {4147695},
mrreviewer = {Xiaobin Sun},
doi = {10.1007/s40072-019-00151-9},
url = {https://doi.org/10.1007/s40072-019-00151-9}
}
@article{dalang.pu:20:optimal,
author = {Dalang, Robert C. and Pu, Fei},
title = {Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension {$k\geq 1$}},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 40, 31},
mrclass = {60H15 (60G60 60H07 60J45)},
mrnumber = {4089790},
mrreviewer = {Xiaobin Sun},
doi = {10.1214/20-ejp438},
url = {https://doi.org/10.1214/20-ejp438}
}
@article{dalang.pu:21:optimal,
author = {Dalang, Robert C. and Pu, Fei},
title = {Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {131},
year = {2021},
pages = {359--393},
issn = {0304-4149},
mrclass = {60H15 (60G60 60H07 60J45)},
mrnumber = {4161864},
mrreviewer = {Markus Kunze},
doi = {10.1016/j.spa.2020.07.015},
url = {https://doi.org/10.1016/j.spa.2020.07.015}
}
@article{dalang.quer-sardanyons:11:stochastic,
author = {Dalang, Robert C. and Quer-Sardanyons, Llu\'{i}s},
title = {Stochastic integrals for spde's: a comparison},
journal = {Expo. Math.},
fjournal = {Expositiones Mathematicae},
volume = {29},
year = {2011},
number = {1},
pages = {67--109},
issn = {0723-0869},
mrclass = {60H15 (60H05)},
mrnumber = {2785545},
mrreviewer = {David Nualart},
doi = {10.1016/j.exmath.2010.09.005},
url = {https://doi.org/10.1016/j.exmath.2010.09.005}
}
@article{dalang.russo:88:prediction,
author = {Dalang, Robert C. and Russo, Francesco},
title = {A prediction problem for the {B}rownian sheet},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {26},
year = {1988},
number = {1},
pages = {16--47},
issn = {0047-259X},
mrclass = {60G60 (60J65)},
mrnumber = {955202},
mrreviewer = {M. Zakai},
doi = {10.1016/0047-259X(88)90071-1},
url = {https://doi.org/10.1016/0047-259X(88)90071-1}
}
@article{dalang.sanz-sole:05:regularity,
author = {Dalang, Robert C. and Sanz-Sol\'{e}, Marta},
title = {Regularity of the sample paths of a class of second-order spde's},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {227},
year = {2005},
number = {2},
pages = {304--337},
issn = {0022-1236},
mrclass = {60H15 (35R60)},
mrnumber = {2168077},
mrreviewer = {Roger Tribe},
doi = {10.1016/j.jfa.2004.11.015},
url = {https://doi.org/10.1016/j.jfa.2004.11.015}
}
@article{dalang.sanz-sole:09:holder-sobolev,
author = {Dalang, Robert C. and Sanz-Sol\'{e}, Marta},
title = {H\"{o}lder-{S}obolev regularity of the solution to the stochastic wave equation in dimension three},
journal = {Mem. Amer. Math. Soc.},
fjournal = {Memoirs of the American Mathematical Society},
volume = {199},
year = {2009},
number = {931},
pages = {vi+70},
issn = {0065-9266},
isbn = {978-0-8218-4288-1},
mrclass = {60H15 (35R60 60J45)},
mrnumber = {2512755},
mrreviewer = {Victoria Knopova},
doi = {10.1090/memo/0931},
url = {https://doi.org/10.1090/memo/0931}
}
@article{dalang.sanz-sole:10:criteria,
author = {Dalang, Robert C. and Sanz-Sol\'{e}, Marta},
title = {Criteria for hitting probabilities with applications to systems of stochastic wave equations},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {16},
year = {2010},
number = {4},
pages = {1343--1368},
issn = {1350-7265},
mrclass = {60H15 (28A78 35L15 35R60)},
mrnumber = {2759182},
mrreviewer = {Dongsheng Wu},
doi = {10.3150/09-BEJ247},
url = {https://doi.org/10.3150/09-BEJ247}
}
@article{dalang.sanz-sole:15:hitting,
author = {Dalang, Robert C. and Sanz-Sol\'{e}, Marta},
title = {Hitting probabilities for nonlinear systems of stochastic waves},
journal = {Mem. Amer. Math. Soc.},
fjournal = {Memoirs of the American Mathematical Society},
volume = {237},
year = {2015},
number = {1120},
pages = {v+75},
issn = {0065-9266},
isbn = {978-1-4704-1423-8; 978-1-4704-2507-4},
mrclass = {60H15 (60G15 60G60 60H07 60J45)},
mrnumber = {3401290},
mrreviewer = {Wilhelm Stannat},
doi = {10.1090/memo/1120},
url = {https://doi.org/10.1090/memo/1120}
}
@article{dalang.shiryaev:15:quickest,
author = {Dalang, Robert C. and Shiryaev, Albert N.},
title = {A quickest detection problem with an observation cost},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {25},
year = {2015},
number = {3},
pages = {1475--1512},
issn = {1050-5164},
mrclass = {60G35 (60G40 93E20 94A13)},
mrnumber = {3325279},
mrreviewer = {Hongzhong Zhang},
doi = {10.1214/14-AAP1028},
url = {https://doi.org/10.1214/14-AAP1028}
}
@article{dalang.trotter.ea:88:on,
author = {Dalang, Robert C. and Trotter, Jr., L. E. and de Werra, D.},
title = {On randomized stopping points and perfect graphs},
journal = {J. Combin. Theory Ser. B},
fjournal = {Journal of Combinatorial Theory. Series B},
volume = {45},
year = {1988},
number = {3},
pages = {320--344},
issn = {0095-8956},
mrclass = {05C99 (90C39 90C40)},
mrnumber = {969252},
mrreviewer = {G. R. Grimmett},
doi = {10.1016/0095-8956(88)90076-7},
url = {https://doi.org/10.1016/0095-8956(88)90076-7}
}
@article{dalang.vinckenbosch:14:optimal,
author = {Dalang, Robert C. and Vinckenbosch, Laura},
title = {Optimal expulsion and optimal confinement of a {B}rownian particle with a switching cost},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {124},
year = {2014},
number = {12},
pages = {4050--4079},
issn = {0304-4149},
mrclass = {93E20 (60G40 60J65)},
mrnumber = {3264439},
mrreviewer = {Giorgio Ferrari},
doi = {10.1016/j.spa.2014.07.016},
url = {https://doi.org/10.1016/j.spa.2014.07.016}
}
@article{dalang.walsh:02:time-reversal,
author = {Dalang, Robert C. and Walsh, John B.},
title = {Time-reversal in hyperbolic s.p.d.e.'s},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {30},
year = {2002},
number = {1},
pages = {213--252},
issn = {0091-1798},
mrclass = {60H15 (60G15)},
mrnumber = {1894106},
mrreviewer = {Catherine Donati-Martin},
doi = {10.1214/aop/1020107766},
url = {https://doi.org/10.1214/aop/1020107766}
}
@article{dalang.walsh:92:sharp,
author = {Dalang, Robert C. and Walsh, John B.},
title = {The sharp {M}arkov property of {L}\'{e}vy sheets},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {20},
year = {1992},
number = {2},
pages = {591--626},
issn = {0091-1798},
mrclass = {60G60 (60J30 60J75)},
mrnumber = {1159561},
mrreviewer = {Ditlev Monrad},
url = {http://links.jstor.org/sici?sici=0091-1798(199204)20:2<591:TSMPOL>2.0.CO;2-N&origin=MSN}
}
@article{dalang.walsh:92:sharp*1,
author = {Dalang, Robert C. and Walsh, John B.},
title = {The sharp {M}arkov property of the {B}rownian sheet and related processes},
journal = {Acta Math.},
fjournal = {Acta Mathematica},
volume = {168},
year = {1992},
number = {3-4},
pages = {153--218},
issn = {0001-5962},
mrclass = {60G60 (60G20 60J25 60J30)},
mrnumber = {1161265},
mrreviewer = {Peter Imkeller},
doi = {10.1007/BF02392978},
url = {https://doi.org/10.1007/BF02392978}
}
@article{dalang.walsh:93:geography,
author = {Dalang, Robert C. and Walsh, John B.},
title = {Geography of the level sets of the {B}rownian sheet},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {96},
year = {1993},
number = {2},
pages = {153--176},
issn = {0178-8051},
mrclass = {60G17 (60G15 60G60)},
mrnumber = {1227030},
mrreviewer = {Robert J. Adler},
doi = {10.1007/BF01192131},
url = {https://doi.org/10.1007/BF01192131}
}
@article{dalang.walsh:93:structure,
author = {Dalang, Robert C. and Walsh, John B.},
title = {The structure of a {B}rownian bubble},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {96},
year = {1993},
number = {4},
pages = {475--501},
issn = {0178-8051},
mrclass = {60G60 (60G15)},
mrnumber = {1234620},
mrreviewer = {Steven N. Evans},
doi = {10.1007/BF01200206},
url = {https://doi.org/10.1007/BF01200206}
}
@incollection{dalang.walsh:96:local,
author = {Dalang, Robert C. and Walsh, John B.},
title = {Local structure of level sets of the {B}rownian sheet},
booktitle = {Stochastic analysis: random fields and measure-valued processes ({R}amat {G}an, 1993/1995)},
series = {Israel Math. Conf. Proc.},
volume = {10},
pages = {57--64},
publisher = {Bar-Ilan Univ., Ramat Gan},
year = {1996},
mrclass = {60G60 (60J65)},
mrnumber = {1415187}
}
@article{dalang.zhang:13:holder,
author = {Dalang, Robert C. and Zhang, Tusheng},
title = {H\"{o}lder continuity of solutions of {SPDE}s with reflection},
journal = {Commun. Math. Stat.},
fjournal = {Communications in Mathematics and Statistics},
volume = {1},
year = {2013},
number = {2},
pages = {133--142},
issn = {2194-6701},
mrclass = {60H15 (60F05 60F10)},
mrnumber = {3197857},
mrreviewer = {Dirk Bl\"{o}mker},
doi = {10.1007/s40304-013-0009-3},
url = {https://doi.org/10.1007/s40304-013-0009-3}
}
@article{dalang:01:corrections,
author = {Dalang, Robert C.},
title = {Corrections to: ``{E}xtending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.'s''},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {6},
year = {2001},
pages = {no. 6, 5},
issn = {1083-6489},
mrclass = {60H15 (35R60)},
mrnumber = {1825714}
}
@incollection{dalang:03:level,
author = {Dalang, Robert C.},
title = {Level sets and excursions of the {B}rownian sheet},
booktitle = {Topics in spatial stochastic processes ({M}artina {F}ranca, 2001)},
series = {Lecture Notes in Math.},
volume = {1802},
pages = {167--208},
publisher = {Springer, Berlin},
year = {2003},
mrclass = {60G15},
mrnumber = {1975520},
mrreviewer = {Laurent Decreusefond},
doi = {10.1007/978-3-540-36259-3\_5},
url = {https://doi.org/10.1007/978-3-540-36259-3_5}
}
@article{dalang:06:demonstration,
author = {Dalang, Robert C.},
title = {Une d\'{e}monstration \'{e}l\'{e}mentaire du th\'{e}or\`eme central limite},
journal = {Elem. Math.},
fjournal = {Elemente der Mathematik},
volume = {61},
year = {2006},
number = {2},
pages = {65--73},
issn = {0013-6018},
mrclass = {60F05},
mrnumber = {2225670},
mrreviewer = {Carme Florit},
doi = {10.4171/EM/34},
url = {https://doi.org/10.4171/EM/34}
}
@incollection{dalang:09:stochastic,
author = {Dalang, Robert C.},
title = {The stochastic wave equation},
booktitle = {A minicourse on stochastic partial differential equations},
series = {Lecture Notes in Math.},
volume = {1962},
pages = {39--71},
publisher = {Springer, Berlin},
year = {2009},
mrclass = {60H15},
mrnumber = {2508773},
mrreviewer = {Nicholas Frangos},
doi = {10.1007/978-3-540-85994-9\_2},
url = {https://doi.org/10.1007/978-3-540-85994-9_2}
}
@article{dalang:17:srishti,
author = {Dalang, Robert C.},
title = {Srishti {D}har {C}hatterji (1935--2017)},
journal = {Expo. Math.},
fjournal = {Expositiones Mathematicae},
volume = {35},
year = {2017},
number = {4},
pages = {363},
issn = {0723-0869},
mrclass = {01A70},
mrnumber = {3725813},
doi = {10.1016/j.exmath.2017.11.001},
url = {https://doi.org/10.1016/j.exmath.2017.11.001}
}
@incollection{dalang:18:hitting,
author = {Dalang, Robert C.},
title = {Hitting probabilities for systems of stochastic {PDE}s: an overview},
booktitle = {Stochastic partial differential equations and related fields},
series = {Springer Proc. Math. Stat.},
volume = {229},
pages = {159--176},
publisher = {Springer, Cham},
year = {2018},
mrclass = {60H15 (60G15 60G60 60H07 60J45)},
mrnumber = {3828166},
mrreviewer = {Jingyu Huang},
doi = {10.1007/978-3-319-74929-7\_8},
url = {https://doi.org/10.1007/978-3-319-74929-7_8}
}
@article{dalang:19:obituary,
author = {Dalang, Robert C.},
title = {Obituary: {R}ichard {V}. {K}adison (1925--2018)},
journal = {Expo. Math.},
fjournal = {Expositiones Mathematicae},
volume = {37},
year = {2019},
number = {1},
pages = {1},
issn = {0723-0869},
mrclass = {01A70},
mrnumber = {3964213},
doi = {10.1016/j.exmath.2019.05.002},
url = {https://doi.org/10.1016/j.exmath.2019.05.002}
}
@incollection{dalang:84:sur,
author = {Dalang, Robert C.},
title = {Sur l'arr\^{e}t optimal de processus \`a temps multidimensionnel continu},
booktitle = {Seminar on probability, {XVIII}},
series = {Lecture Notes in Math.},
volume = {1059},
pages = {379--390},
publisher = {Springer, Berlin},
year = {1984},
mrclass = {60G40},
mrnumber = {770972},
mrreviewer = {Robert Kertz},
doi = {10.1007/BFb0100055},
url = {https://doi.org/10.1007/BFb0100055}
}
@incollection{dalang:85:correction,
author = {Dalang, Robert C.},
title = {Correction to: ``{O}n optimal stopping of processes with continuous multidimensional time'' [{it {S}\'{e}minaire de probabilit\'{e}s, {XVIII}}, 379--390, {L}ecture {N}otes in {M}ath., 1059, {S}pringer, {B}erlin, 1984; {MR}0770972 (86j:60108)]},
booktitle = {S\'{e}minaire de probabilit\'{e}s, {XIX}, 1983/84},
series = {Lecture Notes in Math.},
volume = {1123},
pages = {504},
publisher = {Springer, Berlin},
year = {1985},
mrclass = {60G40},
mrnumber = {889498},
doi = {10.1007/BFb0075869},
url = {https://doi.org/10.1007/BFb0075869}
}
@article{dalang:88:on,
author = {Dalang, Robert C.},
title = {On stopping points in the plane that lie on a unique optional increasing path},
journal = {Stochastics},
fjournal = {Stochastics},
volume = {24},
year = {1988},
number = {3},
pages = {245--268},
issn = {0090-9491},
mrclass = {60G07 (90C40)},
mrnumber = {972476},
mrreviewer = {Nicholas Frangos},
doi = {10.1080/17442508808833517},
url = {https://doi.org/10.1080/17442508808833517}
}
@article{dalang:88:on*1,
author = {Dalang, Robert C.},
title = {On infinite perfect graphs and randomized stopping points on the plane},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {78},
year = {1988},
number = {3},
pages = {357--378},
issn = {0178-8051},
mrclass = {60G40 (05C99)},
mrnumber = {949178},
mrreviewer = {U. Krengel},
doi = {10.1007/BF00334200},
url = {https://doi.org/10.1007/BF00334200}
}
@article{dalang:89:optimal,
author = {Dalang, Robert C.},
title = {Optimal stopping of two-parameter processes on nonstandard probability spaces},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {313},
year = {1989},
number = {2},
pages = {697--719},
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mrnumber = {948189},
mrreviewer = {Tom L. Lindstr\"{o}m},
doi = {10.2307/2001425},
url = {https://doi.org/10.2307/2001425}
}
@article{dalang:90:randomization,
author = {Dalang, Robert C.},
title = {Randomization in the two-armed bandit problem},
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fjournal = {The Annals of Probability},
volume = {18},
year = {1990},
number = {1},
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mrreviewer = {Bert Fristedt},
url = {http://links.jstor.org/sici?sici=0091-1798(199001)18:1<218:RITTBP>2.0.CO;2-V&origin=MSN}
}
@article{dalang:99:extending,
author = {Dalang, Robert C.},
title = {Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.'s},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {4},
year = {1999},
pages = {no. 6, 29},
issn = {1083-6489},
mrclass = {60H05 (35R60 60G15 60G48 60H15)},
mrnumber = {1684157},
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mrnumber = {2044672},
mrreviewer = {Fabio\ P.\ Machado},
doi = {10.1214/aop/1079021470},
url = {https://doi.org/10.1214/aop/1079021470}
}
@article{dembo.guionnet.ea:03:moderate,
author = {Dembo, A. and Guionnet, A. and Zeitouni, O.},
title = {Moderate deviations for the spectral measure of certain random matrices},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {39},
year = {2003},
number = {6},
pages = {1013--1042},
issn = {0246-0203},
mrclass = {60F99 (15A42 46L54)},
mrnumber = {2010395},
mrreviewer = {Emmanuel\ C.\ Germain},
doi = {10.1016/S0246-0203(03)00024-4},
url = {https://doi.org/10.1016/S0246-0203(03)00024-4}
}
@article{dembo.karlin.ea:94:critical,
author = {Dembo, Amir and Karlin, Samuel and Zeitouni, Ofer},
title = {Critical phenomena for sequence matching with scoring},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {22},
year = {1994},
number = {4},
pages = {1993--2021},
issn = {0091-1798,2168-894X},
mrclass = {60F10 (60F15)},
mrnumber = {1331213},
url = {http://links.jstor.org/sici?sici=0091-1798(199410)22:4<1993:CPFSMW>2.0.CO;2-D&origin=MSN}
}
@article{dembo.karlin.ea:94:large,
author = {Dembo, Amir and Karlin, Samuel and Zeitouni, Ofer},
title = {Large exceedances for multidimensional {L}\'{e}vy processes},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {4},
year = {1994},
number = {2},
pages = {432--447},
issn = {1050-5164,2168-8737},
mrclass = {60F10 (60J30)},
mrnumber = {1272734},
mrreviewer = {Karl\ Grill},
url = {http://links.jstor.org/sici?sici=1050-5164(199405)4:2<432:LEFMLP>2.0.CO;2-B&origin=MSN}
}
@article{dembo.karlin.ea:94:limit,
author = {Dembo, Amir and Karlin, Samuel and Zeitouni, Ofer},
title = {Limit distribution of maximal non-aligned two-sequence segmental score},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {22},
year = {1994},
number = {4},
pages = {2022--2039},
issn = {0091-1798,2168-894X},
mrclass = {60F10 (60G70)},
mrnumber = {1331214},
url = {http://links.jstor.org/sici?sici=0091-1798(199410)22:4<2022:LDOMNT>2.0.CO;2-B&origin=MSN}
}
@article{dembo.lubetzky.ea:21:universality,
author = {Dembo, Amir and Lubetzky, Eyal and Zeitouni, Ofer},
title = {Universality for {L}angevin-like spin glass dynamics},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {31},
year = {2021},
number = {6},
pages = {2864--2880},
issn = {1050-5164,2168-8737},
mrclass = {60K35 (60F10 60H10 82C31 82C44)},
mrnumber = {4350976},
mrreviewer = {Irene\ Crimaldi},
doi = {10.1214/21-aap1665},
url = {https://doi.org/10.1214/21-aap1665}
}
@article{dembo.mayer-wolf.ea:95:exact,
author = {Dembo, Amir and Mayer-Wolf, Eddy and Zeitouni, Ofer},
title = {Exact behavior of {G}aussian seminorms},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {23},
year = {1995},
number = {3},
pages = {275--280},
issn = {0167-7152,1879-2103},
mrclass = {60G15 (60F10)},
mrnumber = {1340163},
mrreviewer = {Vadim\ R.\ Fatalov},
doi = {10.1016/0167-7152(94)00125-R},
url = {https://doi.org/10.1016/0167-7152(94)00125-R}
}
@article{dembo.peres.ea:00:thick,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Thick points for spatial {B}rownian motion: multifractal analysis of occupation measure},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {1},
pages = {1--35},
issn = {0091-1798,2168-894X},
mrclass = {60J65 (28A78 28A80 60F15 60J55)},
mrnumber = {1755996},
mrreviewer = {Yimin\ Xiao},
doi = {10.1214/aop/1019160110},
url = {https://doi.org/10.1214/aop/1019160110}
}
@article{dembo.peres.ea:00:thin,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Thin points for {B}rownian motion},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {36},
year = {2000},
number = {6},
pages = {749--774},
issn = {0246-0203},
mrclass = {60J65 (28A80)},
mrnumber = {1797392},
mrreviewer = {Robert\ G.\ Smits},
doi = {10.1016/S0246-0203(00)00139-4},
url = {https://doi.org/10.1016/S0246-0203(00)00139-4}
}
@article{dembo.peres.ea:01:thick,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Thick points for planar {B}rownian motion and the {E}rd\H{o}s-{T}aylor conjecture on random walk},
journal = {Acta Math.},
fjournal = {Acta Mathematica},
volume = {186},
year = {2001},
number = {2},
pages = {239--270},
issn = {0001-5962,1871-2509},
mrclass = {60G50 (60J65)},
mrnumber = {1846031},
mrreviewer = {I.\ Cuculescu},
doi = {10.1007/BF02401841},
url = {https://doi.org/10.1007/BF02401841}
}
@article{dembo.peres.ea:02:thick,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Thick points for intersections of planar sample paths},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {354},
year = {2002},
number = {12},
pages = {4969--5003},
issn = {0002-9947,1088-6850},
mrclass = {60J55 (28A80 60G50 60J65)},
mrnumber = {1926845},
mrreviewer = {Patrick\ Fitzsimmons},
doi = {10.1090/S0002-9947-02-03080-5},
url = {https://doi.org/10.1090/S0002-9947-02-03080-5}
}
@article{dembo.peres.ea:04:cover,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Cover times for {B}rownian motion and random walks in two dimensions},
journal = {Ann. of Math. (2)},
fjournal = {Annals of Mathematics. Second Series},
volume = {160},
year = {2004},
number = {2},
pages = {433--464},
issn = {0003-486X,1939-8980},
mrclass = {60J65 (60G50)},
mrnumber = {2123929},
mrreviewer = {M.\ G.\ Shur},
doi = {10.4007/annals.2004.160.433},
url = {https://doi.org/10.4007/annals.2004.160.433}
}
@article{dembo.peres.ea:06:late,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Late points for random walks in two dimensions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {34},
year = {2006},
number = {1},
pages = {219--263},
issn = {0091-1798,2168-894X},
mrclass = {60G50 (28A80 82C41)},
mrnumber = {2206347},
mrreviewer = {M.\ G.\ Shur},
doi = {10.1214/009117905000000387},
url = {https://doi.org/10.1214/009117905000000387}
}
@article{dembo.peres.ea:96:tail,
author = {Dembo, Amir and Peres, Yuval and Zeitouni, Ofer},
title = {Tail estimates for one-dimensional random walk in random environment},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {181},
year = {1996},
number = {3},
pages = {667--683},
issn = {0010-3616,1432-0916},
mrclass = {60J15 (60J10)},
mrnumber = {1414305},
mrreviewer = {Kiyoshi\ Kawazu},
url = {http://projecteuclid.org/euclid.cmp/1104287907}
}
@article{dembo.peres.ea:99:thick,
author = {Dembo, Amir and Peres, Yuval and Rosen, Jay and Zeitouni, Ofer},
title = {Thick points for transient symmetric stable processes},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {4},
year = {1999},
pages = {no. 10, 13},
issn = {1083-6489},
mrclass = {60J55 (60G52)},
mrnumber = {1690314},
mrreviewer = {Larbi\ Alili},
doi = {10.1214/EJP.v4-47},
url = {https://doi.org/10.1214/EJP.v4-47}
}
@article{dembo.poonen.ea:02:random,
author = {Dembo, Amir and Poonen, Bjorn and Shao, Qi-Man and Zeitouni, Ofer},
title = {Random polynomials having few or no real zeros},
journal = {J. Amer. Math. Soc.},
fjournal = {Journal of the American Mathematical Society},
volume = {15},
year = {2002},
number = {4},
pages = {857--892},
issn = {0894-0347,1088-6834},
mrclass = {60G99 (12D10)},
mrnumber = {1915821},
mrreviewer = {V.\ Thangaraj},
doi = {10.1090/S0894-0347-02-00386-7},
url = {https://doi.org/10.1090/S0894-0347-02-00386-7}
}
@article{dembo.rosen.ea:21:limit,
author = {Dembo, Amir and Rosen, Jay and Zeitouni, Ofer},
title = {Limit law for the cover time of a random walk on a binary tree},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {57},
year = {2021},
number = {2},
pages = {830--855},
issn = {0246-0203,1778-7017},
mrclass = {60J80 (60G50 60J85)},
mrnumber = {4260486},
mrreviewer = {Gerold\ Alsmeyer},
doi = {10.1214/20-aihp1098},
url = {https://doi.org/10.1214/20-aihp1098}
}
@article{dembo.shkolnikov.ea:16:large,
author = {Dembo, Amir and Shkolnikov, Mykhaylo and Varadhan, S. R. Srinivasa and Zeitouni, Ofer},
title = {Large deviations for diffusions interacting through their ranks},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {69},
year = {2016},
number = {7},
pages = {1259--1313},
issn = {0010-3640,1097-0312},
mrclass = {60F10 (60J60 60K35)},
mrnumber = {3503022},
mrreviewer = {Markus\ Fischer},
doi = {10.1002/cpa.21640},
url = {https://doi.org/10.1002/cpa.21640}
}
@article{dembo.tsai:16:weakly,
author = {Dembo, Amir and Tsai, Li-Cheng},
title = {Weakly asymmetric non-simple exclusion process and the {K}ardar-{P}arisi-{Z}hang equation},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {341},
year = {2016},
number = {1},
pages = {219--261},
issn = {0010-3616},
mrclass = {60K35 (60F17 60H15)},
mrnumber = {3439226},
mrreviewer = {Mathew Joseph},
doi = {10.1007/s00220-015-2527-1},
url = {https://doi.org/10.1007/s00220-015-2527-1}
}
@article{dembo.tsai:17:equilibrium,
author = {Dembo, Amir and Tsai, Li-Cheng},
title = {Equilibrium fluctuation of the {A}tlas model},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {6B},
pages = {4529--4560},
issn = {0091-1798},
mrclass = {60K35 (60H15 82C22)},
mrnumber = {3737917},
mrreviewer = {Massimo Campanino},
doi = {10.1214/16-AOP1171},
url = {https://doi.org/10.1214/16-AOP1171}
}
@article{dembo.tsai:19:criticality,
author = {Dembo, Amir and Tsai, Li-Cheng},
title = {Criticality of a randomly-driven front},
journal = {Arch. Ration. Mech. Anal.},
fjournal = {Archive for Rational Mechanics and Analysis},
volume = {233},
year = {2019},
number = {2},
pages = {643--699},
issn = {0003-9527},
mrclass = {82C41 (35R35 60F17 60G50 60K35 80A22)},
mrnumber = {3951690},
doi = {10.1007/s00205-019-01365-w},
url = {https://doi.org/10.1007/s00205-019-01365-w}
}
@article{dembo.vershik.ea:00:large,
author = {Dembo, A. and Vershik, A. and Zeitouni, O.},
title = {Large deviations for integer partitions},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {6},
year = {2000},
number = {2},
pages = {147--179},
issn = {1024-2953},
mrclass = {11K99 (05A17 60F10)},
mrnumber = {1778750}
}
@incollection{dembo.zeitouni:02:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations and applications},
booktitle = {Handbook of stochastic analysis and applications},
series = {Statist. Textbooks Monogr.},
volume = {163},
pages = {361--416},
publisher = {Dekker, New York},
year = {2002},
isbn = {0-8247-0660-9},
mrclass = {60F10 (60G50 60J60 60J65)},
mrnumber = {1882715}
}
@book{dembo.zeitouni:10:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations techniques and applications},
series = {Stochastic Modelling and Applied Probability},
volume = {38},
note = {Corrected reprint of the second (1998) edition},
publisher = {Springer-Verlag, Berlin},
year = {2010},
pages = {xvi+396},
isbn = {978-3-642-03310-0},
mrclass = {60F10},
mrnumber = {2571413},
doi = {10.1007/978-3-642-03311-7},
url = {https://doi.org/10.1007/978-3-642-03311-7}
}
@article{dembo.zeitouni:15:matrix,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Matrix optimization under random external fields},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {159},
year = {2015},
number = {6},
pages = {1306--1326},
issn = {0022-4715,1572-9613},
mrclass = {60F10 (82D30)},
mrnumber = {3350373},
mrreviewer = {Wenxin\ Zhou},
doi = {10.1007/s10955-015-1228-7},
url = {https://doi.org/10.1007/s10955-015-1228-7}
}
@article{dembo.zeitouni:86:parameter,
author = {Dembo, A. and Zeitouni, O.},
title = {Parameter estimation of partially observed continuous time stochastic processes via the {EM} algorithm},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {23},
year = {1986},
number = {1},
pages = {91--113},
issn = {0304-4149,1879-209X},
mrclass = {93E10 (62M05 93E14)},
mrnumber = {866289},
mrreviewer = {Richard\ M.\ Hawkes},
doi = {10.1016/0304-4149(86)90018-9},
url = {https://doi.org/10.1016/0304-4149(86)90018-9}
}
@article{dembo.zeitouni:88:general,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {General potential surfaces and neural networks},
journal = {Phys. Rev. A (3)},
fjournal = {Physical Review. A. Third Series},
volume = {37},
year = {1988},
number = {6},
pages = {2134--2143},
issn = {1050-2947,1094-1622},
mrclass = {92A09 (82A99)},
mrnumber = {932921},
doi = {10.1103/PhysRevA.37.2134},
url = {https://doi.org/10.1103/PhysRevA.37.2134}
}
@article{dembo.zeitouni:89:corrigendum,
author = {Dembo, A. and Zeitouni, O.},
title = {Corrigendum: ``{P}arameter estimation of partially observed continuous time stochastic processes via the {EM} algorithm'' [{S}tochastic {P}rocess. {A}ppl. {\bf 23} (1986), no. 1, 91--113; {MR}0866289 (88h:93068)]},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {31},
year = {1989},
number = {1},
pages = {167--169},
issn = {0304-4149,1879-209X},
mrclass = {93E10 (62M05 93E14)},
mrnumber = {996619},
doi = {10.1016/0304-4149(89)90110-5},
url = {https://doi.org/10.1016/0304-4149(89)90110-5}
}
@incollection{dembo.zeitouni:89:on,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {On the relation of anticipative {S}tratonovich and symmetric integrals: a decomposition formula},
booktitle = {Stochastic partial differential equations and applications, {II} ({T}rento, 1988)},
series = {Lecture Notes in Math.},
volume = {1390},
pages = {66--76},
publisher = {Springer, Berlin},
year = {1989},
isbn = {3-540-51510-0},
mrclass = {60H05},
mrnumber = {1019594},
mrreviewer = {David\ Nualart},
doi = {10.1007/BFb0083937},
url = {https://doi.org/10.1007/BFb0083937}
}
@article{dembo.zeitouni:90:maximum,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Maximum a posteriori estimation of elliptic {G}aussian fields observed via a noisy nonlinear channel},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {35},
year = {1990},
number = {2},
pages = {151--167},
issn = {0047-259X,1095-7243},
mrclass = {60H15 (60G60 93E11)},
mrnumber = {1079665},
mrreviewer = {M.\ Zakai},
doi = {10.1016/0047-259X(90)90022-A},
url = {https://doi.org/10.1016/0047-259X(90)90022-A}
}
@article{dembo.zeitouni:91:onsager-machlup,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Onsager-{M}achlup functionals and maximum a posteriori estimation for a class of non-{G}aussian random fields},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {36},
year = {1991},
number = {2},
pages = {243--262},
issn = {0047-259X,1095-7243},
mrclass = {60H15 (60G60)},
mrnumber = {1096669},
mrreviewer = {Marta\ Sanz Sol\'{e}},
doi = {10.1016/0047-259X(91)90060-F},
url = {https://doi.org/10.1016/0047-259X(91)90060-F}
}
@article{dembo.zeitouni:92:erratum,
author = {Dembo, A. and Zeitouni, O.},
title = {Erratum: ``{P}arameter estimation of partially observed continuous time stochastic processes via the {EM} algorithm'' [{S}tochastic {P}rocess. {A}ppl. {\bf 23} (1986), no. 1, 91--113; {MR}0866289 (88h:93068)]},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {40},
year = {1992},
number = {2},
pages = {359--361},
issn = {0304-4149,1879-209X},
mrclass = {93E10 (62F10 62M09 93E14)},
mrnumber = {1158031},
mrreviewer = {Richard\ M.\ Hawkes},
doi = {10.1016/0304-4149(92)90019-M},
url = {https://doi.org/10.1016/0304-4149(92)90019-M}
}
@book{dembo.zeitouni:93:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations techniques and applications},
publisher = {Jones and Bartlett Publishers, Boston, MA},
year = {1993},
pages = {xiv+346},
isbn = {0-86720-291-2},
mrclass = {60F10},
mrnumber = {1202429},
mrreviewer = {Paolo\ Baldi}
}
@article{dembo.zeitouni:94:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {A large deviations analysis of range tracking loops},
journal = {IEEE Trans. Automat. Control},
fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Automatic Control},
volume = {39},
year = {1994},
number = {2},
pages = {360--364},
issn = {0018-9286,1558-2523},
mrclass = {93B55},
mrnumber = {1265421},
doi = {10.1109/9.272334},
url = {https://doi.org/10.1109/9.272334}
}
@incollection{dembo.zeitouni:95:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations via parameter dependent change of measure, and an application to the lower tail of {G}aussian processes},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications ({A}scona, 1993)},
series = {Progr. Probab.},
volume = {36},
pages = {111--121},
publisher = {Birkh\"{a}user, Basel},
year = {1995},
isbn = {3-7643-5241-8},
mrclass = {60F10 (60G15 60J65)},
mrnumber = {1360270},
mrreviewer = {Vadim\ R.\ Fatalov}
}
@incollection{dembo.zeitouni:96:large,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations for random distribution of mass},
booktitle = {Random discrete structures ({M}inneapolis, {MN}, 1993)},
series = {IMA Vol. Math. Appl.},
volume = {76},
pages = {45--53},
publisher = {Springer, New York},
year = {1996},
isbn = {0-387-94623-3},
mrclass = {60F10 (60C05)},
mrnumber = {1395607},
mrreviewer = {David\ J.\ Aldous},
doi = {10.1007/978-1-4612-0719-1\_4},
url = {https://doi.org/10.1007/978-1-4612-0719-1_4}
}
@article{dembo.zeitouni:96:large*1,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Large deviations for subsampling from individual sequences},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {27},
year = {1996},
number = {3},
pages = {201--205},
issn = {0167-7152,1879-2103},
mrclass = {60F10},
mrnumber = {1395567},
mrreviewer = {Tim\ Zajic},
doi = {10.1016/0167-7152(95)00065-8},
url = {https://doi.org/10.1016/0167-7152(95)00065-8}
}
@article{dembo.zeitouni:96:refinements,
author = {Dembo, A. and Zeitouni, O.},
title = {Refinements of the {G}ibbs conditioning principle},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {104},
year = {1996},
number = {1},
pages = {1--14},
issn = {0178-8051,1432-2064},
mrclass = {60F10},
mrnumber = {1367663},
mrreviewer = {Fabienne\ Castell},
doi = {10.1007/BF01303799},
url = {https://doi.org/10.1007/BF01303799}
}
@article{dembo.zeitouni:96:transportation,
author = {Dembo, Amir and Zeitouni, Ofer},
title = {Transportation approach to some concentration inequalities in product spaces},
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author = {Duminil-Copin, Hugo},
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author = {Dunford, Nelson and Schwartz, Jacob T.},
title = {Linear operators. {P}art {II}},
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author = {Dunford, Nelson and Schwartz, Jacob T.},
title = {Linear operators. {P}art {I}},
series = {Wiley Classics Library},
note = {General theory, With the assistance of William G. Bade and Robert G. Bartle, Reprint of the 1958 original, A Wiley-Interscience Publication},
publisher = {John Wiley \& Sons, Inc., New York},
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@article{dunlap.gu.ea:20:fluctuations,
author = {Dunlap, Alexander and Gu, Yu and Ryzhik, Lenya and Zeitouni, Ofer},
title = {Fluctuations of the solutions to the {KPZ} equation in dimensions three and higher},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {176},
year = {2020},
number = {3-4},
pages = {1217--1258},
issn = {0178-8051},
mrclass = {35R60 (60H07 60H15)},
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url = {https://doi.org/10.1007/s00440-019-00938-w}
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@article{dunlap.gu.ea:21:fluctuations,
title = {Fluctuations of the KPZ equation on a large torus},
author = {Alexander Dunlap and Yu Gu and Tomasz Komorowski},
year = {2021},
month = {November},
journal = {preprint arXiv:2111.03650},
url = {https://www.arxiv.org/abs/2111.03650}
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@article{dunlap.gu.ea:21:random,
author = {Dunlap, Alexander and Gu, Yu and Ryzhik, Lenya and Zeitouni, Ofer},
title = {The random heat equation in dimensions three and higher: the homogenization viewpoint},
journal = {Arch. Ration. Mech. Anal.},
fjournal = {Archive for Rational Mechanics and Analysis},
volume = {242},
year = {2021},
number = {2},
pages = {827--873},
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mrclass = {60H15 (35K05)},
mrnumber = {4331017},
mrreviewer = {Shuang Yang},
doi = {10.1007/s00205-021-01694-9},
url = {https://doi.org/10.1007/s00205-021-01694-9}
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@article{dunlap.gu.ea:23:fluctuation,
author = {Dunlap, Alexander and Gu, Yu and Komorowski, Tomasz},
title = {Fluctuation exponents of the {KPZ} equation on a large torus},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {76},
year = {2023},
number = {11},
pages = {3104--3149},
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mrclass = {60H15 (35K05 60H07)},
mrnumber = {4642816},
doi = {10.1002/cpa.22110},
url = {https://doi.org/10.1002/cpa.22110}
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@article{dunlap.gu.ea:23:localization,
author = {Dunlap, Alexander and Gu, Yu and Li, Liying},
title = {Localization length of the {$1+1$} continuum directed random polymer},
journal = {Ann. Henri Poincar\'{e}},
fjournal = {Annales Henri Poincar\'{e}. A Journal of Theoretical and Mathematical Physics},
volume = {24},
year = {2023},
number = {7},
pages = {2537--2555},
issn = {1424-0637,1424-0661},
mrclass = {74H99 (35K05 35R60 82D60)},
mrnumber = {4603188},
doi = {10.1007/s00023-023-01288-z},
url = {https://doi.org/10.1007/s00023-023-01288-z}
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@article{dunlap.gu:22:forward-backward,
author = {Dunlap, Alexander and Gu, Yu},
title = {A forward-backward {SDE} from the 2{D} nonlinear stochastic heat equation},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {50},
year = {2022},
number = {3},
pages = {1204--1253},
issn = {0091-1798},
mrclass = {60H15 (35R60)},
mrnumber = {4413215},
doi = {10.1214/21-aop1563},
url = {https://doi.org/10.1214/21-aop1563}
}
@article{dunlap.gu:22:quenched,
author = {Dunlap, Alexander and Gu, Yu},
title = {A quenched local limit theorem for stochastic flows},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {282},
year = {2022},
number = {6},
pages = {Paper No. 109372, 31},
issn = {0022-1236},
mrclass = {60H15 (60F05 60G60 60J65)},
mrnumber = {4362856},
mrreviewer = {Slobodanka S. Mitrovi\'{c}},
doi = {10.1016/j.jfa.2021.109372},
url = {https://doi.org/10.1016/j.jfa.2021.109372}
}
@incollection{dunster:10:legendre,
author = {Dunster, T. M.},
title = {Legendre and related functions},
booktitle = {N{IST} handbook of mathematical functions},
pages = {351--381},
publisher = {U.S. Dept. Commerce, Washington, DC},
year = {2010},
mrclass = {33C05},
mrnumber = {2655354}
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@book{duoandikoetxea:01:fourier,
author = {Duoandikoetxea, Javier},
title = {Fourier analysis},
series = {Graduate Studies in Mathematics},
volume = {29},
note = {Translated and revised from the 1995 Spanish original by David Cruz-Uribe},
publisher = {American Mathematical Society, Providence, RI},
year = {2001},
pages = {xviii+222},
isbn = {0-8218-2172-5},
mrclass = {42-01},
mrnumber = {1800316},
mrreviewer = {Loukas Grafakos},
doi = {10.1090/gsm/029},
url = {https://doi.org/10.1090/gsm/029}
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@article{duplantier.binder:08:harmonic,
author = {Duplantier, Bertrand and Binder, Ilia A.},
title = {Harmonic measure and winding of random conformal paths: a {C}oulomb gas perspective},
journal = {Nuclear Phys. B},
fjournal = {Nuclear Physics. B. Theoretical, Phenomenological, and Experimental High Energy Physics. Quantum Field Theory and Statistical Systems},
volume = {802},
year = {2008},
number = {3},
pages = {494--513},
issn = {0550-3213},
mrclass = {60J67 (60K35 81T40)},
mrnumber = {2436507},
mrreviewer = {Robert Otto Bauer},
doi = {10.1016/j.nuclphysb.2008.05.020},
url = {https://doi.org/10.1016/j.nuclphysb.2008.05.020}
}
@article{duplantier.guttmann:19:new,
author = {Duplantier, Bertrand and Guttmann, Anthony J.},
title = {New scaling laws for self-avoiding walks: bridges and worms},
journal = {J. Stat. Mech. Theory Exp.},
fjournal = {Journal of Statistical Mechanics: Theory and Experiment},
year = {2019},
number = {10},
pages = {104010, 13},
mrclass = {82B41 (82D60)},
mrnumber = {4031611},
doi = {10.1088/1742-5468/ab4584},
url = {https://doi.org/10.1088/1742-5468/ab4584}
}
@article{duplantier.guttmann:20:statistical,
author = {Duplantier, Bertrand and Guttmann, Anthony J.},
title = {Statistical mechanics of confined polymer networks},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {180},
year = {2020},
number = {1-6},
pages = {1061--1094},
issn = {0022-4715},
mrclass = {82D60 (05C81 60J67)},
mrnumber = {4131026},
doi = {10.1007/s10955-020-02584-2},
url = {https://doi.org/10.1007/s10955-020-02584-2}
}
@article{duplantier.ho.ea:18:logarithmic,
author = {Duplantier, Bertrand and Ho, Xuan Hieu and Le, Thanh Binh and Zinsmeister, Michel},
title = {Logarithmic coefficients and generalized multifractality of whole-plane {SLE}},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {359},
year = {2018},
number = {3},
pages = {823--868},
issn = {0010-3616},
mrclass = {60J67 (30C35 30C50 30C55)},
mrnumber = {3784533},
mrreviewer = {Xin Sun},
doi = {10.1007/s00220-017-3046-z},
url = {https://doi.org/10.1007/s00220-017-3046-z}
}
@article{duplantier.kostov:90:geometrical,
author = {Duplantier, Bertrand and Kostov, Ivan K.},
title = {Geometrical critical phenomena on a random surface of arbitrary genus},
journal = {Nuclear Phys. B},
fjournal = {Nuclear Physics. B. Theoretical, Phenomenological, and Experimental High Energy Physics. Quantum Field Theory and Statistical Systems},
volume = {340},
year = {1990},
number = {2-3},
pages = {491--541},
issn = {0550-3213},
mrclass = {82B41 (81T40 82B23 82B43)},
mrnumber = {1068092},
mrreviewer = {Sergei V. Pokrovskiu{i}},
doi = {10.1016/0550-3213(90)90456-N},
url = {https://doi.org/10.1016/0550-3213(90)90456-N}
}
@article{duplantier.lawler.ea:93:geometry,
author = {Duplantier, B. and Lawler, G. F. and Le Gall, J.-F. and Lyons, T. J.},
title = {The geometry of the {B}rownian curve},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {117},
year = {1993},
number = {1},
pages = {91--106},
issn = {0007-4497},
mrclass = {60J65 (31A20 60G17 60J15 60J50 60K35)},
mrnumber = {1205413},
mrreviewer = {Krzysztof Burdzy}
}
@article{duplantier.ludwig:91:multifractals,
author = {Duplantier, Bertrand and Ludwig, Andreas W. W.},
title = {Multifractals, operator product expansion, and field theory},
journal = {Phys. Rev. Lett.},
fjournal = {Physical Review Letters},
volume = {66},
year = {1991},
number = {3},
pages = {247--251},
issn = {0031-9007},
mrclass = {82B27 (81T99)},
mrnumber = {1086317},
doi = {10.1103/PhysRevLett.66.247},
url = {https://doi.org/10.1103/PhysRevLett.66.247}
}
@article{duplantier.nguyen.ea:15:coefficient,
author = {Duplantier, Bertrand and Nguyen, Chi and Nguyen, Nga and Zinsmeister, Michel},
title = {The coefficient problem and multifractality of whole-plane {SLE} \& {LLE}},
journal = {Ann. Henri Poincar\'{e}},
fjournal = {Annales Henri Poincar\'{e}. A Journal of Theoretical and Mathematical Physics},
volume = {16},
year = {2015},
number = {6},
pages = {1311--1395},
issn = {1424-0637},
mrclass = {60J67 (30C50 30C55 30C80)},
mrnumber = {3345643},
mrreviewer = {Fredrik Johansson Viklund},
doi = {10.1007/s00023-014-0351-3},
url = {https://doi.org/10.1007/s00023-014-0351-3}
}
@article{duplantier.rhodes.ea:14:critical,
author = {Duplantier, Bertrand and Rhodes, R\'{e}mi and Sheffield, Scott and Vargas, Vincent},
title = {Critical {G}aussian multiplicative chaos: convergence of the derivative martingale},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {5},
pages = {1769--1808},
issn = {0091-1798},
mrclass = {60G57 (60G15 60G60)},
mrnumber = {3262492},
doi = {10.1214/13-AOP890},
url = {https://doi.org/10.1214/13-AOP890}
}
@article{duplantier.rhodes.ea:14:renormalization,
author = {Duplantier, Bertrand and Rhodes, R\'{e}mi and Sheffield, Scott and Vargas, Vincent},
title = {Renormalization of critical {G}aussian multiplicative chaos and {KPZ} relation},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {330},
year = {2014},
number = {1},
pages = {283--330},
issn = {0010-3616},
mrclass = {60G15 (60G57 60G60 81T40)},
mrnumber = {3215583},
mrreviewer = {Narn-Rueih Shieh},
doi = {10.1007/s00220-014-2000-6},
url = {https://doi.org/10.1007/s00220-014-2000-6}
}
@incollection{duplantier.rhodes.ea:17:log-correlated,
author = {Duplantier, Bertrand and Rhodes, R\'{e}mi and Sheffield, Scott and Vargas, Vincent},
title = {Log-correlated {G}aussian fields: an overview},
booktitle = {Geometry, analysis and probability},
series = {Progr. Math.},
volume = {310},
pages = {191--216},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {2017},
mrclass = {60D05 (60G22)},
mrnumber = {3821928}
}
@article{duplantier.saleur:89:exact,
author = {Duplantier, B. and Saleur, H.},
title = {Exact fractal dimension of {$2$}{D} {I}sing clusters. {C}omment on: ``{S}caling and fractal dimension of {I}sing clusters at the {$d=2$} critical point'' [{P}hys. {R}ev. {L}ett. {\bf 62} (1989), no. 10, 1067--1070; {MR}0982648 (89k:82107)] by {A}. {L}. {S}tella and {C}. {V}anderzande},
note = {With a reply by Stella and Vanderzande},
journal = {Phys. Rev. Lett.},
fjournal = {Physical Review Letters},
volume = {63},
year = {1989},
number = {22},
pages = {2536--2537},
issn = {0031-9007},
mrclass = {82A68 (82A25)},
mrnumber = {1024256},
doi = {10.1103/PhysRevLett.63.2536},
url = {https://doi.org/10.1103/PhysRevLett.63.2536}
}
@article{duplantier.sheffield:09:duality,
author = {Duplantier, Bertrand and Sheffield, Scott},
title = {Duality and the {K}nizhnik-{P}olyakov-{Z}amolodchikov relation in {L}iouville quantum gravity},
journal = {Phys. Rev. Lett.},
fjournal = {Physical Review Letters},
volume = {102},
year = {2009},
number = {15},
pages = {150603, 4},
issn = {0031-9007},
mrclass = {83C80 (83C45)},
mrnumber = {2501276},
doi = {10.1103/PhysRevLett.102.150603},
url = {https://doi.org/10.1103/PhysRevLett.102.150603}
}
@article{duplantier.sheffield:11:liouville,
author = {Duplantier, Bertrand and Sheffield, Scott},
title = {Liouville quantum gravity and {KPZ}},
journal = {Invent. Math.},
fjournal = {Inventiones Mathematicae},
volume = {185},
year = {2011},
number = {2},
pages = {333--393},
issn = {0020-9910},
mrclass = {81T40 (60K35)},
mrnumber = {2819163},
mrreviewer = {Lee-Peng Teo},
doi = {10.1007/s00222-010-0308-1},
url = {https://doi.org/10.1007/s00222-010-0308-1}
}
@article{duplantier:00:conformally,
author = {Duplantier, Bertrand},
title = {Conformally invariant fractals and potential theory},
journal = {Phys. Rev. Lett.},
fjournal = {Physical Review Letters},
volume = {84},
year = {2000},
number = {7},
pages = {1363--1367},
issn = {0031-9007},
mrclass = {82B99},
mrnumber = {1740371},
mrreviewer = {Tatiana Allen},
doi = {10.1103/PhysRevLett.84.1363},
url = {https://doi.org/10.1103/PhysRevLett.84.1363}
}
@article{duplantier:03:conformal,
author = {Duplantier, Bertrand},
title = {Conformal spiral multifractals},
journal = {Ann. Henri Poincar\'{e}},
fjournal = {Annales Henri Poincar\'{e}. A Journal of Theoretical and Mathematical Physics},
volume = {4},
year = {2003},
number = {suppl. 1},
pages = {S401--S426},
issn = {1424-0637},
mrclass = {82B27 (82B20 82B31)},
mrnumber = {2037566},
mrreviewer = {Christophe Giraud},
doi = {10.1007/s00023-003-0931-0},
url = {https://doi.org/10.1007/s00023-003-0931-0}
}
@incollection{duplantier:03:higher,
author = {Duplantier, Bertrand},
title = {Higher conformal multifractality},
note = {Special issue in honor of Michael E. Fisher's 70th birthday (Piscataway, NJ, 2001)},
journal = {J. Statist. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {110},
year = {2003},
number = {3-6},
pages = {691--738},
issn = {0022-4715},
mrclass = {82B41 (28A80 60J65 60K35 83C45)},
mrnumber = {1964687},
doi = {10.1023/A:1022107818494},
url = {https://doi.org/10.1023/A:1022107818494}
}
@incollection{duplantier:03:introduction,
author = {Duplantier, Bertrand},
title = {Introduction \`a l'effet {C}asimir},
booktitle = {Poincar\'{e} {S}eminar 2002},
series = {Prog. Math. Phys.},
volume = {30},
pages = {53--69},
publisher = {Birkh\"{a}user, Basel},
year = {2003},
mrclass = {81T99 (81-02 81-05)},
mrnumber = {2169910}
}
@incollection{duplantier:04:conformal,
author = {Duplantier, Bertrand},
title = {Conformal fractal geometry \& boundary quantum gravity},
booktitle = {Fractal geometry and applications: a jubilee of {B}eno\^{i}t {M}andelbrot, {P}art 2},
series = {Proc. Sympos. Pure Math.},
volume = {72},
pages = {365--482},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2004},
mrclass = {82B41 (05C80 31C20 60D05 60J45 60J65 60K35 83C45)},
mrnumber = {2112128}
}
@incollection{duplantier:06:brownian,
author = {Duplantier, Bertrand},
title = {Brownian motion, ``diverse and undulating''},
booktitle = {Einstein, 1905--2005},
series = {Prog. Math. Phys.},
volume = {47},
pages = {201--293},
note = {Translated from the French by Emily Parks},
publisher = {Birkh\"{a}user, Basel},
year = {2006},
mrclass = {82-03 (01A05 60-03 60J65 82B41)},
mrnumber = {2208205},
doi = {10.1007/3-7643-7436-5\_8},
url = {https://doi.org/10.1007/3-7643-7436-5_8}
}
@incollection{duplantier:06:conformal,
author = {Duplantier, Bertrand},
title = {Conformal random geometry},
booktitle = {Mathematical statistical physics},
pages = {101--217},
publisher = {Elsevier B. V., Amsterdam},
year = {2006},
mrclass = {82B27 (60J67 60K35 81T40 82-02 83C27)},
mrnumber = {2581884},
mrreviewer = {Roland M. Friedrich},
doi = {10.1016/S0924-8099(06)80040-5},
url = {https://doi.org/10.1016/S0924-8099(06)80040-5}
}
@incollection{duplantier:10:liouville,
author = {Duplantier, Bertrand},
title = {Liouville quantum gravity \& the {KPZ} relation: a rigorous perspective},
booktitle = {X{VI}th {I}nternational {C}ongress on {M}athematical {P}hysics},
pages = {56--85},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2010},
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mrnumber = {2730791},
doi = {10.1142/9789814304634\_0003},
url = {https://doi.org/10.1142/9789814304634_0003}
}
@incollection{duplantier:10:rigorous,
author = {Duplantier, B.},
title = {A rigorous perspective on {L}iouville quantum gravity and the {KPZ} relation},
booktitle = {Exact methods in low-dimensional statistical physics and quantum computing},
pages = {529--561},
publisher = {Oxford Univ. Press, Oxford},
year = {2010},
mrclass = {81T40 (81T27)},
mrnumber = {2668656},
mrreviewer = {Lee-Peng Teo}
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@article{duplantier:13:b2-m,
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journal = {Gaz. Math.},
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issn = {0224-8999},
mrclass = {60J65 (01A70 28A80 60-03 60G22)},
mrnumber = {3099254}
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@inproceedings{duplantier:14:liouville,
author = {Duplantier, Bertrand},
title = {Liouville quantum gravity, {KPZ} and {S}chramm-{L}oewner evolution},
booktitle = {Proceedings of the {I}nternational {C}ongress of {M}athematicians---{S}eoul 2014. {V}ol. {III}},
pages = {1035--1061},
publisher = {Kyung Moon Sa, Seoul},
year = {2014},
mrclass = {81T40 (60J67 83C45)},
mrnumber = {3729063}
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author = {Duplantier, Bertrand},
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journal = {C. R. Acad. Sci. Paris S\'{e}r. I Math.},
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issn = {0249-6291},
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author = {Duplantier, Bertrand},
title = {Fractal critical phenomena in two dimensions and conformal invariance},
booktitle = {Fractals' physical origin and properties ({E}rice, 1988)},
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url = {https://doi.org/10.1007/978-1-4899-3499-4_4}
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@incollection{duplantier:89:fractals,
author = {Duplantier, Bertrand},
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note = {Fractals in physics (Vence, 1989)},
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doi = {10.1016/0167-2789(89)90175-9},
url = {https://doi.org/10.1016/0167-2789(89)90175-9}
}
@incollection{duplantier:89:statistical,
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pages = {225--261},
publisher = {World Sci. Publ., Teaneck, NJ},
year = {1989},
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mrnumber = {1098098}
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@incollection{duplantier:89:two-dimensional,
author = {Duplantier, Bertrand},
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journal = {Phys. Rep.},
fjournal = {Physics Reports. A Review Section of Physics Letters},
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year = {1989},
number = {2-4},
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url = {https://doi.org/10.1016/0370-1573(89)90042-2}
}
@incollection{duplantier:90:conformal,
author = {Duplantier, B.},
title = {Conformal invariance self-avoiding walks in the plane or on a random surface},
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pages = {393--408},
publisher = {North-Holland, Amsterdam},
year = {1990},
mrclass = {82A42},
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url = {https://doi.org/10.1016/0378-4371(90)90369-4}
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pages = {171--223},
publisher = {North-Holland, Amsterdam},
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mrclass = {82B41 (82-02 82B28 82D60)},
mrnumber = {1103831},
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@incollection{duplantier:90:two-dimensional,
author = {Duplantier, Bertrand},
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url = {https://doi.org/10.1016/0378-4371(90)90326-N}
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@incollection{duplantier:92:statistical,
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url = {https://doi.org/10.1016/0550-3213(94)90157-0}
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@incollection{duplantier:99:conformal,
author = {Duplantier, Bertrand},
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pages = {185--206},
publisher = {Springer, London},
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mrclass = {82B41 (60K35 82B43)},
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journal = {J. Evol. Equ.},
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url = {https://doi.org/10.1007/s00440-022-01153-w}
}
@article{foondun.joseph:14:remarks,
author = {Foondun, Mohammud and Joseph, Mathew},
title = {Remarks on non-linear noise excitability of some stochastic heat equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {124},
year = {2014},
number = {10},
pages = {3429--3440},
issn = {0304-4149},
mrclass = {60H15 (82B44)},
mrnumber = {3231626},
mrreviewer = {Guangying Lv},
doi = {10.1016/j.spa.2014.04.015},
url = {https://doi.org/10.1016/j.spa.2014.04.015}
}
@article{foondun.khoshnevisan.ea:11:local-time,
author = {Foondun, Mohammud and Khoshnevisan, Davar and Nualart, Eulalia},
title = {A local-time correspondence for stochastic partial differential equations},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {363},
year = {2011},
number = {5},
pages = {2481--2515},
issn = {0002-9947},
mrclass = {60H15 (35R60 60J55)},
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mrreviewer = {Robert C. Dalang},
doi = {10.1090/S0002-9947-2010-05017-2},
url = {https://doi.org/10.1090/S0002-9947-2010-05017-2}
}
@article{foondun.khoshnevisan.ea:15:analysis,
author = {Foondun, Mohammud and Khoshnevisan, Davar and Mahboubi, Pejman},
title = {Analysis of the gradient of the solution to a stochastic heat equation via fractional {B}rownian motion},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {3},
year = {2015},
number = {2},
pages = {133--158},
issn = {2194-0401},
mrclass = {60H15 (35R60 47B80 60G17 60H10)},
mrnumber = {3350450},
mrreviewer = {Jie Xiong},
doi = {10.1007/s40072-015-0045-y},
url = {https://doi.org/10.1007/s40072-015-0045-y}
}
@article{foondun.khoshnevisan:09:intermittence,
author = {Foondun, Mohammud and Khoshnevisan, Davar},
title = {Intermittence and nonlinear parabolic stochastic partial differential equations},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {14},
year = {2009},
pages = {no. 21, 548--568},
mrclass = {60H15 (60H20)},
mrnumber = {2480553},
mrreviewer = {Peter Bernard Weichman},
doi = {10.1214/EJP.v14-614},
url = {https://doi.org/10.1214/EJP.v14-614}
}
@article{foondun.khoshnevisan:10:on,
author = {Foondun, Mohammud and Khoshnevisan, Davar},
title = {On the global maximum of the solution to a stochastic heat equation with compact-support initial data},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {46},
year = {2010},
number = {4},
pages = {895--907},
issn = {0246-0203},
mrclass = {35R60 (35B45 35K05 60H15)},
mrnumber = {2744876},
doi = {10.1214/09-AIHP328},
url = {https://doi.org/10.1214/09-AIHP328}
}
@article{foondun.khoshnevisan:12:asymptotic,
author = {Foondun, Mohammud and Khoshnevisan, Davar},
title = {An asymptotic theory for randomly forced discrete nonlinear heat equations},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {18},
year = {2012},
number = {3},
pages = {1042--1060},
issn = {1350-7265},
mrclass = {60H15 (60H99)},
mrnumber = {2948912},
mrreviewer = {Sergey V. Lototsky},
doi = {10.3150/11-BEJ357},
url = {https://doi.org/10.3150/11-BEJ357}
}
@article{foondun.khoshnevisan:13:on,
author = {Foondun, Mohammud and Khoshnevisan, Davar},
title = {On the stochastic heat equation with spatially-colored random forcing},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {365},
year = {2013},
number = {1},
pages = {409--458},
issn = {0002-9947},
mrclass = {60H15},
mrnumber = {2984063},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1090/S0002-9947-2012-05616-9},
url = {https://doi.org/10.1090/S0002-9947-2012-05616-9}
}
@article{foondun.khoshnevisan:14:corrections,
author = {Foondun, Mohammud and Khoshnevisan, Davar},
title = {Corrections and improvements to: ``{O}n the stochastic heat equation with spatially-colored random forcing'' [MR2984063]},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {366},
year = {2014},
number = {1},
pages = {561--562},
issn = {0002-9947},
mrclass = {60H15},
mrnumber = {3118407},
doi = {10.1090/S0002-9947-2013-06201-0},
url = {https://doi.org/10.1090/S0002-9947-2013-06201-0}
}
@article{foondun.liu.ea:17:moment,
author = {Foondun, Mohammud and Liu, Wei and Omaba, McSylvester},
title = {Moment bounds for a class of fractional stochastic heat equations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {4},
pages = {2131--2153},
issn = {0091-1798},
mrclass = {60H15 (82B44)},
mrnumber = {3693959},
mrreviewer = {Yu-Ting Chen},
doi = {10.1214/16-AOP1108},
url = {https://doi.org/10.1214/16-AOP1108}
}
@article{foondun.liu.ea:19:some,
author = {Foondun, Mohammud and Liu, Wei and Nane, Erkan},
title = {Some non-existence results for a class of stochastic partial differential equations},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {266},
year = {2019},
number = {5},
pages = {2575--2596},
issn = {0022-0396},
mrclass = {35R60 (60H15)},
mrnumber = {3906260},
doi = {10.1016/j.jde.2018.08.039},
url = {https://doi.org/10.1016/j.jde.2018.08.039}
}
@article{foondun.mijena.ea:16:non-linear,
author = {Foondun, Mohammud and Mijena, Jebessa B. and Nane, Erkan},
title = {Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains},
journal = {Fract. Calc. Appl. Anal.},
fjournal = {Fractional Calculus and Applied Analysis. An International Journal for Theory and Applications},
volume = {19},
year = {2016},
number = {6},
pages = {1527--1553},
issn = {1311-0454},
mrclass = {60H15 (26A33 35R11 35R60)},
mrnumber = {3589364},
doi = {10.1515/fca-2016-0079},
url = {https://doi.org/10.1515/fca-2016-0079}
}
@article{foondun.nane:17:asymptotic,
author = {Foondun, Mohammud and Nane, Erkan},
title = {Asymptotic properties of some space-time fractional stochastic equations},
journal = {Math. Z.},
fjournal = {Mathematische Zeitschrift},
volume = {287},
year = {2017},
number = {1-2},
pages = {493--519},
issn = {0025-5874},
mrclass = {60H15 (60G22)},
mrnumber = {3694685},
mrreviewer = {Zhi Wang},
doi = {10.1007/s00209-016-1834-3},
url = {https://doi.org/10.1007/s00209-016-1834-3}
}
@article{foondun.nualart:15:on,
author = {Foondun, Mohammud and Nualart, Eulalia},
title = {On the behaviour of stochastic heat equations on bounded domains},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {12},
year = {2015},
number = {2},
pages = {551--571},
mrclass = {60H15},
mrnumber = {3382572},
mrreviewer = {Jingyu Huang}
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@article{foondun.nualart:21:osgood,
author = {Foondun, Mohammud and Nualart, Eulalia},
title = {The {O}sgood condition for stochastic partial differential equations},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {27},
year = {2021},
number = {1},
pages = {295--311},
issn = {1350-7265},
mrclass = {60H15},
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mrreviewer = {Leila Setayeshgar},
doi = {10.3150/20-BEJ1240},
url = {https://doi.org/10.3150/20-BEJ1240}
}
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author = {Foondun, Mohammud and Nualart, Eulalia},
title = {Non-existence results for stochastic wave equations in one dimension},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {318},
year = {2022},
pages = {557--578},
issn = {0022-0396},
mrclass = {60H15 (35K57)},
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doi = {10.1016/j.jde.2022.02.038},
url = {https://doi.org/10.1016/j.jde.2022.02.038}
}
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author = {Foondun, Mohammud and Parshad, Rana D.},
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year = {2015},
number = {9},
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mrreviewer = {Carles Rovira},
doi = {10.1090/proc/12036},
url = {https://doi.org/10.1090/proc/12036}
}
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doi = {10.1016/j.spl.2016.10.019},
url = {https://doi.org/10.1016/j.spl.2016.10.019}
}
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author = {Gu, Yu and Bal, Guillaume},
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author = {Gu, Yu and Bal, Guillaume},
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author = {Gu, Yu and Bal, Guillaume},
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journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
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volume = {3},
year = {2015},
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url = {https://doi.org/10.1007/s40072-014-0040-8}
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@article{gu.bal:15:homogenization,
author = {Gu, Yu and Bal, Guillaume},
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volume = {125},
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doi = {10.1016/j.spa.2014.07.024},
url = {https://doi.org/10.1016/j.spa.2014.07.024}
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@article{gu.bal:16:weak,
author = {Gu, Yu and Bal, Guillaume},
title = {Weak convergence approach for parabolic equations with large, highly oscillatory, random potential},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
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year = {2016},
number = {1},
pages = {261--285},
issn = {0246-0203},
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mrnumber = {3449303},
mrreviewer = {Taras A. Mel{\cprime}nyk},
doi = {10.1214/14-AIHP637},
url = {https://doi.org/10.1214/14-AIHP637}
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@article{gu.henderson:21:pde,
author = {Gu, Yu and Henderson, Christopher},
title = {A {PDE} hierarchy for directed polymers in random environments},
journal = {Nonlinearity},
fjournal = {Nonlinearity},
volume = {34},
year = {2021},
number = {10},
pages = {7335--7370},
issn = {0951-7715},
mrclass = {82D60 (35K57 60H15)},
mrnumber = {4321407},
mrreviewer = {G\"{o}khan Yi ldi ri m},
doi = {10.1088/1361-6544/ac23b7},
url = {https://doi.org/10.1088/1361-6544/ac23b7}
}
@article{gu.henderson:23:long-time,
author = {Gu, Yu and Henderson, Christopher},
title = {Long-time behaviour for a nonlocal model from directed polymers},
journal = {Nonlinearity},
fjournal = {Nonlinearity},
volume = {36},
year = {2023},
number = {2},
pages = {902--954},
issn = {0951-7715},
mrclass = {82D60 (35K57 60H15)},
mrnumber = {4527140}
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@article{gu.huang:18:chaos,
author = {Gu, Yu and Huang, Jingyu},
title = {Chaos expansion of 2{D} parabolic {A}nderson model},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {23},
year = {2018},
pages = {Paper No. 26, 10},
mrclass = {60H15 (35R60 60H07)},
mrnumber = {3798237},
mrreviewer = {Robert C. Dalang},
doi = {10.1214/18-ECP129},
url = {https://doi.org/10.1214/18-ECP129}
}
@article{gu.komorowski.ea:18:fluctuations,
author = {Gu, Yu and Komorowski, Tomasz and Ryzhik, Lenya},
title = {Fluctuations of random semilinear advection equations},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {50},
year = {2018},
number = {5},
pages = {5293--5336},
issn = {0036-1410},
mrclass = {60K37 (35B25 35R60)},
mrnumber = {3860120},
doi = {10.1137/18M116842X},
url = {https://doi.org/10.1137/18M116842X}
}
@article{gu.komorowski.ea:18:schrodinger,
author = {Gu, Yu and Komorowski, Tomasz and Ryzhik, Lenya},
title = {The {S}chr\"{o}dinger equation with spatial white noise: the average wave function},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {274},
year = {2018},
number = {7},
pages = {2113--2138},
issn = {0022-1236},
mrclass = {35Q41 (35R60)},
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mrreviewer = {Gaetano Siciliano},
doi = {10.1016/j.jfa.2018.01.015},
url = {https://doi.org/10.1016/j.jfa.2018.01.015}
}
@article{gu.komorowski:21:gaussian,
author = {Gu, Yu and Komorowski, Tomasz},
title = {Gaussian fluctuations from random {S}chr\"{o}dinger equation},
journal = {Comm. Partial Differential Equations},
fjournal = {Communications in Partial Differential Equations},
volume = {46},
year = {2021},
number = {2},
pages = {201--232},
issn = {0360-5302},
mrclass = {60H15 (35Q55 35R60)},
mrnumber = {4207947},
doi = {10.1080/03605302.2020.1836493},
url = {https://doi.org/10.1080/03605302.2020.1836493}
}
@article{gu.komorowski:21:high,
title = {High temperature behaviors of the directed polymer on a cylinder},
author = {Yu Gu and Tomasz Komorowski},
year = {2021},
month = {October},
journal = {preprint arXiv:2110.07368},
url = {https://www.arxiv.org/abs/2110.07368}
}
@article{gu.komorowski:21:kpz,
title = {KPZ on torus: Gaussian fluctuations},
author = {Yu Gu and Tomasz Komorowski},
year = {2021},
month = {April},
journal = {preprint arXiv:2104.13540},
url = {https://www.arxiv.org/abs/2104.13540}
}
@article{gu.komorowski:22:another,
title = {Another look at the Bal\'azs-Quastel-Sepp\"al\"ainen theorem},
author = {Yu Gu and Tomasz Komorowski},
year = {2022},
month = {March},
journal = {preprint arXiv:2203.03733},
url = {https://www.arxiv.org/abs/2203.03733}
}
@article{gu.komorowski:22:gaussian,
author = {Gu, Yu and Komorowski, Tomasz},
title = {Gaussian fluctuations of replica overlap in directed polymers},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {27},
year = {2022},
pages = {Paper No. 33, 12},
mrclass = {60H15 (60H07 82D60)},
mrnumber = {4458031},
mrreviewer = {Achim Klenke},
doi = {10.18287/2541-7525-2021-27-2-33-47},
url = {https://doi.org/10.18287/2541-7525-2021-27-2-33-47}
}
@article{gu.komorowski:22:gaussian*1,
title = {Gaussian fluctuations of replica overlap in directed polymers},
author = {Yu Gu and Tomasz Komorowski},
year = {2022},
month = {January},
journal = {preprint arXiv:2201.07097},
url = {https://www.arxiv.org/abs/2201.07097}
}
@article{gu.komorowski:22:high,
author = {Gu, Yu and Komorowski, Tomasz},
title = {High temperature behaviors of the directed polymer on a cylinder},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {186},
year = {2022},
number = {3},
pages = {Paper No. 48, 15},
issn = {0022-4715},
mrclass = {60K35 (60K37 82D60)},
mrnumber = {4379456},
doi = {10.1007/s10955-022-02899-2},
url = {https://doi.org/10.1007/s10955-022-02899-2}
}
@article{gu.komorowski:23:another,
author = {Gu, Yu and Komorowski, Tomasz},
title = {Another look at the {B}al\'{a}zs-{Q}uastel-{S}epp\"{a}l\"{a}inen theorem},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {376},
year = {2023},
number = {4},
pages = {2947--2962},
issn = {0002-9947,1088-6850},
mrclass = {35R60 (60H07 60H15)},
mrnumber = {4557886},
doi = {10.1090/tran/8847},
url = {https://doi.org/10.1090/tran/8847}
}
@article{gu.komorowski:23:fluctuations,
author = {Gu, Yu and Komorowski, Tomasz},
title = {Fluctuations of the winding number of a directed polymer on a cylinder},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {55},
year = {2023},
number = {4},
pages = {3262--3286},
issn = {0036-1410,1095-7154},
mrclass = {82D60 (35B27 60F05)},
mrnumber = {4621930},
doi = {10.1137/22M1512508},
url = {https://doi.org/10.1137/22M1512508}
}
@article{gu.li:20:fluctuations,
author = {Gu, Yu and Li, Jiawei},
title = {Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {52},
year = {2020},
number = {6},
pages = {5422--5440},
issn = {0036-1410},
mrclass = {60H07 (60F05 60G15 60H15)},
mrnumber = {4169750},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1137/19M1296380},
url = {https://doi.org/10.1137/19M1296380}
}
@article{gu.mourrat:16:pointwise,
author = {Gu, Yu and Mourrat, Jean-Christophe},
title = {Pointwise two-scale expansion for parabolic equations with random coefficients},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {166},
year = {2016},
number = {1-2},
pages = {585--618},
issn = {0178-8051},
mrclass = {35B27 (35K15 35R60 60F05 60G44 60K37)},
mrnumber = {3547747},
doi = {10.1007/s00440-015-0667-z},
url = {https://doi.org/10.1007/s00440-015-0667-z}
}
@article{gu.mourrat:16:scaling,
author = {Gu, Yu and Mourrat, Jean-Christophe},
title = {Scaling limit of fluctuations in stochastic homogenization},
journal = {Multiscale Model. Simul.},
fjournal = {Multiscale Modeling \& Simulation. A SIAM Interdisciplinary Journal},
volume = {14},
year = {2016},
number = {1},
pages = {452--481},
issn = {1540-3459},
mrclass = {35B27 (35J15 35R60 60G15 60G60)},
mrnumber = {3477309},
mrreviewer = {Alexander A. Pankov},
doi = {10.1137/15M1010683},
url = {https://doi.org/10.1137/15M1010683}
}
@article{gu.mourrat:17:on,
author = {Gu, Yu and Mourrat, Jean-Christophe},
title = {On generalized {G}aussian free fields and stochastic homogenization},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {22},
year = {2017},
pages = {Paper No. 28, 21},
mrclass = {60G60 (35B27 35R60 60G15)},
mrnumber = {3629872},
doi = {10.1214/17-EJP51},
url = {https://doi.org/10.1214/17-EJP51}
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@article{gu.quastel.ea:21:moments,
author = {Gu, Yu and Quastel, Jeremy and Tsai, Li-Cheng},
title = {Moments of the 2{D} {SHE} at criticality},
journal = {Probab. Math. Phys.},
fjournal = {Probability and Mathematical Physics},
volume = {2},
year = {2021},
number = {1},
pages = {179--219},
issn = {2690-0998},
mrclass = {60H15 (35R60 46N30 82D60)},
mrnumber = {4404819},
doi = {10.2140/pmp.2021.2.179},
url = {https://doi.org/10.2140/pmp.2021.2.179}
}
@article{gu.ryzhik.ea:18:edwards-wilkinson,
author = {Gu, Yu and Ryzhik, Lenya and Zeitouni, Ofer},
title = {The {E}dwards-{W}ilkinson limit of the random heat equation in dimensions three and higher},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {363},
year = {2018},
number = {2},
pages = {351--388},
issn = {0010-3616},
mrclass = {60H15},
mrnumber = {3851818},
mrreviewer = {Hongbo Fu},
doi = {10.1007/s00220-018-3202-0},
url = {https://doi.org/10.1007/s00220-018-3202-0}
}
@article{gu.ryzhik:16:random,
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url = {https://doi.org/10.1016/S0304-4149(97)00103-8}
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@book{hahn.ozisik:12:heat,
title = {Heat Conduction},
author = {Hahn, David W. and {\"O}zisik, M.~Necati},
isbn = {9781118330111},
lccn = {2011052322},
url = {https://books.google.com/books?id=C9qwb9Vymy8C},
year = {2012},
edition = {3rd},
publisher = {Wiley}
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@article{hairer.hutzenthaler.ea:15:loss,
author = {Hairer, Martin and Hutzenthaler, Martin and Jentzen, Arnulf},
title = {Loss of regularity for {K}olmogorov equations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {43},
year = {2015},
number = {2},
pages = {468--527},
issn = {0091-1798},
mrclass = {35K15 (35B65)},
mrnumber = {3305998},
doi = {10.1214/13-AOP838},
url = {https://doi.org/10.1214/13-AOP838}
}
@article{hairer.iberti:18:tightness,
author = {Hairer, Martin and Iberti, Massimo},
title = {Tightness of the {I}sing-{K}ac model on the two-dimensional torus},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {171},
year = {2018},
number = {4},
pages = {632--655},
issn = {0022-4715},
mrclass = {82C20 (35R60 60H15 82C22)},
mrnumber = {3790155},
doi = {10.1007/s10955-018-2033-x},
url = {https://doi.org/10.1007/s10955-018-2033-x}
}
@article{hairer.iyer.ea:18:fractional,
author = {Hairer, Martin and Iyer, Gautam and Koralov, Leonid and Novikov, Alexei and Pajor-Gyulai, Zsolt},
title = {A fractional kinetic process describing the intermediate time behaviour of cellular flows},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {46},
year = {2018},
number = {2},
pages = {897--955},
issn = {0091-1798},
mrclass = {60H10 (26A33 35R11 35R60 60F17 60H30 76R50)},
mrnumber = {3773377},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/17-AOP1196},
url = {https://doi.org/10.1214/17-AOP1196}
}
@article{hairer.kelly:12:stochastic,
author = {Hairer, Martin and Kelly, David},
title = {Stochastic {PDE}s with multiscale structure},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {17},
year = {2012},
pages = {no. 52, 38},
mrclass = {60H15 (35B27)},
mrnumber = {2955044},
mrreviewer = {Mamadou Sango},
doi = {10.1214/EJP.v17-1807},
url = {https://doi.org/10.1214/EJP.v17-1807}
}
@article{hairer.kelly:15:geometric,
author = {Hairer, Martin and Kelly, David},
title = {Geometric versus non-geometric rough paths},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {51},
year = {2015},
number = {1},
pages = {207--251},
issn = {0246-0203},
mrclass = {60H10},
mrnumber = {3300969},
mrreviewer = {Keisuke Hara},
doi = {10.1214/13-AIHP564},
url = {https://doi.org/10.1214/13-AIHP564}
}
@article{hairer.koralov.ea:16:from,
author = {Hairer, Martin and Koralov, Leonid and Pajor-Gyulai, Zsolt},
title = {From averaging to homogenization in cellular flows---an exact description of the transition},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {52},
year = {2016},
number = {4},
pages = {1592--1613},
issn = {0246-0203},
mrclass = {35B27 (35J25 60J60)},
mrnumber = {3573288},
mrreviewer = {Carmen Calvo-Jurado},
doi = {10.1214/15-AIHP690},
url = {https://doi.org/10.1214/15-AIHP690}
}
@article{hairer.labbe:15:simple,
author = {Hairer, Martin and Labb\'{e}, Cyril},
title = {A simple construction of the continuum parabolic {A}nderson model on {${\bf R}^2$}},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {20},
year = {2015},
pages = {no. 43, 11},
mrclass = {60H15},
mrnumber = {3358965},
mrreviewer = {Jan I. Seidler},
doi = {10.1214/ECP.v20-4038},
url = {https://doi.org/10.1214/ECP.v20-4038}
}
@article{hairer.labbe:17:reconstruction,
author = {Hairer, Martin and Labb\'{e}, Cyril},
title = {The reconstruction theorem in {B}esov spaces},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {273},
year = {2017},
number = {8},
pages = {2578--2618},
issn = {0022-1236},
mrclass = {46E30 (42B35)},
mrnumber = {3684891},
mrreviewer = {Oscar Blasco},
doi = {10.1016/j.jfa.2017.07.002},
url = {https://doi.org/10.1016/j.jfa.2017.07.002}
}
@article{hairer.labbe:18:multiplicative,
author = {Hairer, Martin and Labb\'{e}, Cyril},
title = {Multiplicative stochastic heat equations on the whole space},
journal = {J. Eur. Math. Soc. (JEMS)},
fjournal = {Journal of the European Mathematical Society (JEMS)},
volume = {20},
year = {2018},
number = {4},
pages = {1005--1054},
issn = {1435-9855},
mrclass = {60H15 (35K15 35R60)},
mrnumber = {3779690},
mrreviewer = {Raluca M. Balan},
doi = {10.4171/JEMS/781},
url = {https://doi.org/10.4171/JEMS/781}
}
@article{hairer.li:20:averaging,
author = {Hairer, Martin and Li, Xue-Mei},
title = {Averaging dynamics driven by fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {48},
year = {2020},
number = {4},
pages = {1826--1860},
issn = {0091-1798},
mrclass = {60G22 (60H05 60H10 60L20)},
mrnumber = {4124526},
mrreviewer = {Mireia Besal\'{u}},
doi = {10.1214/19-AOP1408},
url = {https://doi.org/10.1214/19-AOP1408}
}
@article{hairer.maas.ea:14:approximating,
author = {Hairer, Martin and Maas, Jan and Weber, Hendrik},
title = {Approximating rough stochastic {PDE}s},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {67},
year = {2014},
number = {5},
pages = {776--870},
issn = {0010-3640},
mrclass = {60H15 (35R60 65C30)},
mrnumber = {3179667},
mrreviewer = {Antoine J. Lejay},
doi = {10.1002/cpa.21495},
url = {https://doi.org/10.1002/cpa.21495}
}
@article{hairer.maas:12:spatial,
author = {Hairer, Martin and Maas, Jan},
title = {A spatial version of the {I}t\^{o}-{S}tratonovich correction},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {4},
pages = {1675--1714},
issn = {0091-1798},
mrclass = {60H15 (35K55 35Q53 35R60 60H30 60H35)},
mrnumber = {2978135},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/11-AOP662},
url = {https://doi.org/10.1214/11-AOP662}
}
@article{hairer.majda:10:simple,
author = {Hairer, Martin and Majda, Andrew J.},
title = {A simple framework to justify linear response theory},
journal = {Nonlinearity},
fjournal = {Nonlinearity},
volume = {23},
year = {2010},
number = {4},
pages = {909--922},
issn = {0951-7715},
mrclass = {82C05 (37A50 37A60 37N20 60H10)},
mrnumber = {2602020},
mrreviewer = {Da-Quan Jiang},
doi = {10.1088/0951-7715/23/4/008},
url = {https://doi.org/10.1088/0951-7715/23/4/008}
}
@incollection{hairer.manson:10:periodic,
author = {Hairer, Martin and Manson, Charles},
title = {Periodic homogenization with an interface},
booktitle = {Progress in analysis and its applications},
pages = {410--416},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2010},
mrclass = {60J60 (60F05)},
mrnumber = {2766949},
doi = {10.1142/9789814313179\_0053},
url = {https://doi.org/10.1142/9789814313179_0053}
}
@article{hairer.manson:10:periodic*1,
author = {Hairer, Martin and Manson, Charles},
title = {Periodic homogenization with an interface: the one-dimensional case},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {120},
year = {2010},
number = {8},
pages = {1589--1605},
issn = {0304-4149},
mrclass = {60J60 (60B10)},
mrnumber = {2653267},
mrreviewer = {Nicolas Saintier},
doi = {10.1016/j.spa.2010.03.016},
url = {https://doi.org/10.1016/j.spa.2010.03.016}
}
@article{hairer.manson:11:periodic,
author = {Hairer, Martin and Manson, Charles},
title = {Periodic homogenization with an interface: the multi-dimensional case},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {2},
pages = {648--682},
issn = {0091-1798},
mrclass = {60H10 (60J60)},
mrnumber = {2789509},
mrreviewer = {Vigirdas Mackevi\v{c}ius},
doi = {10.1214/10-AOP564},
url = {https://doi.org/10.1214/10-AOP564}
}
@article{hairer.matetski:16:optimal,
author = {Hairer, M. and Matetski, K.},
title = {Optimal rate of convergence for stochastic {B}urgers-type equations},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {4},
year = {2016},
number = {2},
pages = {402--437},
issn = {2194-0401},
mrclass = {35R60 (35Q53 60H15 60H99)},
mrnumber = {3498987},
doi = {10.1007/s40072-015-0067-5},
url = {https://doi.org/10.1007/s40072-015-0067-5}
}
@article{hairer.matetski:18:discretisations,
author = {Hairer, M. and Matetski, K.},
title = {Discretisations of rough stochastic {PDE}s},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {46},
year = {2018},
number = {3},
pages = {1651--1709},
issn = {0091-1798},
mrclass = {60H15 (35R60 65M75)},
mrnumber = {3785597},
mrreviewer = {Le Chen},
doi = {10.1214/17-AOP1212},
url = {https://doi.org/10.1214/17-AOP1212}
}
@article{hairer.mattingly.ea:04:malliavin,
author = {Hairer, Martin and Mattingly, Jonathan C. and Pardoux, \'{E}tienne},
title = {Malliavin calculus for highly degenerate 2{D} stochastic {N}avier-{S}tokes equations},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {339},
year = {2004},
number = {11},
pages = {793--796},
issn = {1631-073X},
mrclass = {60H07 (35Q30 35R60 60H15 76D05 76M35)},
mrnumber = {2110383},
doi = {10.1016/j.crma.2004.09.002},
url = {https://doi.org/10.1016/j.crma.2004.09.002}
}
@article{hairer.mattingly.ea:11:asymptotic,
author = {Hairer, M. and Mattingly, J. C. and Scheutzow, M.},
title = {Asymptotic coupling and a general form of {H}arris' theorem with applications to stochastic delay equations},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {149},
year = {2011},
number = {1-2},
pages = {223--259},
issn = {0178-8051},
mrclass = {60J05 (34K50 37A50 47N30 60H10)},
mrnumber = {2773030},
mrreviewer = {Ramon van Handel},
doi = {10.1007/s00440-009-0250-6},
url = {https://doi.org/10.1007/s00440-009-0250-6}
}
@article{hairer.mattingly:04:ergodic,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {Ergodic properties of highly degenerate 2{D} stochastic {N}avier-{S}tokes equations},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {339},
year = {2004},
number = {12},
pages = {879--882},
issn = {1631-073X},
mrclass = {76D05 (35Q30 37L55 60H15 76M35)},
mrnumber = {2111726},
mrreviewer = {Bohdan Maslowski},
doi = {10.1016/j.crma.2004.09.035},
url = {https://doi.org/10.1016/j.crma.2004.09.035}
}
@article{hairer.mattingly:06:ergodicity,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {Ergodicity of the 2{D} {N}avier-{S}tokes equations with degenerate stochastic forcing},
journal = {Ann. of Math. (2)},
fjournal = {Annals of Mathematics. Second Series},
volume = {164},
year = {2006},
number = {3},
pages = {993--1032},
issn = {0003-486X},
mrclass = {37L55 (35Q30 35R60 60H15 76D05 76M35)},
mrnumber = {2259251},
mrreviewer = {Hakima Bessaih},
doi = {10.4007/annals.2006.164.993},
url = {https://doi.org/10.4007/annals.2006.164.993}
}
@article{hairer.mattingly:08:spectral,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {Spectral gaps in {W}asserstein distances and the 2{D} stochastic {N}avier-{S}tokes equations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {36},
year = {2008},
number = {6},
pages = {2050--2091},
issn = {0091-1798},
mrclass = {35Q35 (35R60 37L55 47D07 60H15 76D05 76M35)},
mrnumber = {2478676},
mrreviewer = {Hakima Bessaih},
doi = {10.1214/08-AOP392},
url = {https://doi.org/10.1214/08-AOP392}
}
@article{hairer.mattingly:09:slow,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {Slow energy dissipation in anharmonic oscillator chains},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {62},
year = {2009},
number = {8},
pages = {999--1032},
issn = {0010-3640},
mrclass = {82C31 (37L40 60H10 82C05)},
mrnumber = {2531551},
mrreviewer = {Luc Rey-Bellet},
doi = {10.1002/cpa.20280},
url = {https://doi.org/10.1002/cpa.20280}
}
@article{hairer.mattingly:11:theory,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {A theory of hypoellipticity and unique ergodicity for semilinear stochastic {PDE}s},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {16},
year = {2011},
pages = {no. 23, 658--738},
mrclass = {60H15 (35H10 35R60 60H07)},
mrnumber = {2786645},
mrreviewer = {Feng-Yu Wang},
doi = {10.1214/EJP.v16-875},
url = {https://doi.org/10.1214/EJP.v16-875}
}
@incollection{hairer.mattingly:11:yet,
author = {Hairer, Martin and Mattingly, Jonathan C.},
title = {Yet another look at {H}arris' ergodic theorem for {M}arkov chains},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications {VI}},
series = {Progr. Probab.},
volume = {63},
pages = {109--117},
publisher = {Birkh\"{a}user/Springer Basel AG, Basel},
year = {2011},
mrclass = {60J05 (37A30 37A50 47D07)},
mrnumber = {2857021},
mrreviewer = {Wojciech Bartoszek},
doi = {10.1007/978-3-0348-0021-1\_7},
url = {https://doi.org/10.1007/978-3-0348-0021-1_7}
}
@article{hairer.mattingly:18:strong,
author = {Hairer, M. and Mattingly, J.},
title = {The strong {F}eller property for singular stochastic {PDE}s},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {54},
year = {2018},
number = {3},
pages = {1314--1340},
issn = {0246-0203},
mrclass = {60H15 (37L55 81S20)},
mrnumber = {3825883},
mrreviewer = {Peter Karl Friz},
doi = {10.1214/17-AIHP840},
url = {https://doi.org/10.1214/17-AIHP840}
}
@article{hairer.ohashi:07:ergodic,
author = {Hairer, M. and Ohashi, A.},
title = {Ergodic theory for {SDE}s with extrinsic memory},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {35},
year = {2007},
number = {5},
pages = {1950--1977},
issn = {0091-1798},
mrclass = {60H10 (60G10)},
mrnumber = {2349580},
mrreviewer = {Hong Xue},
doi = {10.1214/009117906000001141},
url = {https://doi.org/10.1214/009117906000001141}
}
@article{hairer.pardoux.ea:13:random,
author = {Hairer, Martin and Pardoux, Etienne and Piatnitski, Andrey},
title = {Random homogenisation of a highly oscillatory singular potential},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {1},
year = {2013},
number = {4},
pages = {571--605},
issn = {2194-0401},
mrclass = {35B27 (35K15)},
mrnumber = {3327517},
doi = {10.1007/s40072-013-0018-y},
url = {https://doi.org/10.1007/s40072-013-0018-y}
}
@article{hairer.pardoux:08:homogenization,
author = {Hairer, Martin and Pardoux, Etienne},
title = {Homogenization of periodic linear degenerate {PDE}s},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {255},
year = {2008},
number = {9},
pages = {2462--2487},
issn = {0022-1236},
mrclass = {35B27 (35J25 35J70 35K20 35K65 60H07)},
mrnumber = {2473263},
mrreviewer = {Nicolas Saintier},
doi = {10.1016/j.jfa.2008.04.014},
url = {https://doi.org/10.1016/j.jfa.2008.04.014}
}
@article{hairer.pardoux:15:wong-zakai,
author = {Hairer, Martin and Pardoux, \'{E}tienne},
title = {A {W}ong-{Z}akai theorem for stochastic {PDE}s},
journal = {J. Math. Soc. Japan},
fjournal = {Journal of the Mathematical Society of Japan},
volume = {67},
year = {2015},
number = {4},
pages = {1551--1604},
issn = {0025-5645},
mrclass = {60H15 (60H05)},
mrnumber = {3417505},
mrreviewer = {Llu\'{i}s Quer-Sardanyons},
doi = {10.2969/jmsj/06741551},
url = {https://doi.org/10.2969/jmsj/06741551}
}
@article{hairer.pardoux:21:fluctuations,
author = {Hairer, Martin and Pardoux, \'{E}tienne},
title = {Fluctuations around a homogenised semilinear random {PDE}},
journal = {Arch. Ration. Mech. Anal.},
fjournal = {Archive for Rational Mechanics and Analysis},
volume = {239},
year = {2021},
number = {1},
pages = {151--217},
issn = {0003-9527},
mrclass = {60H15 (35Q62 60F05 60F17 60L30)},
mrnumber = {4198718},
mrreviewer = {D. Erhard},
doi = {10.1007/s00205-020-01574-8},
url = {https://doi.org/10.1007/s00205-020-01574-8}
}
@article{hairer.pavliotis:08:from,
author = {Hairer, M. and Pavliotis, G. A.},
title = {From ballistic to diffusive behavior in periodic potentials},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {131},
year = {2008},
number = {1},
pages = {175--202},
issn = {0022-4715},
mrclass = {82C31 (37H10 60H10 82C80)},
mrnumber = {2394704},
mrreviewer = {Kiyomasa Narita},
doi = {10.1007/s10955-008-9493-3},
url = {https://doi.org/10.1007/s10955-008-9493-3}
}
@article{hairer.pillai:11:ergodicity,
author = {Hairer, M. and Pillai, N. S.},
title = {Ergodicity of hypoelliptic {SDE}s driven by fractional {B}rownian motion},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {47},
year = {2011},
number = {2},
pages = {601--628},
issn = {0246-0203},
mrclass = {60H10 (26A33 60G10 60G22 60H07)},
mrnumber = {2814425},
mrreviewer = {David Applebaum},
doi = {10.1214/10-AIHP377},
url = {https://doi.org/10.1214/10-AIHP377}
}
@article{hairer.pillai:13:regularity,
author = {Hairer, Martin and Pillai, Natesh S.},
title = {Regularity of laws and ergodicity of hypoelliptic {SDE}s driven by rough paths},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {41},
year = {2013},
number = {4},
pages = {2544--2598},
issn = {0091-1798},
mrclass = {60H10 (26A33 60G10 60G22 60H07)},
mrnumber = {3112925},
mrreviewer = {Keisuke Hara},
doi = {10.1214/12-AOP777},
url = {https://doi.org/10.1214/12-AOP777}
}
@article{hairer.quastel:18:class,
author = {Hairer, Martin and Quastel, Jeremy},
title = {A class of growth models rescaling to {KPZ}},
journal = {Forum Math. Pi},
fjournal = {Forum of Mathematics. Pi},
volume = {6},
year = {2018},
pages = {e3, 112},
mrclass = {60H15 (35R60 82C28)},
mrnumber = {3877863},
mrreviewer = {Kazuo Yamazaki},
doi = {10.1017/fmp.2018.2},
url = {https://doi.org/10.1017/fmp.2018.2}
}
@article{hairer.ryser.ea:12:triviality,
author = {Hairer, Martin and Ryser, Marc D. and Weber, Hendrik},
title = {Triviality of the 2{D} stochastic {A}llen-{C}ahn equation},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {17},
year = {2012},
pages = {no. 39, 14},
mrclass = {60H15},
mrnumber = {2928722},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1214/EJP.v17-1731},
url = {https://doi.org/10.1214/EJP.v17-1731}
}
@article{hairer.shen:16:dynamical,
author = {Hairer, Martin and Shen, Hao},
title = {The dynamical sine-{G}ordon model},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {341},
year = {2016},
number = {3},
pages = {933--989},
issn = {0010-3616},
mrclass = {60H15 (35K58 35R60 37H10)},
mrnumber = {3452276},
mrreviewer = {Dirk Bl\"{o}mker},
doi = {10.1007/s00220-015-2525-3},
url = {https://doi.org/10.1007/s00220-015-2525-3}
}
@article{hairer.shen:17:central,
author = {Hairer, Martin and Shen, Hao},
title = {A central limit theorem for the {KPZ} equation},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {6B},
pages = {4167--4221},
issn = {0091-1798},
mrclass = {60H15 (35K55 35R60 60H30)},
mrnumber = {3737909},
mrreviewer = {Dirk Bl\"{o}mker},
doi = {10.1214/16-AOP1162},
url = {https://doi.org/10.1214/16-AOP1162}
}
@article{hairer.stuart.ea:05:analysis,
author = {Hairer, M. and Stuart, A. M. and Voss, J. and Wiberg, P.},
title = {Analysis of {SPDE}s arising in path sampling. {I}. {T}he {G}aussian case},
journal = {Commun. Math. Sci.},
fjournal = {Communications in Mathematical Sciences},
volume = {3},
year = {2005},
number = {4},
pages = {587--603},
issn = {1539-6746},
mrclass = {60H15 (60G15 60G35 60H10)},
mrnumber = {2188686},
mrreviewer = {Krystyna Twardowska},
url = {http://projecteuclid.org/euclid.cms/1144429334}
}
@article{hairer.stuart.ea:07:analysis,
author = {Hairer, M. and Stuart, A. M. and Voss, J.},
title = {Analysis of {SPDE}s arising in path sampling. {II}. {T}he nonlinear case},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {17},
year = {2007},
number = {5-6},
pages = {1657--1706},
issn = {1050-5164},
mrclass = {60H15 (60G17 60G35 65C30)},
mrnumber = {2358638},
mrreviewer = {Jan I. Seidler},
doi = {10.1214/07-AAP441},
url = {https://doi.org/10.1214/07-AAP441}
}
@incollection{hairer.stuart.ea:09:sampling,
author = {Hairer, Martin and Stuart, Andrew and Vo\ss , Jochen},
title = {Sampling conditioned diffusions},
booktitle = {Trends in stochastic analysis},
series = {London Math. Soc. Lecture Note Ser.},
volume = {353},
pages = {159--185},
publisher = {Cambridge Univ. Press, Cambridge},
year = {2009},
mrclass = {60J60 (60J22 62M20 65C30)},
mrnumber = {2562154},
mrreviewer = {Alexandros Beskos}
}
@article{hairer.stuart.ea:11:sampling,
author = {Hairer, Martin and Stuart, Andrew M. and Voss, Jochen},
title = {Sampling conditioned hypoelliptic diffusions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {21},
year = {2011},
number = {2},
pages = {669--698},
issn = {1050-5164},
mrclass = {60H15 (60G35)},
mrnumber = {2807970},
mrreviewer = {Jie Xiong},
doi = {10.1214/10-AAP708},
url = {https://doi.org/10.1214/10-AAP708}
}
@incollection{hairer.stuart.ea:11:signal,
author = {Hairer, M. and Stuart, A. and Voss, J.},
title = {Signal processing problems on function space: {B}ayesian formulation, stochastic {PDE}s and effective {MCMC} methods},
booktitle = {The {O}xford handbook of nonlinear filtering},
pages = {833--873},
publisher = {Oxford Univ. Press, Oxford},
year = {2011},
mrclass = {62F15 (60G35 62M20 65C05)},
mrnumber = {2884617},
mrreviewer = {Yurij S. Kharin}
}
@article{hairer.stuart.ea:14:spectral,
author = {Hairer, Martin and Stuart, Andrew M. and Vollmer, Sebastian J.},
title = {Spectral gaps for a {M}etropolis-{H}astings algorithm in infinite dimensions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {24},
year = {2014},
number = {6},
pages = {2455--2490},
issn = {1050-5164},
mrclass = {60J22 (37A30 60B12 60J05 65C05 65C40)},
mrnumber = {3262508},
mrreviewer = {Laurent Miclo},
doi = {10.1214/13-AAP982},
url = {https://doi.org/10.1214/13-AAP982}
}
@article{hairer.voss:11:approximations,
author = {Hairer, Martin and Voss, Jochen},
title = {Approximations to the stochastic {B}urgers equation},
journal = {J. Nonlinear Sci.},
fjournal = {Journal of Nonlinear Science},
volume = {21},
year = {2011},
number = {6},
pages = {897--920},
issn = {0938-8974},
mrclass = {60H35 (60H15 65C30)},
mrnumber = {2860933},
mrreviewer = {Jan I. Seidler},
doi = {10.1007/s00332-011-9104-3},
url = {https://doi.org/10.1007/s00332-011-9104-3}
}
@article{hairer.weare:14:improved,
author = {Hairer, Martin and Weare, Jonathan},
title = {Improved diffusion {M}onte {C}arlo},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {67},
year = {2014},
number = {12},
pages = {1995--2021},
issn = {0010-3640},
mrclass = {65C05 (60H35 62M20)},
mrnumber = {3272366},
mrreviewer = {Charles-Edouard Br\'{e}hier},
doi = {10.1002/cpa.21526},
url = {https://doi.org/10.1002/cpa.21526}
}
@article{hairer.weare:15:brownian,
author = {Hairer, Martin and Weare, Jonathan},
title = {The {B}rownian fan},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {68},
year = {2015},
number = {1},
pages = {1--60},
issn = {0010-3640},
mrclass = {60J80 (60G55 60J25 60J35 60J65 65C05)},
mrnumber = {3280248},
mrreviewer = {Laurent Miclo},
doi = {10.1002/cpa.21544},
url = {https://doi.org/10.1002/cpa.21544}
}
@article{hairer.weare:15:corrigendum,
author = {Hairer, Martin and Weare, Jonathan},
title = {Corrigendum: {I}mproved diffusion {M}onte {C}arlo [ {MR}3272366]},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {68},
year = {2015},
number = {8},
pages = {1285--1286},
issn = {0010-3640},
mrclass = {65C05 (60H35 62M20)},
mrnumber = {3366746},
doi = {10.1002/cpa.21587},
url = {https://doi.org/10.1002/cpa.21587}
}
@article{hairer.weber:13:erratum,
author = {Hairer, Martin and Weber, Hendrik},
title = {Erratum to: {R}ough {B}urgers-like equations with multiplicative noise [MR3010394]},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {157},
year = {2013},
number = {3-4},
pages = {1011--1013},
issn = {0178-8051},
mrclass = {60H15 (35R60 60G17)},
mrnumber = {3129808},
mrreviewer = {Antoine J. Lejay},
doi = {10.1007/s00440-013-0538-4},
url = {https://doi.org/10.1007/s00440-013-0538-4}
}
@article{hairer.weber:13:rough,
author = {Hairer, Martin and Weber, Hendrik},
title = {Rough {B}urgers-like equations with multiplicative noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {155},
year = {2013},
number = {1-2},
pages = {71--126},
issn = {0178-8051},
mrclass = {60H15 (35R60 60G17)},
mrnumber = {3010394},
mrreviewer = {Antoine J. Lejay},
doi = {10.1007/s00440-011-0392-1},
url = {https://doi.org/10.1007/s00440-011-0392-1}
}
@article{hairer.weber:15:large,
author = {Hairer, Martin and Weber, Hendrik},
title = {Large deviations for white-noise driven, nonlinear stochastic {PDE}s in two and three dimensions},
journal = {Ann. Fac. Sci. Toulouse Math. (6)},
fjournal = {Annales de la Facult\'{e} des Sciences de Toulouse. Math\'{e}matiques. S\'{e}rie 6},
volume = {24},
year = {2015},
number = {1},
pages = {55--92},
issn = {0240-2963},
mrclass = {35R60 (35B25 60H15)},
mrnumber = {3325951},
mrreviewer = {Jan I. Seidler},
doi = {10.5802/afst.1442},
url = {https://doi.org/10.5802/afst.1442}
}
@article{hairer.xu:18:large-scale,
author = {Hairer, Martin and Xu, Weijun},
title = {Large-scale behavior of three-dimensional continuous phase coexistence models},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {71},
year = {2018},
number = {4},
pages = {688--746},
issn = {0010-3640},
mrclass = {60H15 (35R60 81R12)},
mrnumber = {3772400},
mrreviewer = {Cyril Labb\'{e}},
doi = {10.1002/cpa.21738},
url = {https://doi.org/10.1002/cpa.21738}
}
@article{hairer.xu:19:large,
author = {Hairer, Martin and Xu, Weijun},
title = {Large scale limit of interface fluctuation models},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {47},
year = {2019},
number = {6},
pages = {3478--3550},
issn = {0091-1798},
mrclass = {60L30 (35K59 35R60 60H15 82C26)},
mrnumber = {4038037},
mrreviewer = {D. Erhard},
doi = {10.1214/18-aop1317},
url = {https://doi.org/10.1214/18-aop1317}
}
@incollection{hairer:05:coupling,
author = {Hairer, Martin},
title = {Coupling stochastic {PDE}s},
booktitle = {X{IV}th {I}nternational {C}ongress on {M}athematical {P}hysics},
pages = {281--289},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2005},
mrclass = {60H15 (37A30 37L55 60J25)},
mrnumber = {2227840},
mrreviewer = {Bj\"{o}rn Schmalfuss}
}
@article{hairer:05:ergodicity,
author = {Hairer, Martin},
title = {Ergodicity of stochastic differential equations driven by fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {2},
pages = {703--758},
issn = {0091-1798},
mrclass = {60H10},
mrnumber = {2123208},
mrreviewer = {Pedro Mar\'{i}n Rubio},
doi = {10.1214/009117904000000892},
url = {https://doi.org/10.1214/009117904000000892}
}
@incollection{hairer:09:ergodic,
author = {Hairer, Martin},
title = {Ergodic properties of a class of non-{M}arkovian processes},
booktitle = {Trends in stochastic analysis},
series = {London Math. Soc. Lecture Note Ser.},
volume = {353},
pages = {65--98},
publisher = {Cambridge Univ. Press, Cambridge},
year = {2009},
mrclass = {60G10 (46N30 47D07 60B11 60H99 60J25)},
mrnumber = {2562151},
mrreviewer = {Wojciech Bartoszek}
}
@article{hairer:09:how,
author = {Hairer, Martin},
title = {How hot can a heat bath get?},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {292},
year = {2009},
number = {1},
pages = {131--177},
issn = {0010-3616},
mrclass = {82C22 (82C26)},
mrnumber = {2540073},
mrreviewer = {Christian Dogbe},
doi = {10.1007/s00220-009-0857-6},
url = {https://doi.org/10.1007/s00220-009-0857-6}
}
@incollection{hairer:10:hypoellipticity,
author = {Hairer, Martin},
title = {Hypoellipticity in infinite dimensions},
booktitle = {Progress in analysis and its applications},
pages = {479--484},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2010},
mrclass = {60H15 (35H10 35R60)},
mrnumber = {2766958},
doi = {10.1142/9789814313179\_0062},
url = {https://doi.org/10.1142/9789814313179_0062}
}
@article{hairer:11:on,
author = {Hairer, Martin},
title = {On {M}alliavin's proof of {H}\"{o}rmander's theorem},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {135},
year = {2011},
number = {6-7},
pages = {650--666},
issn = {0007-4497},
mrclass = {60H07 (60H30 60J60)},
mrnumber = {2838095},
mrreviewer = {Shi Zan Fang},
doi = {10.1016/j.bulsci.2011.07.007},
url = {https://doi.org/10.1016/j.bulsci.2011.07.007}
}
@article{hairer:11:rough,
author = {Hairer, M.},
title = {Rough stochastic {PDE}s},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
volume = {64},
year = {2011},
number = {11},
pages = {1547--1585},
issn = {0010-3640},
mrclass = {60H15 (60G17 60H07)},
mrnumber = {2832168},
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@article{hu.khoshnevisan:10:strong,
author = {Hu, Yueyun and Khoshnevisan, Davar},
title = {Strong approximations in a charged-polymer model},
journal = {Period. Math. Hungar.},
fjournal = {Periodica Mathematica Hungarica. Journal of the J\'{a}nos Bolyai Mathematical Society},
volume = {61},
year = {2010},
number = {1-2},
pages = {213--224},
issn = {0031-5303},
mrclass = {60K35 (60K37)},
mrnumber = {2728439},
mrreviewer = {Francis Comets},
doi = {10.1007/s10998-010-3213-x},
url = {https://doi.org/10.1007/s10998-010-3213-x}
}
@article{hu.le.ea:17:stochastic,
author = {Hu, Yaozhong and L\^{e}, Khoa and Mytnik, Leonid},
title = {Stochastic differential equation for {B}rox diffusion},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {127},
year = {2017},
number = {7},
pages = {2281--2315},
issn = {0304-4149},
mrclass = {60H10 (60J55 60J60)},
mrnumber = {3652414},
mrreviewer = {Liping Li},
doi = {10.1016/j.spa.2016.10.010},
url = {https://doi.org/10.1016/j.spa.2016.10.010}
}
@article{hu.le:13:multiparameter,
author = {Hu, Yaozhong and Le, Khoa},
title = {A multiparameter {G}arsia-{R}odemich-{R}umsey inequality and some applications},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {123},
year = {2013},
number = {9},
pages = {3359--3377},
issn = {0304-4149},
mrclass = {60G17 (26A16 26D15 60G15 60G60 60H15)},
mrnumber = {3071383},
mrreviewer = {Dongsheng Wu},
doi = {10.1016/j.spa.2013.04.019},
url = {https://doi.org/10.1016/j.spa.2013.04.019}
}
@incollection{hu.le:16:nonlinear,
author = {Hu, Yaozhong and L\^{e}, Khoa N.},
title = {Nonlinear {Y}oung integrals via fractional calculus},
booktitle = {Stochastics of environmental and financial economics---{C}entre of {A}dvanced {S}tudy, {O}slo, {N}orway, 2014--2015},
series = {Springer Proc. Math. Stat.},
volume = {138},
pages = {81--99},
publisher = {Springer, Cham},
year = {2016},
mrclass = {60H05 (26A33 28C20)},
mrnumber = {3451169},
mrreviewer = {Mireia Besal\'{u}},
doi = {10.1007/978-3-319-23425-0\_3},
url = {https://doi.org/10.1007/978-3-319-23425-0_3}
}
@article{hu.le:17:nonlinear,
author = {Hu, Yaozhong and L\^{e}, Khoa},
title = {Nonlinear {Y}oung integrals and differential systems in {H}\"{o}lder media},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {369},
year = {2017},
number = {3},
pages = {1935--2002},
issn = {0002-9947},
mrclass = {60H30 (60G17 60H07 60H15)},
mrnumber = {3581224},
mrreviewer = {Jean Picard},
doi = {10.1090/tran/6774},
url = {https://doi.org/10.1090/tran/6774}
}
@article{hu.le:19:joint,
author = {Hu, Yaozhong and L\^{e}, Khoa},
title = {Joint {H}\"{o}lder continuity of parabolic {A}nderson model},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {39},
year = {2019},
number = {3},
pages = {764--780},
issn = {0252-9602},
mrclass = {60H15 (35K15 35R60 60G60)},
mrnumber = {4066504},
doi = {10.1007/s10473-019-0309-0},
url = {https://doi.org/10.1007/s10473-019-0309-0}
}
@article{hu.le:22:asymptotics,
author = {Hu, Yaozhong and L\^{e}, Khoa},
title = {Asymptotics of the density of parabolic {A}nderson random fields},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {58},
year = {2022},
number = {1},
pages = {105--133},
issn = {0246-0203,1778-7017},
mrclass = {60H15 (35K60 60G15 60G17 60H05 60H07 60H30)},
mrnumber = {4374674},
mrreviewer = {Sergey\ V.\ Lototsky},
doi = {10.1214/21-aihp1148},
url = {https://doi.org/10.1214/21-aihp1148}
}
@article{hu.lee.ea:15:parameter,
author = {Hu, Yaozhong and Lee, Chihoon and Lee, Myung Hee and Song, Jian},
title = {Parameter estimation for reflected {O}rnstein-{U}hlenbeck processes with discrete observations},
journal = {Stat. Inference Stoch. Process.},
fjournal = {Statistical Inference for Stochastic Processes. An International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems},
volume = {18},
year = {2015},
number = {3},
pages = {279--291},
issn = {1387-0874},
mrclass = {62M05 (60J60 62F12)},
mrnumber = {3395608},
mrreviewer = {Rosa Maria Mininni},
doi = {10.1007/s11203-014-9112-7},
url = {https://doi.org/10.1007/s11203-014-9112-7}
}
@article{hu.lee:13:drift,
author = {Hu, Yaozhong and Lee, Chihoon},
title = {Drift parameter estimation for a reflected fractional {B}rownian motion based on its local time},
journal = {J. Appl. Probab.},
fjournal = {Journal of Applied Probability},
volume = {50},
year = {2013},
number = {2},
pages = {592--597},
issn = {0021-9002},
mrclass = {60G22 (60K25 62M09)},
mrnumber = {3102502},
mrreviewer = {Michael A. Zazanis},
doi = {10.1239/jap/1371648963},
url = {https://doi.org/10.1239/jap/1371648963}
}
@article{hu.li.ea:22:on,
author = {Hu, Zhang-nan and Li, Bing and Xiao, Yimin},
title = {On the intersection of dynamical covering sets with fractals},
journal = {Math. Z.},
fjournal = {Mathematische Zeitschrift},
volume = {301},
year = {2022},
number = {1},
pages = {485--513},
issn = {0025-5874,1432-1823},
mrclass = {37A50 (28A80 60A10)},
mrnumber = {4405659},
mrreviewer = {Antti\ K\"{a}enm\"{a}ki},
doi = {10.1007/s00209-021-02924-2},
url = {https://doi.org/10.1007/s00209-021-02924-2}
}
@article{hu.li.ea:23:bsdes,
author = {Hu, Yaozhong and Li, Juan and Mi, Chao},
title = {B{SDE}s generated by fractional space-time noise and related {SPDE}s},
journal = {Appl. Math. Comput.},
fjournal = {Applied Mathematics and Computation},
volume = {450},
year = {2023},
pages = {Paper No. 127979, 30},
issn = {0096-3003,1873-5649},
mrclass = {35R60},
mrnumber = {4566050},
doi = {10.1016/j.amc.2023.127979},
url = {https://doi.org/10.1016/j.amc.2023.127979}
}
@incollection{hu.lindstr-m.ea:95:inverse,
author = {Hu, Yao Zhong and Lindstr\o m, Tom and {\O}ksendal, Bernt and Ub\o e, Jan and Zhang, Tu Sheng},
title = {Inverse powers of white noise},
booktitle = {Stochastic analysis ({I}thaca, {NY}, 1993)},
series = {Proc. Sympos. Pure Math.},
volume = {57},
pages = {439--456},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1995},
mrclass = {60G20 (46F25)},
mrnumber = {1335488},
mrreviewer = {Mylan Redfern},
doi = {10.1090/pspum/057/1335488},
url = {https://doi.org/10.1090/pspum/057/1335488}
}
@article{hu.liu.ea:16:rate,
author = {Hu, Yaozhong and Liu, Yanghui and Nualart, David},
title = {Rate of convergence and asymptotic error distribution of {E}uler approximation schemes for fractional diffusions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {26},
year = {2016},
number = {2},
pages = {1147--1207},
issn = {1050-5164},
mrclass = {60H10 (26A33 60H07 60H35)},
mrnumber = {3476635},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/15-AAP1114},
url = {https://doi.org/10.1214/15-AAP1114}
}
@article{hu.liu.ea:16:taylor,
author = {Hu, Yaozhong and Liu, Yanghui and Nualart, David},
title = {Taylor schemes for rough differential equations and fractional diffusions},
journal = {Discrete Contin. Dyn. Syst. Ser. B},
fjournal = {Discrete and Continuous Dynamical Systems. Series B. A Journal Bridging Mathematics and Sciences},
volume = {21},
year = {2016},
number = {9},
pages = {3115--3162},
issn = {1531-3492},
mrclass = {60H10 (60H05 60H07 65C30)},
mrnumber = {3567804},
mrreviewer = {Horatio Setiawan Boedihardjo},
doi = {10.3934/dcdsb.2016090},
url = {https://doi.org/10.3934/dcdsb.2016090}
}
@article{hu.liu.ea:19:on,
author = {Hu, Yaozhong and Liu, Yanghui and Tindel, Samy},
title = {On the necessary and sufficient conditions to solve a heat equation with general additive {G}aussian noise},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {39},
year = {2019},
number = {3},
pages = {669--690},
issn = {0252-9602},
mrclass = {60H15 (35K15 35R60 60G15 60H07)},
mrnumber = {4066499},
doi = {10.1007/s10473-019-0304-5},
url = {https://doi.org/10.1007/s10473-019-0304-5}
}
@article{hu.liu.ea:21:crank-nicolson,
author = {Hu, Yaozhong and Liu, Yanghui and Nualart, David},
title = {Crank-{N}icolson scheme for stochastic differential equations driven by fractional {B}rownian motions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {31},
year = {2021},
number = {1},
pages = {39--83},
issn = {1050-5164},
mrclass = {60F17 (60H10 60H35 65C30)},
mrnumber = {4254473},
doi = {10.1214/20-aap1582},
url = {https://doi.org/10.1214/20-aap1582}
}
@article{hu.liu.ea:95:random,
author = {Hu, Di He and Liu, Lu Qin and Xiao, Yi Min and Wu, Jun and Zhao, Xing Qiu},
title = {Random fractals},
journal = {Adv. in Math. (China)},
fjournal = {Advances in Mathematics (China). Shuxue Jinzhan},
volume = {24},
year = {1995},
number = {3},
pages = {193--214},
issn = {1000-0917},
mrclass = {28A80 (60G17)},
mrnumber = {1357237}
}
@article{hu.long:07:parameter,
author = {Hu, Yaozhong and Long, Hongwei},
title = {Parameter estimation for {O}rnstein-{U}hlenbeck processes driven by {$\alpha$}-stable {L}\'{e}vy motions},
journal = {Commun. Stoch. Anal.},
fjournal = {Communications on Stochastic Analysis},
volume = {1},
year = {2007},
number = {2},
pages = {175--192},
mrclass = {62M05 (62F12)},
mrnumber = {2397392},
doi = {10.31390/cosa.1.2.01},
url = {https://doi.org/10.31390/cosa.1.2.01}
}
@article{hu.long:09:least,
author = {Hu, Yaozhong and Long, Hongwei},
title = {Least squares estimator for {O}rnstein-{U}hlenbeck processes driven by {$\alpha$}-stable motions},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {119},
year = {2009},
number = {8},
pages = {2465--2480},
issn = {0304-4149},
mrclass = {60G52 (62M05 93E24)},
mrnumber = {2532208},
mrreviewer = {Jing Zheng},
doi = {10.1016/j.spa.2008.12.006},
url = {https://doi.org/10.1016/j.spa.2008.12.006}
}
@article{hu.long:09:on,
author = {Hu, Yaozhong and Long, Hongwei},
title = {On the singularity of least squares estimator for mean-reverting {$\alpha$}-stable motions},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {29},
year = {2009},
number = {3},
pages = {599--608},
issn = {0252-9602},
mrclass = {60G52 (62M05 65C30 93E24)},
mrnumber = {2514363},
mrreviewer = {Olga A. Korosteleva},
doi = {10.1016/S0252-9602(09)60056-4},
url = {https://doi.org/10.1016/S0252-9602(09)60056-4}
}
@article{hu.long:93:symmetric,
author = {Hu, Yao Zhong and Long, Hong Wei},
title = {Symmetric integral and the approximation theorem of stochastic integral in the plane},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {13},
year = {1993},
number = {2},
pages = {153--166},
issn = {0252-9602},
mrclass = {60H05 (60G44 60G60)},
mrnumber = {1257454},
mrreviewer = {Yu. S. Mishura},
doi = {10.1016/S0252-9602(18)30202-9},
url = {https://doi.org/10.1016/S0252-9602(18)30202-9}
}
@article{hu.lu.ea:12:feynman-kac,
author = {Hu, Yaozhong and Lu, Fei and Nualart, David},
title = {Feynman-{K}ac formula for the heat equation driven by fractional noise with {H}urst parameter {$H<1/2$}},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {3},
pages = {1041--1068},
issn = {0091-1798},
mrclass = {60H15 (35K15 35R60 60G22 60H05 60H30)},
mrnumber = {2962086},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1214/11-AOP649},
url = {https://doi.org/10.1214/11-AOP649}
}
@article{hu.lu.ea:13:holder,
author = {Hu, Yaozhong and Lu, Fei and Nualart, David},
title = {H\"{o}lder continuity of the solutions for a class of nonlinear {SPDE}'s arising from one dimensional superprocesses},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {156},
year = {2013},
number = {1-2},
pages = {27--49},
issn = {0178-8051},
mrclass = {60H07 (60H15 60H30)},
mrnumber = {3055251},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1007/s00440-012-0419-2},
url = {https://doi.org/10.1007/s00440-012-0419-2}
}
@article{hu.lu.ea:13:non-degeneracy,
author = {Hu, Yaozhong and Lu, Fei and Nualart, David},
title = {Non-degeneracy of some {S}obolev pseudo-norms of fractional {B}rownian motion},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
pages = {no. 84, 8},
mrclass = {60H07 (60G22)},
mrnumber = {3141793},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1214/ECP.v18-2986},
url = {https://doi.org/10.1214/ECP.v18-2986}
}
@article{hu.lu.ea:14:convergence,
author = {Hu, Yaozhong and Lu, Fei and Nualart, David},
title = {Convergence of densities of some functionals of {G}aussian processes},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {266},
year = {2014},
number = {2},
pages = {814--875},
issn = {0022-1236},
mrclass = {60F05 (60F10 60G15 60H07)},
mrnumber = {3132731},
mrreviewer = {Ivan Nourdin},
doi = {10.1016/j.jfa.2013.09.024},
url = {https://doi.org/10.1016/j.jfa.2013.09.024}
}
@article{hu.matoussi.ea:15:wong-zakai,
author = {Hu, Ying and Matoussi, Anis and Zhang, Tusheng},
title = {Wong-{Z}akai approximations of backward doubly stochastic differential equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {125},
year = {2015},
number = {12},
pages = {4375--4404},
issn = {0304-4149},
mrclass = {60H10 (60H30)},
mrnumber = {3406590},
mrreviewer = {Ju-Liang Yin},
doi = {10.1016/j.spa.2015.07.003},
url = {https://doi.org/10.1016/j.spa.2015.07.003}
}
@incollection{hu.meyer:88:chaos,
author = {Hu, Y. Z. and Meyer, P.-A.},
title = {Chaos de {W}iener et int\'{e}grale de {F}eynman},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXII}},
series = {Lecture Notes in Math.},
volume = {1321},
pages = {51--71},
publisher = {Springer, Berlin},
year = {1988},
mrclass = {60J65 (28C10 58D25 60J55)},
mrnumber = {960508},
mrreviewer = {Sheng Wu He},
doi = {10.1007/BFb0084118},
url = {https://doi.org/10.1007/BFb0084118}
}
@incollection{hu.meyer:88:sur,
author = {Hu, Y. Z. and Meyer, P.-A.},
title = {Sur les int\'{e}grales multiples de {S}tratonovitch},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXII}},
series = {Lecture Notes in Math.},
volume = {1321},
pages = {72--81},
publisher = {Springer, Berlin},
year = {1988},
mrclass = {60H05 (28C20 58D20 60B05 60J65)},
mrnumber = {960509},
mrreviewer = {Sheng Wu He},
doi = {10.1007/BFb0084119},
url = {https://doi.org/10.1007/BFb0084119}
}
@incollection{hu.meyer:93:on,
author = {Hu, Y. Z. and Meyer, P. A.},
title = {On the approximation of multiple {S}tratonovich integrals},
booktitle = {Stochastic processes},
pages = {141--147},
publisher = {Springer, New York},
year = {1993},
mrclass = {60H05},
mrnumber = {1427310},
mrreviewer = {Josep Lluis Sol\'{e} i Clivill\'{e}s}
}
@article{hu.mohammed.ea:04:discrete-time,
author = {Hu, Yaozhong and Mohammed, Salah-Eldin A. and Yan, Feng},
title = {Discrete-time approximations of stochastic delay equations: the {M}ilstein scheme},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {32},
year = {2004},
number = {1A},
pages = {265--314},
issn = {0091-1798},
mrclass = {60H35 (34K28 34K50 37H10 60H10)},
mrnumber = {2040783},
mrreviewer = {Jan I. Seidler},
doi = {10.1214/aop/1078415836},
url = {https://doi.org/10.1214/aop/1078415836}
}
@article{hu.nualart.ea:08:integral,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
title = {Integral representation of renormalized self-intersection local times},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {255},
year = {2008},
number = {9},
pages = {2507--2532},
issn = {0022-1236},
mrclass = {60J55 (60G22 60H07)},
mrnumber = {2473265},
mrreviewer = {Andreas Neuenkirch},
doi = {10.1016/j.jfa.2008.06.016},
url = {https://doi.org/10.1016/j.jfa.2008.06.016}
}
@article{hu.nualart.ea:08:singular,
author = {Hu, Yaozhong and Nualart, David and Song, Xiaoming},
title = {A singular stochastic differential equation driven by fractional {B}rownian motion},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {78},
year = {2008},
number = {14},
pages = {2075--2085},
issn = {0167-7152},
mrclass = {60H10 (60H05 60H07)},
mrnumber = {2458016},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1016/j.spl.2008.01.080},
url = {https://doi.org/10.1016/j.spl.2008.01.080}
}
@article{hu.nualart.ea:09:fractional,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
title = {Fractional martingales and characterization of the fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {6},
pages = {2404--2430},
issn = {0091-1798},
mrclass = {60G44 (60G22 60J65)},
mrnumber = {2573562},
mrreviewer = {Tommi P. Sottinen},
doi = {10.1214/09-AOP464},
url = {https://doi.org/10.1214/09-AOP464}
}
@article{hu.nualart.ea:11:exact,
author = {Hu, Yaozhong and Nualart, David and Xiao, Weilin and Zhang, Weiguo},
title = {Exact maximum likelihood estimator for drift fractional {B}rownian motion at discrete observation},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {31},
year = {2011},
number = {5},
pages = {1851--1859},
issn = {0252-9602},
mrclass = {62F10 (60F05 60G22 60H07 62F12 62M05)},
mrnumber = {2884954},
mrreviewer = {Nicolas Privault},
doi = {10.1016/S0252-9602(11)60365-2},
url = {https://doi.org/10.1016/S0252-9602(11)60365-2}
}
@article{hu.nualart.ea:11:feynman-kac,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
title = {Feynman-{K}ac formula for heat equation driven by fractional white noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {1},
pages = {291--326},
issn = {0091-1798},
mrclass = {60H07 (35R60 60G17 60G22 60G30 60H15)},
mrnumber = {2778803},
mrreviewer = {No\`elia Viles},
doi = {10.1214/10-AOP547},
url = {https://doi.org/10.1214/10-AOP547}
}
@article{hu.nualart.ea:11:malliavin,
author = {Hu, Yaozhong and Nualart, David and Song, Xiaoming},
title = {Malliavin calculus for backward stochastic differential equations and application to numerical solutions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {21},
year = {2011},
number = {6},
pages = {2379--2423},
issn = {1050-5164},
mrclass = {60H07 (60H10 60H35 65C30)},
mrnumber = {2895419},
mrreviewer = {Roger Pettersson},
doi = {10.1214/11-AAP762},
url = {https://doi.org/10.1214/11-AAP762}
}
@article{hu.nualart.ea:13:nonlinear,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
title = {A nonlinear stochastic heat equation: {H}\"{o}lder continuity and smoothness of the density of the solution},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {123},
year = {2013},
number = {3},
pages = {1083--1103},
issn = {0304-4149},
mrclass = {60H15 (60G22 60H07)},
mrnumber = {3005015},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1016/j.spa.2012.11.004},
url = {https://doi.org/10.1016/j.spa.2012.11.004}
}
@article{hu.nualart.ea:14:43-variation,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
title = {The {$\frac{4}{3}$}-variation of the derivative of the self-intersection {B}rownian local time and related processes},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {27},
year = {2014},
number = {3},
pages = {789--825},
issn = {0894-9840},
mrclass = {60J65 (60A10 60G22 60J55)},
mrnumber = {3245985},
mrreviewer = {Tam\'{a}s Szabados},
doi = {10.1007/s10959-012-0469-5},
url = {https://doi.org/10.1007/s10959-012-0469-5}
}
@article{hu.nualart.ea:14:central,
author = {Hu, Yaozhong and Nualart, David and Xu, Fangjun},
title = {Central limit theorem for an additive functional of the fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {1},
pages = {168--203},
issn = {0091-1798},
mrclass = {60F05 (60G22)},
mrnumber = {3161484},
mrreviewer = {Gennady Shaikhet},
doi = {10.1214/12-AOP825},
url = {https://doi.org/10.1214/12-AOP825}
}
@article{hu.nualart.ea:15:density,
author = {Hu, Yaozhong and Nualart, David and Tindel, Samy and Xu, Fangjun},
title = {Density convergence in the {B}reuer-{M}ajor theorem for {G}aussian stationary sequences},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {21},
year = {2015},
number = {4},
pages = {2336--2350},
issn = {1350-7265},
mrclass = {60F05 (60G10 60H07)},
mrnumber = {3378469},
mrreviewer = {Matthias Schulte},
doi = {10.3150/14-BEJ646},
url = {https://doi.org/10.3150/14-BEJ646}
}
@article{hu.nualart.ea:18:large,
author = {Hu, Yaozhong and Nualart, David and Zhang, Tusheng},
title = {Large deviations for stochastic heat equation with rough dependence in space},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {24},
year = {2018},
number = {1},
pages = {354--385},
issn = {1350-7265},
mrclass = {60H15 (60F10 60G22)},
mrnumber = {3706761},
mrreviewer = {Raluca M. Balan},
doi = {10.3150/16-BEJ880},
url = {https://doi.org/10.3150/16-BEJ880}
}
@article{hu.nualart.ea:19:drift,
author = {Hu, Yaozhong and Nualart, David and Zhou, Hongjuan},
title = {Drift parameter estimation for nonlinear stochastic differential equations driven by fractional {B}rownian motion},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {91},
year = {2019},
number = {8},
pages = {1067--1091},
issn = {1744-2508},
mrclass = {62M09 (60G22 60H10 60H30)},
mrnumber = {4023508},
mrreviewer = {Paolo Pigato},
doi = {10.1080/17442508.2018.1563606},
url = {https://doi.org/10.1080/17442508.2018.1563606}
}
@article{hu.nualart.ea:19:holder,
author = {Hu, Yaozhong and Nualart, David and Xia, Panqiu},
title = {H\"{o}lder continuity of the solutions to a class of {SPDE}'s arising from branching particle systems in a random environment},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 105, 52},
mrclass = {60H07 (60H15 60J68 60K37)},
mrnumber = {4017123},
doi = {10.1214/19-ejp357},
url = {https://doi.org/10.1214/19-ejp357}
}
@article{hu.nualart.ea:19:parameter,
author = {Hu, Yaozhong and Nualart, David and Zhou, Hongjuan},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes of general {H}urst parameter},
journal = {Stat. Inference Stoch. Process.},
fjournal = {Statistical Inference for Stochastic Processes. An International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems},
volume = {22},
year = {2019},
number = {1},
pages = {111--142},
issn = {1387-0874},
mrclass = {62F10 (60F05 60G22 60H07)},
mrnumber = {3918739},
mrreviewer = {Arturo Kohatsu-Higa},
doi = {10.1007/s11203-017-9168-2},
url = {https://doi.org/10.1007/s11203-017-9168-2}
}
@article{hu.nualart.ea:19:smoothness,
author = {Hu, Yaozhong and Nualart, David and Sun, Xiaobin and Xie, Yingchao},
title = {Smoothness of density for stochastic differential equations with {M}arkovian switching},
journal = {Discrete Contin. Dyn. Syst. Ser. B},
fjournal = {Discrete and Continuous Dynamical Systems. Series B. A Journal Bridging Mathematics and Sciences},
volume = {24},
year = {2019},
number = {8},
pages = {3615--3631},
issn = {1531-3492},
mrclass = {60H10 (60H07 60J99)},
mrnumber = {3986248},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.3934/dcdsb.2018307},
url = {https://doi.org/10.3934/dcdsb.2018307}
}
@article{hu.nualart.ea:20:implicit,
author = {Hu, Yaozhong and Nualart, David and Song, Xiaoming},
title = {An implicit numerical scheme for a class of backward doubly stochastic differential equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {130},
year = {2020},
number = {6},
pages = {3295--3324},
issn = {0304-4149},
mrclass = {60H10 (60H05 60H07 60H35)},
mrnumber = {4092406},
mrreviewer = {Vivek S. Borkar},
doi = {10.1016/j.spa.2019.09.014},
url = {https://doi.org/10.1016/j.spa.2019.09.014}
}
@article{hu.nualart:05:renormalized,
author = {Hu, Yaozhong and Nualart, David},
title = {Renormalized self-intersection local time for fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {3},
pages = {948--983},
issn = {0091-1798},
mrclass = {60G15 (60F05 60F25 60G18 60J55)},
mrnumber = {2135309},
mrreviewer = {Corinne Berzin},
doi = {10.1214/009117905000000017},
url = {https://doi.org/10.1214/009117905000000017}
}
@article{hu.nualart:05:some,
author = {Hu, Y. and Nualart, D.},
title = {Some processes associated with fractional {B}essel processes},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {18},
year = {2005},
number = {2},
pages = {377--397},
issn = {0894-9840},
mrclass = {60G15},
mrnumber = {2137449},
mrreviewer = {Michal Vyoral},
doi = {10.1007/s10959-005-3508-7},
url = {https://doi.org/10.1007/s10959-005-3508-7}
}
@incollection{hu.nualart:07:differential,
author = {Hu, Yaozhong and Nualart, David},
title = {Differential equations driven by {H}\"{o}lder continuous functions of order greater than 1/2},
booktitle = {Stochastic analysis and applications},
series = {Abel Symp.},
volume = {2},
pages = {399--413},
publisher = {Springer, Berlin},
year = {2007},
mrclass = {60H10},
mrnumber = {2397797},
mrreviewer = {Michal Vyoral},
doi = {10.1007/978-3-540-70847-6\_17},
url = {https://doi.org/10.1007/978-3-540-70847-6_17}
}
@article{hu.nualart:07:regularity,
author = {Hu, Yaozhong and Nualart, David},
title = {Regularity of renormalized self-intersection local time for fractional {B}rownian motion},
journal = {Commun. Inf. Syst.},
fjournal = {Communications in Information and Systems},
volume = {7},
year = {2007},
number = {1},
pages = {21--30},
issn = {1526-7555},
mrclass = {60J55 (60G15)},
mrnumber = {2346577},
mrreviewer = {Tina M. Marquardt},
url = {http://projecteuclid.org/euclid.cis/1184963896}
}
@article{hu.nualart:09:rough,
author = {Hu, Yaozhong and Nualart, David},
title = {Rough path analysis via fractional calculus},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {361},
year = {2009},
number = {5},
pages = {2689--2718},
issn = {0002-9947},
mrclass = {60H05 (26A33 26A42 46E35 60H10)},
mrnumber = {2471936},
mrreviewer = {Tina M. Marquardt},
doi = {10.1090/S0002-9947-08-04631-X},
url = {https://doi.org/10.1090/S0002-9947-08-04631-X}
}
@article{hu.nualart:09:stochastic,
author = {Hu, Yaozhong and Nualart, David},
title = {Stochastic heat equation driven by fractional noise and local time},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {143},
year = {2009},
number = {1-2},
pages = {285--328},
issn = {0178-8051},
mrclass = {60H15 (60H07)},
mrnumber = {2449130},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1007/s00440-007-0127-5},
url = {https://doi.org/10.1007/s00440-007-0127-5}
}
@article{hu.nualart:09:stochastic*1,
author = {Hu, Yaozhong and Nualart, David},
title = {Stochastic integral representation of the {$L^2$} modulus of {B}rownian local time and a central limit theorem},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {14},
year = {2009},
pages = {529--539},
mrclass = {60H07 (60F05 60J55 60J65)},
mrnumber = {2564487},
mrreviewer = {Huijie Qiao},
doi = {10.1214/ECP.v14-1511},
url = {https://doi.org/10.1214/ECP.v14-1511}
}
@article{hu.nualart:10:central,
author = {Hu, Yaozhong and Nualart, David},
title = {Central limit theorem for the third moment in space of the {B}rownian local time increments},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {15},
year = {2010},
pages = {396--410},
mrclass = {60H07 (60F05 60H05)},
mrnumber = {2726086},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/ECP.v15-1573},
url = {https://doi.org/10.1214/ECP.v15-1573}
}
@article{hu.nualart:10:parameter,
author = {Hu, Yaozhong and Nualart, David},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {80},
year = {2010},
number = {11-12},
pages = {1030--1038},
issn = {0167-7152},
mrclass = {62M09 (60F05 60G22 60H07 62F10 62F12)},
mrnumber = {2638974},
mrreviewer = {Mark Podolskij},
doi = {10.1016/j.spl.2010.02.018},
url = {https://doi.org/10.1016/j.spl.2010.02.018}
}
@article{hu.nualart:98:continuity,
author = {Hu, Yaozhong and Nualart, David},
title = {Continuity of some anticipating integral processes},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {37},
year = {1998},
number = {2},
pages = {203--211},
issn = {0167-7152},
mrclass = {60H07 (60H05)},
mrnumber = {1620482},
mrreviewer = {Marco Ferrante},
doi = {10.1016/S0167-7152(97)00118-1},
url = {https://doi.org/10.1016/S0167-7152(97)00118-1}
}
@incollection{hu.ocone.ea:12:some,
author = {Hu, Yaozhong and Ocone, Daniel and Song, Jian},
title = {Some results on backward stochastic differential equations driven by fractional {B}rownian motions},
booktitle = {Stochastic analysis and applications to finance},
series = {Interdiscip. Math. Sci.},
volume = {13},
pages = {225--242},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2012},
mrclass = {60H10 (60G22)},
mrnumber = {2986849},
mrreviewer = {Hong Yin},
doi = {10.1142/9789814383585\_0012},
url = {https://doi.org/10.1142/9789814383585_0012}
}
@incollection{hu.oksendal.ea:00:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
title = {Optimal portfolio in a fractional {B}lack {$\&$} {S}choles market},
booktitle = {Mathematical physics and stochastic analysis ({L}isbon, 1998)},
pages = {267--279},
publisher = {World Sci. Publ., River Edge, NJ},
year = {2000},
mrclass = {60H10 (91B28)},
mrnumber = {1893112}
}
@incollection{hu.oksendal.ea:00:stochastic,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Zhang, Tusheng},
title = {Stochastic partial differential equations driven by multiparameter fractional white noise},
booktitle = {Stochastic processes, physics and geometry: new interplays, {II} ({L}eipzig, 1999)},
series = {CMS Conf. Proc.},
volume = {29},
pages = {327--337},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2000},
mrclass = {60H40},
mrnumber = {1803426},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1081/pde-120028841},
url = {https://doi.org/10.1081/pde-120028841}
}
@incollection{hu.oksendal.ea:01:stochastic,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Zhang, Tusheng},
title = {Stochastic fractional potential theory},
booktitle = {Papers on analysis},
series = {Rep. Univ. Jyv\"{a}skyl\"{a} Dep. Math. Stat.},
volume = {83},
pages = {169--180},
publisher = {Univ. Jyv\"{a}skyl\"{a}, Jyv\"{a}skyl\"{a}},
year = {2001},
mrclass = {31C45 (60H05 60H40)},
mrnumber = {1886621},
mrreviewer = {Wilhelm Stannat}
}
@article{hu.oksendal.ea:03:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
title = {Optimal consumption and portfolio in a {B}lack-{S}choles market driven by fractional {B}rownian motion},
journal = {Infin. Dimens. Anal. Quantum Probab. Relat. Top.},
fjournal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
volume = {6},
year = {2003},
number = {4},
pages = {519--536},
issn = {0219-0257},
mrclass = {91B28 (60G15 60H05)},
mrnumber = {2030208},
mrreviewer = {Ludger Overbeck},
doi = {10.1142/S0219025703001432},
url = {https://doi.org/10.1142/S0219025703001432}
}
@article{hu.oksendal.ea:04:general,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Zhang, Tusheng},
title = {General fractional multiparameter white noise theory and stochastic partial differential equations},
journal = {Comm. Partial Differential Equations},
fjournal = {Communications in Partial Differential Equations},
volume = {29},
year = {2004},
number = {1-2},
pages = {1--23},
issn = {0360-5302},
mrclass = {60H40 (35R60 60H15)},
mrnumber = {2038141},
mrreviewer = {Andrzej Kozlowski},
doi = {10.1081/PDE-120028841},
url = {https://doi.org/10.1081/PDE-120028841}
}
@article{hu.oksendal.ea:05:weighted,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Salopek, Donna Mary},
title = {Weighted local time for fractional {B}rownian motion and applications to finance},
journal = {Stoch. Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {23},
year = {2005},
number = {1},
pages = {15--30},
issn = {0736-2994},
mrclass = {60H05 (60G15 60H30 91B28)},
mrnumber = {2123941},
mrreviewer = {Nicolas Privault},
doi = {10.1081/SAP-200044412},
url = {https://doi.org/10.1081/SAP-200044412}
}
@article{hu.oksendal.ea:17:singular,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
title = {Singular mean-field control games},
journal = {Stoch. Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {35},
year = {2017},
number = {5},
pages = {823--851},
issn = {0736-2994},
mrclass = {91A15 (91A23 91B38 91B55 91B70 93E20)},
mrnumber = {3686471},
mrreviewer = {Vivek S. Borkar},
doi = {10.1080/07362994.2017.1325745},
url = {https://doi.org/10.1080/07362994.2017.1325745}
}
@article{hu.oksendal:02:chaos,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Chaos expansion of local time of fractional {B}rownian motions},
journal = {Stochastic Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {20},
year = {2002},
number = {4},
pages = {815--837},
issn = {0736-2994},
mrclass = {60G15 (60G17 60H05 60H40)},
mrnumber = {1921068},
mrreviewer = {Vladimir I. Bogachev},
doi = {10.1081/SAP-120006109},
url = {https://doi.org/10.1081/SAP-120006109}
}
@article{hu.oksendal:03:fractional,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Fractional white noise calculus and applications to finance},
journal = {Infin. Dimens. Anal. Quantum Probab. Relat. Top.},
fjournal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
volume = {6},
year = {2003},
number = {1},
pages = {1--32},
issn = {0219-0257},
mrclass = {60H40 (60G15 60H05 91B28)},
mrnumber = {1976868},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.1142/S0219025703001110},
url = {https://doi.org/10.1142/S0219025703001110}
}
@article{hu.oksendal:07:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Optimal smooth portfolio selection for an insider},
journal = {J. Appl. Probab.},
fjournal = {Journal of Applied Probability},
volume = {44},
year = {2007},
number = {3},
pages = {742--752},
issn = {0021-9002},
mrclass = {60H30 (60H10 91B28)},
mrnumber = {2355589},
mrreviewer = {Josef Teichmann},
doi = {10.1239/jap/1189717542},
url = {https://doi.org/10.1239/jap/1189717542}
}
@incollection{hu.oksendal:08:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Optimal stopping with advanced information flow: selected examples},
booktitle = {Advances in mathematics of finance},
series = {Banach Center Publ.},
volume = {83},
pages = {107--116},
publisher = {Polish Acad. Sci. Inst. Math., Warsaw},
year = {2008},
mrclass = {60G40 (60H05 60H07 60J65 91G20)},
mrnumber = {2509229},
mrreviewer = {Barthel W. Huff},
doi = {10.4064/bc83-0-7},
url = {https://doi.org/10.4064/bc83-0-7}
}
@article{hu.oksendal:08:partial,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Partial information linear quadratic control for jump diffusions},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {47},
year = {2008},
number = {4},
pages = {1744--1761},
issn = {0363-0129},
mrclass = {93E20 (60G51 60H05 60J75 91B28)},
mrnumber = {2421328},
mrreviewer = {Christian Bender},
doi = {10.1137/060667566},
url = {https://doi.org/10.1137/060667566}
}
@article{hu.oksendal:19:linear,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Linear {V}olterra backward stochastic integral equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {129},
year = {2019},
number = {2},
pages = {626--633},
issn = {0304-4149},
mrclass = {60H07 (45D05 45R05 60H20 60H30)},
mrnumber = {3907012},
mrreviewer = {Mark A. McKibben},
doi = {10.1016/j.spa.2018.03.016},
url = {https://doi.org/10.1016/j.spa.2018.03.016}
}
@incollection{hu.oksendal:96:wick,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Wick approximation of quasilinear stochastic differential equations},
booktitle = {Stochastic analysis and related topics, {V} ({S}ilivri, 1994)},
series = {Progr. Probab.},
volume = {38},
pages = {203--231},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {1996},
mrclass = {60H10},
mrnumber = {1396332},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel}
}
@article{hu.oksendal:98:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
title = {Optimal time to invest when the price processes are geometric {B}rownian motions},
journal = {Finance Stoch.},
fjournal = {Finance and Stochastics},
volume = {2},
year = {1998},
number = {3},
pages = {295--310},
issn = {0949-2984},
mrclass = {91B28 (60G40)},
mrnumber = {1809523},
mrreviewer = {Richard H. Stockbridge},
doi = {10.1007/s007800050042},
url = {https://doi.org/10.1007/s007800050042}
}
@article{hu.peng:09:backward,
author = {Hu, Yaozhong and Peng, Shige},
title = {Backward stochastic differential equation driven by fractional {B}rownian motion},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {48},
year = {2009},
number = {3},
pages = {1675--1700},
issn = {0363-0129},
mrclass = {60H10 (60G22)},
mrnumber = {2516183},
mrreviewer = {Vasily A. Chernecky},
doi = {10.1137/070709451},
url = {https://doi.org/10.1137/070709451}
}
@article{hu.perez-abreu:95:on,
author = {Hu, Yaozhong and P\'{e}rez-Abreu, V\'{i}ctor},
title = {On the continuity of {W}iener chaos},
journal = {Bol. Soc. Mat. Mexicana (3)},
fjournal = {Sociedad Matem\'{a}tica Mexicana. Bolet\'{i}n. Tercera Serie},
volume = {1},
year = {1995},
number = {2},
pages = {127--135},
issn = {1405-213X},
mrclass = {60H99 (60G20)},
mrnumber = {1387656},
mrreviewer = {Eddy Mayer-Wolf}
}
@article{hu.rang:14:identification,
author = {Hu, Yaozhong and Rang, Guanglin},
title = {Identification of the point sources in some stochastic wave equations},
journal = {Abstr. Appl. Anal.},
fjournal = {Abstract and Applied Analysis},
year = {2014},
pages = {Art. ID 219876, 11},
issn = {1085-3375},
mrclass = {60H15 (35R30 35R60 62H12 62M09)},
mrnumber = {3200770},
mrreviewer = {Guangying Lv},
doi = {10.1155/2014/219876},
url = {https://doi.org/10.1155/2014/219876}
}
@article{hu.salins.ea:19:large,
author = {Hu, Wenqing and Salins, Michael and Spiliopoulos, Konstantinos},
title = {Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {7},
year = {2019},
number = {4},
pages = {808--874},
issn = {2194-0401},
mrclass = {60H15 (35K57 35R60 60F10 70K70)},
mrnumber = {4022288},
mrreviewer = {Yong Liu},
doi = {10.1007/s40072-019-00140-y},
url = {https://doi.org/10.1007/s40072-019-00140-y}
}
@article{hu.sharma:23:ergodic,
author = {Hu, Yaozhong and Sharma, Neha},
title = {Ergodic estimators of double exponential {O}rnstein-{U}hlenbeck processes},
journal = {J. Comput. Appl. Math.},
fjournal = {Journal of Computational and Applied Mathematics},
volume = {434},
year = {2023},
pages = {Paper No. 115329, 19},
issn = {0377-0427,1879-1778},
mrclass = {60H10 (62F10 62F12 62M05)},
mrnumber = {4599495},
doi = {10.1016/j.cam.2023.115329},
url = {https://doi.org/10.1016/j.cam.2023.115329}
}
@article{hu.shi:09:minimal,
author = {Hu, Yueyun and Shi, Zhan},
title = {Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {2},
pages = {742--789},
issn = {0091-1798},
mrclass = {60J80 (60G42)},
mrnumber = {2510023},
mrreviewer = {David A. Croydon},
doi = {10.1214/08-AOP419},
url = {https://doi.org/10.1214/08-AOP419}
}
@incollection{hu.song:13:parameter,
author = {Hu, Yaozhong and Song, Jian},
title = {Parameter estimation for fractional {O}rnstein-{U}hlenbeck processes with discrete observations},
booktitle = {Malliavin calculus and stochastic analysis},
series = {Springer Proc. Math. Stat.},
volume = {34},
pages = {427--442},
publisher = {Springer, New York},
year = {2013},
mrclass = {62M05 (60G22 60H07 60J60 62F12)},
mrnumber = {3070455},
mrreviewer = {Wei-Lin Xiao},
doi = {10.1007/978-1-4614-5906-4\_19},
url = {https://doi.org/10.1007/978-1-4614-5906-4_19}
}
@article{hu.tindel:13:smooth,
author = {Hu, Yaozhong and Tindel, Samy},
title = {Smooth density for some nilpotent rough differential equations},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {26},
year = {2013},
number = {3},
pages = {722--749},
issn = {0894-9840},
mrclass = {60H07 (60G22 60H10 65C30)},
mrnumber = {3090548},
mrreviewer = {Roger Pettersson},
doi = {10.1007/s10959-011-0388-x},
url = {https://doi.org/10.1007/s10959-011-0388-x}
}
@article{hu.ustunel.ea:02:tangent,
author = {Hu, Y. and \"{U}st\"{u}nel, A. S. and Zakai, M.},
title = {Tangent processes on {W}iener space},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {192},
year = {2002},
number = {1},
pages = {234--270},
issn = {0022-1236},
mrclass = {60H07 (28D05)},
mrnumber = {1918495},
mrreviewer = {Ana Bela Cruzeiro},
doi = {10.1006/jfan.2001.3897},
url = {https://doi.org/10.1006/jfan.2001.3897}
}
@article{hu.wang.ea:23:moment,
title = {Moment asymptotics for super-Brownian motions},
author = {Yaozhong Hu and Xiong Wang and Panqiu Xia and Jiayu Zheng},
year = {2023},
month = {March},
journal = {preprint arXiv:2303.12994},
url = {http://arXiv.org/abs/2303.12994}
}
@article{hu.wang:10:convergence,
author = {Hu, Yaozhong and Wang, Baobin},
title = {Convergence rate of an approximation to multiple integral of {FBM}},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {30},
year = {2010},
number = {3},
pages = {975--992},
issn = {0252-9602},
mrclass = {60G22 (60F25 60H05)},
mrnumber = {2675803},
mrreviewer = {Zbigniew Michna},
doi = {10.1016/S0252-9602(10)60095-1},
url = {https://doi.org/10.1016/S0252-9602(10)60095-1}
}
@article{hu.wang:21:intermittency,
title = {Intermittency properties for a large class of stochastic PDEs driven by fractional space-time noises},
author = {Yaozhong Hu and Xiong Wang},
year = {2021},
month = {September},
journal = {preprint arXiv:2109.03473, to appear in Stoch. Partial Differ. Equ. Anal. Comput.},
url = {https://www.arxiv.org/abs/2109.03473}
}
@article{hu.wang:22:matching,
author = {Hu, Yaozhong and Wang, Xiong},
title = {Matching upper and lower moment bounds for a large class of stochastic {PDEs} driven by general space-time {G}aussian noises},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
year = {2022},
url = {https://doi.org/10.1007/s40072-022-00278-2}
}
@article{hu.wang:22:stochastic,
author = {Hu, Yaozhong and Wang, Xiong},
title = {Stochastic heat equation with general rough noise},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {58},
year = {2022},
number = {1},
pages = {379--423},
issn = {0246-0203},
mrclass = {60H15 (35K08 60G15 60H05 60H07)},
mrnumber = {4374680},
doi = {10.1214/21-aihp1161},
url = {https://doi.org/10.1214/21-aihp1161}
}
@article{hu.watanabe:96:donskers,
author = {Hu, Yaozhong and Watanabe, Shinzo},
title = {Donsker's delta functions and approximation of heat kernels by the time discretization methods},
journal = {J. Math. Kyoto Univ.},
fjournal = {Journal of Mathematics of Kyoto University},
volume = {36},
year = {1996},
number = {3},
pages = {499--518},
issn = {0023-608X},
mrclass = {60H07 (60H10 60J60 65C20)},
mrnumber = {1417823},
mrreviewer = {Denis Talay},
doi = {10.1215/kjm/1250518506},
url = {https://doi.org/10.1215/kjm/1250518506}
}
@article{hu.xi:21:estimation,
author = {Hu, Yaozhong and Xi, Yuejuan},
title = {Estimation of all parameters in the reflected {O}rnstein-{U}hlenbeck process from discrete observations},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {174},
year = {2021},
pages = {Paper No. 109099, 8},
issn = {0167-7152},
mrclass = {62M05 (62F12)},
mrnumber = {4241641},
doi = {10.1016/j.spl.2021.109099},
url = {https://doi.org/10.1016/j.spl.2021.109099}
}
@article{hu.xi:22:parameter,
author = {Hu, Yaozhong and Xi, Yuejuan},
title = {Parameter estimation for threshold {O}rnstein-{U}hlenbeck processes from discrete observations},
journal = {J. Comput. Appl. Math.},
fjournal = {Journal of Computational and Applied Mathematics},
volume = {411},
year = {2022},
pages = {Paper No. 114264, 17},
issn = {0377-0427,1879-1778},
mrclass = {62M05 (62F12)},
mrnumber = {4400030},
mrreviewer = {Snje\v{z}ana\ Lubura Strunjak},
doi = {10.1016/j.cam.2022.114264},
url = {https://doi.org/10.1016/j.cam.2022.114264}
}
@article{hu.yan:09:wick,
author = {Hu, Yao-zhong and Yan, Jia-an},
title = {Wick calculus for nonlinear {G}aussian functionals},
journal = {Acta Math. Appl. Sin. Engl. Ser.},
fjournal = {Acta Mathematicae Applicatae Sinica. English Series},
volume = {25},
year = {2009},
number = {3},
pages = {399--414},
issn = {0168-9673},
mrclass = {60G15 (60H05 60H07 60H40)},
mrnumber = {2506982},
mrreviewer = {Dora Sele\v{s}i},
doi = {10.1007/s10255-008-8808-0},
url = {https://doi.org/10.1007/s10255-008-8808-0}
}
@article{hu.yang:12:optimal,
author = {Hu, Yaozhong and Yang, Changli},
title = {Optimal tracking for bilinear stochastic system driven by fractional {B}rownian motions},
journal = {J. Syst. Sci. Complex.},
fjournal = {Journal of Systems Science \& Complexity},
volume = {25},
year = {2012},
number = {2},
pages = {238--248},
issn = {1009-6124},
mrclass = {93E03 (60G22 60G35 93B52)},
mrnumber = {2909805},
doi = {10.1007/s11424-012-9254-x},
url = {https://doi.org/10.1007/s11424-012-9254-x}
}
@article{hu.zhang:22:functional,
author = {Hu, Yaozhong and Zhang, Junxi},
title = {Functional central limit theorems for stick-breaking priors},
journal = {Bayesian Anal.},
fjournal = {Bayesian Analysis},
volume = {17},
year = {2022},
number = {4},
pages = {1101--1120},
issn = {1936-0975,1931-6690},
mrclass = {60G57 (60F05 60F15 60F17 62F15 62G20)},
mrnumber = {4506023},
mrreviewer = {Paulo\ E.\ Oliveira},
doi = {10.1214/21-ba1290},
url = {https://doi.org/10.1214/21-ba1290}
}
@article{hu.zhou:05:stochastic,
author = {Hu, Yaozhong and Zhou, Xun Yu},
title = {Stochastic control for linear systems driven by fractional noises},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {43},
year = {2005},
number = {6},
pages = {2245--2277},
issn = {0363-0129},
mrclass = {93E20 (49J55 60H05 60H07 60H30)},
mrnumber = {2179486},
mrreviewer = {Viorica M. Ungureanu},
doi = {10.1137/S0363012903426045},
url = {https://doi.org/10.1137/S0363012903426045}
}
@incollection{hu:00:class,
author = {Hu, Yaozhong},
title = {A class of {SPDE} driven by fractional white noise},
booktitle = {Stochastic processes, physics and geometry: new interplays, {II} ({L}eipzig, 1999)},
series = {CMS Conf. Proc.},
volume = {29},
pages = {317--325},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2000},
mrclass = {60H15},
mrnumber = {1803425},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel}
}
@article{hu:00:multi-dimensional,
author = {Hu, Yaozhong},
title = {Multi-dimensional geometric {B}rownian motions, {O}nsager-{M}achlup functions, and applications to mathematical finance},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {20},
year = {2000},
number = {3},
pages = {341--358},
issn = {0252-9602},
mrclass = {60H10 (60H30 60J65 91B28)},
mrnumber = {1793207},
mrreviewer = {Eddy Mayer-Wolf},
doi = {10.1016/S0252-9602(17)30641-0},
url = {https://doi.org/10.1016/S0252-9602(17)30641-0}
}
@article{hu:00:optimal,
author = {Hu, Yaozhong},
title = {Optimal times to observe in the {K}alman-{B}ucy models},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {69},
year = {2000},
number = {1-2},
pages = {123--140},
issn = {1045-1129},
mrclass = {60H10 (60G35 60H05 93E11)},
mrnumber = {1751722},
doi = {10.1080/17442500008834236},
url = {https://doi.org/10.1080/17442500008834236}
}
@incollection{hu:00:unified,
author = {Hu, Yaozhong},
title = {A unified approach to several inequalities for {G}aussian and diffusion measures},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXXIV}},
series = {Lecture Notes in Math.},
volume = {1729},
pages = {329--335},
publisher = {Springer, Berlin},
year = {2000},
mrclass = {60J60 (60E15 60G15 60K35)},
mrnumber = {1768072},
doi = {10.1007/BFb0103811},
url = {https://doi.org/10.1007/BFb0103811}
}
@article{hu:01:heat,
author = {Hu, Y.},
title = {Heat equations with fractional white noise potentials},
journal = {Appl. Math. Optim.},
fjournal = {Applied Mathematics and Optimization},
volume = {43},
year = {2001},
number = {3},
pages = {221--243},
issn = {0095-4616},
mrclass = {60H15 (35K05 35R60 60H05 60H40)},
mrnumber = {1885698},
mrreviewer = {Jan I. Seidler},
doi = {10.1007/s00245-001-0001-2},
url = {https://doi.org/10.1007/s00245-001-0001-2}
}
@incollection{hu:01:prediction,
author = {Hu, Yaozhong},
title = {Prediction and translation of fractional {B}rownian motions},
booktitle = {Stochastics in finite and infinite dimensions},
series = {Trends Math.},
pages = {153--171},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {2001},
mrclass = {60H15 (60G60 60H05)},
mrnumber = {1797086},
mrreviewer = {V. V. Anh}
}
@article{hu:01:self-intersection,
author = {Hu, Yaozhong},
title = {Self-intersection local time of fractional {B}rownian motions---via chaos expansion},
journal = {J. Math. Kyoto Univ.},
fjournal = {Journal of Mathematics of Kyoto University},
volume = {41},
year = {2001},
number = {2},
pages = {233--250},
issn = {0023-608X},
mrclass = {60G18 (60G15 60G17)},
mrnumber = {1852981},
mrreviewer = {Zbigniew Michna},
doi = {10.1215/kjm/1250517630},
url = {https://doi.org/10.1215/kjm/1250517630}
}
@article{hu:02:chaos,
author = {Hu, Yaozhong},
title = {Chaos expansion of heat equations with white noise potentials},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {16},
year = {2002},
number = {1},
pages = {45--66},
issn = {0926-2601},
mrclass = {60H15 (35K05 35R60 60G60 60H07 60H40)},
mrnumber = {1880347},
mrreviewer = {Rimas Norvai\v{s}a},
doi = {10.1023/A:1024878703232},
url = {https://doi.org/10.1023/A:1024878703232}
}
@incollection{hu:02:option,
author = {Hu, Yaozhong},
title = {Option pricing in a market where the volatility is driven by fractional {B}rownian motions},
booktitle = {Recent developments in mathematical finance ({S}hanghai, 2001)},
pages = {49--59},
publisher = {World Sci. Publ., River Edge, NJ},
year = {2002},
mrclass = {91B28 (60H10)},
mrnumber = {1882291},
doi = {10.1142/9789812799579\_0005},
url = {https://doi.org/10.1142/9789812799579_0005}
}
@article{hu:02:probability,
author = {Hu, Yaozhong},
title = {Probability structure preserving and absolute continuity},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {38},
year = {2002},
number = {4},
pages = {557--580},
issn = {0246-0203},
mrclass = {60H05 (60B11 60H07 60H15)},
mrnumber = {1914939},
mrreviewer = {T. N. Pham},
doi = {10.1016/S0246-0203(01)01104-9},
url = {https://doi.org/10.1016/S0246-0203(01)01104-9}
}
@incollection{hu:04:optimal,
author = {Hu, Yaozhong},
title = {Optimal consumption and portfolio in a market where the volatility is driven by fractional {B}rownian motion},
booktitle = {Probability, finance and insurance},
pages = {164--173},
publisher = {World Sci. Publ., River Edge, NJ},
year = {2004},
mrclass = {60H30 (60H10 91B28)},
mrnumber = {2189205},
mrreviewer = {Josef Teichmann}
}
@incollection{hu:04:optimization,
author = {Hu, Yaozhong},
title = {Optimization of consumption and portfolio and minimization of volatility},
booktitle = {Mathematics of finance},
series = {Contemp. Math.},
volume = {351},
pages = {199--206},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2004},
mrclass = {60H05 (49L20 60G15 91B28 93E20)},
mrnumber = {2076541},
mrreviewer = {Ingo Fahrner},
doi = {10.1090/conm/351/06403},
url = {https://doi.org/10.1090/conm/351/06403}
}
@article{hu:05:integral,
author = {Hu, Yaozhong},
title = {Integral transformations and anticipative calculus for fractional {B}rownian motions},
journal = {Mem. Amer. Math. Soc.},
fjournal = {Memoirs of the American Mathematical Society},
volume = {175},
year = {2005},
number = {825},
pages = {viii+127},
issn = {0065-9266},
mrclass = {60G15 (26A33 44A15)},
mrnumber = {2130224},
mrreviewer = {H. Vishnu Hebbar},
doi = {10.1090/memo/0825},
url = {https://doi.org/10.1090/memo/0825}
}
@article{hu:10:random,
author = {Hu, Yaozhong},
title = {A random transport-diffusion equation},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {30},
year = {2010},
number = {6},
pages = {2033--2050},
issn = {0252-9602},
mrclass = {60H15 (60H10)},
mrnumber = {2779188},
mrreviewer = {Leszek Gawarecki},
doi = {10.1016/S0252-9602(10)60189-0},
url = {https://doi.org/10.1016/S0252-9602(10)60189-0}
}
@article{hu:11:enlargement,
author = {Hu, Yaozhong},
title = {An enlargement of filtration for {B}rownian motion},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {31},
year = {2011},
number = {5},
pages = {1671--1678},
issn = {0252-9602},
mrclass = {60J65 (60G44 91G80)},
mrnumber = {2884941},
mrreviewer = {Raouf Ghomrasni},
doi = {10.1016/S0252-9602(11)60352-4},
url = {https://doi.org/10.1016/S0252-9602(11)60352-4}
}
@article{hu:12:stochastic,
author = {Hu, YaoZhong},
title = {Stochastic quantization and ergodic theorem for density of diffusions},
journal = {Sci. China Math.},
fjournal = {Science China. Mathematics},
volume = {55},
year = {2012},
number = {11},
pages = {2285--2296},
issn = {1674-7283},
mrclass = {60H10 (37A30 60H07 60J55 81S20)},
mrnumber = {2994120},
mrreviewer = {Peter Imkeller},
doi = {10.1007/s11425-012-4523-7},
url = {https://doi.org/10.1007/s11425-012-4523-7}
}
@article{hu:13:multiple,
author = {Hu, Yaozhong},
title = {Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional {B}rownian motions},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {85},
year = {2013},
number = {5},
pages = {859--916},
issn = {1744-2508},
mrclass = {60H10 (26A33 60G22 60H07 60H30)},
mrnumber = {3176491},
mrreviewer = {Sebastian Riedel},
doi = {10.1080/17442508.2012.673615},
url = {https://doi.org/10.1080/17442508.2012.673615}
}
@book{hu:15:fractional,
author = {Hu, Guannan},
title = {Fractional diffusion in {G}aussian noisy environment},
note = {Thesis (Ph.D.)--University of Kansas},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {2015},
pages = {121},
isbn = {978-1339-43299-1},
mrclass = {Thesis},
mrnumber = {3474618},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10005032}
}
@book{hu:17:analysis,
author = {Hu, Yaozhong},
title = {Analysis on {G}aussian spaces},
publisher = {World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ},
year = {2017},
pages = {xi+470},
isbn = {978-981-3142-17-6},
mrclass = {60G15 (28C20 46-02 46E27 60B11 60H07 60Hxx)},
mrnumber = {3585910},
mrreviewer = {Jan van Neerven}
}
@article{hu:18:ito,
author = {Hu, Yaozhong},
title = {It\^{o} type stochastic differential equations driven by fractional {B}rownian motions of {H}urst parameter {$H>1/2$}},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {90},
year = {2018},
number = {5},
pages = {720--761},
issn = {1744-2508},
mrclass = {60H10 (60G22 60H07)},
mrnumber = {3810579},
mrreviewer = {Qidi Peng},
doi = {10.1080/17442508.2017.1415342},
url = {https://doi.org/10.1080/17442508.2017.1415342}
}
@article{hu:18:schrodinger,
author = {Hu, Y.},
title = {Schr\"{o}dinger equation with {G}aussian potential},
journal = {Teor. u{I}mov\={i}r. Mat. Stat.},
fjournal = {Teor\={i}ya u{I}mov\={i}rnosteu{i} ta Matematichna Statistika. Ki\"{i}vs{\cprime}kiu{i} Un\={i}versitet \={i}meni Tarasa Shevchenka},
year = {2018},
number = {98},
pages = {109--120},
issn = {0868-6904},
mrclass = {60H15 (35J10 35R60 60G15 60G22)},
mrnumber = {3824682},
mrreviewer = {Xiliang Fan},
doi = {10.1090/tpms/1066},
url = {https://doi.org/10.1090/tpms/1066}
}
@article{hu:19:preface,
author = {Hu, Yaozhong},
title = {Preface [{S}pecial issue on stochastic partial differential equations]},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {39},
year = {2019},
number = {3},
pages = {627--628},
issn = {0252-9602},
mrclass = {60-06 (35R60 60H15)},
mrnumber = {4066496},
doi = {10.1007/s10473-019-0301-8},
url = {https://doi.org/10.1007/s10473-019-0301-8}
}
@article{hu:19:some,
author = {Hu, Yaozhong},
title = {Some recent progress on stochastic heat equations},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {39},
year = {2019},
number = {3},
pages = {874--914},
issn = {0252-9602},
mrclass = {60H15 (35K15 35R60 60-02 60G15 60G22 60H07)},
mrnumber = {4066510},
doi = {10.1007/s10473-019-0315-2},
url = {https://doi.org/10.1007/s10473-019-0315-2}
}
@article{hu:86:stochastic,
author = {Hu, Yao Zhong},
title = {Stochastic analysis of the stochastic functional on the basic space},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. English Edition. Shuxue Wuli Xuebao},
volume = {6},
year = {1986},
number = {1},
pages = {67--74},
issn = {0252-9602},
mrclass = {60H07 (60H05)},
mrnumber = {924670},
mrreviewer = {David Nualart},
doi = {10.1016/S0252-9602(18)30534-4},
url = {https://doi.org/10.1016/S0252-9602(18)30534-4}
}
@incollection{hu:88:nouvel,
author = {Hu, Yao Zhong},
title = {Un nouvel exemple de distribution de {H}ida},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXII}},
series = {Lecture Notes in Math.},
volume = {1321},
pages = {82--84},
publisher = {Springer, Berlin},
year = {1988},
mrclass = {60J65 (28C20)},
mrnumber = {960510},
mrreviewer = {Sheng Wu He},
doi = {10.1007/BFb0084120},
url = {https://doi.org/10.1007/BFb0084120}
}
@article{hu:89:some,
author = {Hu, Yao Zhong},
title = {Some notes on multiple {S}tratonovitch integrals},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. English Edition. Shuxue Wuli Xuebao},
volume = {9},
year = {1989},
number = {4},
pages = {453--462},
issn = {0252-9602},
mrclass = {60H05},
mrnumber = {1054504},
mrreviewer = {Marta Sanz Sol\'{e}},
doi = {10.1016/S0252-9602(18)30371-0},
url = {https://doi.org/10.1016/S0252-9602(18)30371-0}
}
@incollection{hu:90:calculs,
author = {Hu, Yao Zhong},
title = {Calculs formels sur les {EDS} de {S}tratonovitch},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXIV}, 1988/89},
series = {Lecture Notes in Math.},
volume = {1426},
pages = {453--460},
publisher = {Springer, Berlin},
year = {1990},
mrclass = {60H10},
mrnumber = {1071561},
mrreviewer = {G\'{e}rard Ben Arous},
doi = {10.1007/BFb0083786},
url = {https://doi.org/10.1007/BFb0083786}
}
@article{hu:90:symmetric,
author = {Hu, Yao Zhong},
title = {Symmetric integral and canonical extension for jump process---some combinatorial results},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. English Edition. Shuxue Wuli Xuebao},
volume = {10},
year = {1990},
number = {4},
pages = {448--458},
issn = {0252-9602},
mrclass = {60H05},
mrnumber = {1107373},
mrreviewer = {Marta Sanz Sol\'{e}},
doi = {10.1016/S0252-9602(18)30419-3},
url = {https://doi.org/10.1016/S0252-9602(18)30419-3}
}
@book{hu:92:existence,
author = {Hu, Yao Zhong},
title = {Existence de traces dans les d\'{e}veloppements en chaos de {W}iener},
series = {Publication de l'Institut de Recherche Math\'{e}matique Avanc\'{e}e [Publication of the Institute of Advanced Mathematical Research]},
volume = {480},
note = {Dissertation, Universit\'{e} Louis Pasteur, Strasbourg, 1992},
publisher = {Universit\'{e} Louis Pasteur, D\'{e}partement de Math\'{e}matique, Institut de Recherche Math\'{e}matique Avanc\'{e}e, Strasbourg},
year = {1992},
pages = {77},
mrclass = {60H05 (60G20 60H07)},
mrnumber = {1179160}
}
@incollection{hu:92:formule,
author = {Hu, Yao Zhong},
title = {Une formule d'{I}t\^{o} pour le mouvement brownien fermionique},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVI}},
series = {Lecture Notes in Math.},
volume = {1526},
pages = {575--578},
publisher = {Springer, Berlin},
year = {1992},
mrclass = {81S25},
mrnumber = {1232019},
mrreviewer = {Robin Hudson},
doi = {10.1007/BFb0084346},
url = {https://doi.org/10.1007/BFb0084346}
}
@incollection{hu:92:remarque,
author = {Hu, Yao Zhong},
title = {Une remarque sur l'in\'{e}galit\'{e} de {H}\"{o}lder non commutative},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVI}},
series = {Lecture Notes in Math.},
volume = {1526},
pages = {595},
publisher = {Springer, Berlin},
year = {1992},
mrclass = {46L50},
mrnumber = {1232022},
doi = {10.1007/BFb0084349},
url = {https://doi.org/10.1007/BFb0084349}
}
@incollection{hu:92:serie,
author = {Hu, Yao Zhong},
title = {S\'{e}rie de {T}aylor stochastique et formule de {C}ampbell-{H}ausdorff, d'apr\`es {B}en {A}rous},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVI}},
series = {Lecture Notes in Math.},
volume = {1526},
pages = {579--586},
publisher = {Springer, Berlin},
year = {1992},
mrclass = {60H10},
mrnumber = {1232020},
mrreviewer = {Fabienne Castell},
doi = {10.1007/BFb0084347},
url = {https://doi.org/10.1007/BFb0084347}
}
@incollection{hu:92:sur,
author = {Hu, Yao Zhong},
title = {Sur un travail de {R}. {C}armona et {D}. {N}ualart},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVI}},
series = {Lecture Notes in Math.},
volume = {1526},
pages = {587--594},
publisher = {Springer, Berlin},
year = {1992},
mrclass = {60H05},
mrnumber = {1232021},
mrreviewer = {David Nualart},
doi = {10.1007/BFb0084348},
url = {https://doi.org/10.1007/BFb0084348}
}
@incollection{hu:93:calculation,
author = {Hu, Yao Zhong},
title = {Calculation of {F}eynman path integral for certain central forces},
booktitle = {Stochastic analysis and related topics ({O}slo, 1992)},
series = {Stochastics Monogr.},
volume = {8},
pages = {161--171},
publisher = {Gordon and Breach, Montreux},
year = {1993},
mrclass = {60J65},
mrnumber = {1268011},
mrreviewer = {Sheng Wu He}
}
@incollection{hu:93:hypercontractivite,
author = {Hu, Yao Zhong},
title = {Hypercontractivit\'{e} pour les fermions, d'apr\`es {C}arlen-{L}ieb},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVII}},
series = {Lecture Notes in Math.},
volume = {1557},
pages = {86--96},
publisher = {Springer, Berlin},
year = {1993},
mrclass = {81S25 (46L60 46N50)},
mrnumber = {1308555},
mrreviewer = {Franco Fagnola},
doi = {10.1007/BFb0087966},
url = {https://doi.org/10.1007/BFb0087966}
}
@article{hu:93:pathwise,
author = {Hu, Yao Zhong},
title = {The pathwise solution for a class of quasilinear stochastic equations of evolution in {B}anach space. {III}},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {13},
year = {1993},
number = {1},
pages = {13--22},
issn = {0252-9602},
mrclass = {34G20 (34A45 34F05 47H99 47N20 60H10)},
mrnumber = {1220706},
doi = {10.1016/S0252-9602(18)30186-3},
url = {https://doi.org/10.1016/S0252-9602(18)30186-3}
}
@incollection{hu:93:remark,
author = {Hu, Yao Zhong},
title = {A remark on the value on zero of {B}rownian functional},
booktitle = {Stochastic analysis and related topics ({O}slo, 1992)},
series = {Stochastics Monogr.},
volume = {8},
pages = {173--175},
publisher = {Gordon and Breach, Montreux},
year = {1993},
mrclass = {60J65},
mrnumber = {1268012},
mrreviewer = {Sheng Wu He}
}
@article{hu:94:pathwise,
author = {Hu, Yao Zhong},
title = {The pathwise solution for a class of quasilinear stochastic differential equation in {B}anach spaces. {I}},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {14},
year = {1994},
number = {4},
pages = {461--474},
issn = {0252-9602},
mrclass = {60H10 (34F05 34G20 35R60 46G12)},
mrnumber = {1302060},
mrreviewer = {Constantin Tudor},
doi = {10.1016/S0252-9602(18)30136-X},
url = {https://doi.org/10.1016/S0252-9602(18)30136-X}
}
@incollection{hu:94:some,
author = {Hu, Yao Zhong},
title = {Some operator inequalities},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXVIII}},
series = {Lecture Notes in Math.},
volume = {1583},
pages = {316--333},
publisher = {Springer, Berlin},
year = {1994},
mrclass = {47A63 (46L99 60H30)},
mrnumber = {1329122},
mrreviewer = {Frank Hansen},
doi = {10.1007/BFb0073855},
url = {https://doi.org/10.1007/BFb0073855}
}
@incollection{hu:95:on,
author = {Hu, YaoZhong},
title = {On the differentiability of functions of an operator. {A}ddendum to: ``{S}ome operator inequalities'' [in {it {S}\'{e}minaire de {P}robabilit\'{e}s, {XXVIII}}, 316--333, {L}ecture {N}otes in {M}ath., 1583, {S}pringer, {B}erlin, 1994; {MR}1329122 (96c:47021)]},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXIX}},
series = {Lecture Notes in Math.},
volume = {1613},
pages = {218--219},
publisher = {Springer, Berlin},
year = {1995},
mrclass = {47A63 (47A60 60H30)},
mrnumber = {1459462},
doi = {10.1007/BFb0094213},
url = {https://doi.org/10.1007/BFb0094213}
}
@article{hu:95:pathwise,
author = {Hu, Yao Zhong},
title = {The pathwise solution for a class of quasilinear stochastic equations of evolution in {B}anach space. {II}},
journal = {Acta Math. Sci. (English Ed.)},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
volume = {15},
year = {1995},
number = {3},
pages = {264--274},
issn = {0252-9602},
mrclass = {60H15 (34F05 34G10)},
mrnumber = {1356049},
mrreviewer = {Constantin Tudor},
doi = {10.1016/S0252-9602(18)30048-1},
url = {https://doi.org/10.1016/S0252-9602(18)30048-1}
}
@article{hu:96:on,
author = {Hu, Yaozhong},
title = {On the self-intersection local time of {B}rownian motion-via chaos expansion},
journal = {Publ. Mat.},
fjournal = {Publicacions Matem\`atiques},
volume = {40},
year = {1996},
number = {2},
pages = {337--350},
issn = {0214-1493},
mrclass = {60J65 (60G60 60H07 60J55)},
mrnumber = {1425622},
mrreviewer = {Peter Imkeller},
doi = {10.5565/PUBLMAT\_40296\_06},
url = {https://doi.org/10.5565/PUBLMAT_40296_06}
}
@incollection{hu:96:semi-implicit,
author = {Hu, Yaozhong},
title = {Semi-implicit {E}uler-{M}aruyama scheme for stiff stochastic equations},
booktitle = {Stochastic analysis and related topics, {V} ({S}ilivri, 1994)},
series = {Progr. Probab.},
volume = {38},
pages = {183--202},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {1996},
mrclass = {60H10 (65L05 65U05)},
mrnumber = {1396331},
mrreviewer = {Shigetoku Kawabata}
}
@incollection{hu:96:strong,
author = {Hu, Yaozhong},
title = {Strong and weak order of time discretization schemes of stochastic differential equations},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXX}},
series = {Lecture Notes in Math.},
volume = {1626},
pages = {218--227},
publisher = {Springer, Berlin},
year = {1996},
mrclass = {60H10 (65U05)},
mrnumber = {1459485},
doi = {10.1007/BFb0094650},
url = {https://doi.org/10.1007/BFb0094650}
}
@article{hu:97:ito-wiener,
author = {Hu, Yaozhong},
title = {It\^{o}-{W}iener chaos expansion with exact residual and correlation, variance inequalities},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {10},
year = {1997},
number = {4},
pages = {835--848},
issn = {0894-9840},
mrclass = {60H10 (60E15 60G15 60J60)},
mrnumber = {1481650},
mrreviewer = {Christian Houdr\'{e}},
doi = {10.1023/A:1022654314791},
url = {https://doi.org/10.1023/A:1022654314791}
}
@article{hu:98:on,
author = {Hu, Yaozhong},
title = {On the positivity of the solution of a class of stochastic pressure equations},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {63},
year = {1998},
number = {1-2},
pages = {27--40},
issn = {1045-1129},
mrclass = {60H15 (35R60 60H07)},
mrnumber = {1639772},
doi = {10.1080/17442509808834141},
url = {https://doi.org/10.1080/17442509808834141}
}
@incollection{hu:99:exponential,
author = {Hu, Yaozhong},
title = {Exponential integrability of diffusion processes},
booktitle = {Advances in stochastic inequalities ({A}tlanta, {GA}, 1997)},
series = {Contemp. Math.},
volume = {234},
pages = {75--84},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1999},
mrclass = {60J60 (60J35)},
mrnumber = {1694764},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1090/conm/234/03446},
url = {https://doi.org/10.1090/conm/234/03446}
}
@article{huang.dikin.ea:04:three-dimensional,
author = {Huang, Z. and Dikin, D. A. and Ding, W. and Qiao, Y. and Chen, X. and Fridman, Y. and Ruoff, R. S.},
title = {Three-dimensional representation of curved nanowires},
journal = {J. Microsc.},
fjournal = {Journal of Microscopy},
volume = {216},
year = {2004},
number = {3},
pages = {206--214},
issn = {0022-2720},
mrclass = {Expansion},
mrnumber = {2086418},
doi = {10.1111/j.0022-2720.2004.01418.x},
url = {https://doi.org/10.1111/j.0022-2720.2004.01418.x}
}
@article{huang.khoshnevisan:17:on,
author = {Huang, Jingyu and Khoshnevisan, Davar},
title = {On the multifractal local behavior of parabolic stochastic {PDE}s},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {22},
year = {2017},
pages = {Paper No. 49, 11},
mrclass = {60H15 (35R60 60G17)},
mrnumber = {3710805},
mrreviewer = {Paul Andr\'{e} Razafimandimby},
doi = {10.1214/17-ECP86},
url = {https://doi.org/10.1214/17-ECP86}
}
@article{huang.khoshnevisan:20:analysis,
author = {Huang, Jingyu and Khoshnevisan, Davar},
title = {Analysis of a stratified {K}raichnan flow},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 122, 67},
mrclass = {60H15 (28A80 35R60 60K37)},
mrnumber = {4161132},
mrreviewer = {Xinghua Zheng},
doi = {10.1214/20-ejp524},
url = {https://doi.org/10.1214/20-ejp524}
}
@article{huang.kuksin:21:on,
author = {Huang, Guan and Kuksin, Sergei},
title = {On the energy transfer to high frequencies in the damped/driven nonlinear {S}chr\"{o}dinger equation},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {9},
year = {2021},
number = {4},
pages = {867--891},
issn = {2194-0401},
mrclass = {35R60},
mrnumber = {4333505},
doi = {10.1007/s40072-020-00187-2},
url = {https://doi.org/10.1007/s40072-020-00187-2}
}
@article{huang.le.ea:17:large,
author = {Huang, Jingyu and L\^{e}, Khoa and Nualart, David},
title = {Large time asymptotics for the parabolic {A}nderson model driven by spatially correlated noise},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {3},
pages = {1305--1340},
issn = {0246-0203},
mrclass = {60G15 (60F10 60H07 60H15 65M75)},
mrnumber = {3689969},
mrreviewer = {Xia Chen},
doi = {10.1214/16-AIHP756},
url = {https://doi.org/10.1214/16-AIHP756}
}
@article{huang.le.ea:17:large*1,
author = {Huang, Jingyu and L\^{e}, Khoa and Nualart, David},
title = {Large time asymptotics for the parabolic {A}nderson model driven by space and time correlated noise},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {5},
year = {2017},
number = {4},
pages = {614--651},
issn = {2194-0401},
mrclass = {60G15 (35B40 35K15 35R60 60F10 60H07 60H15 65M75)},
mrnumber = {3736656},
mrreviewer = {Xia Chen},
doi = {10.1007/s40072-017-0099-0},
url = {https://doi.org/10.1007/s40072-017-0099-0}
}
@article{huang.le:19:spatial,
author = {Huang, Jingyu and L\^{e}, Khoa},
title = {Spatial asymptotic of the stochastic heat equation with compactly supported initial data},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {7},
year = {2019},
number = {3},
pages = {495--539},
issn = {2194-0401},
mrclass = {60H15 (35K15 35R60 60F10 60G15 60G60)},
mrnumber = {3993252},
mrreviewer = {Leila Setayeshgar},
doi = {10.1007/s40072-019-00133-x},
url = {https://doi.org/10.1007/s40072-019-00133-x}
}
@article{huang.nualart.ea:20:central,
author = {Huang, Jingyu and Nualart, David and Viitasaari, Lauri},
title = {A central limit theorem for the stochastic heat equation},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {130},
year = {2020},
number = {12},
pages = {7170--7184},
issn = {0304-4149},
mrclass = {60H15 (60F05 60G15 60H07)},
mrnumber = {4167203},
mrreviewer = {Zhi Wang},
doi = {10.1016/j.spa.2020.07.010},
url = {https://doi.org/10.1016/j.spa.2020.07.010}
}
@article{huang.nualart.ea:20:gaussian,
author = {Huang, Jingyu and Nualart, David and Viitasaari, Lauri and Zheng, Guangqu},
title = {Gaussian fluctuations for the stochastic heat equation with colored noise},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {8},
year = {2020},
number = {2},
pages = {402--421},
issn = {2194-0401},
mrclass = {60H15 (35K91 35R60 60F05 60F17 60G15 60H07)},
mrnumber = {4098872},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1007/s40072-019-00149-3},
url = {https://doi.org/10.1007/s40072-019-00149-3}
}
@article{huang.qiu:21:microscopic,
author = {Huang, Hui and Qiu, Jinniao},
title = {The microscopic derivation and well-posedness of the stochastic {K}eller-{S}egel equation},
journal = {J. Nonlinear Sci.},
fjournal = {Journal of Nonlinear Science},
volume = {31},
year = {2021},
number = {1},
pages = {Paper No. 6, 31},
issn = {0938-8974},
mrclass = {65M75 (35K55 60H15 60H30)},
mrnumber = {4192425},
mrreviewer = {Arbaz Khan},
doi = {10.1007/s00332-020-09661-6},
url = {https://doi.org/10.1007/s00332-020-09661-6}
}
@article{huang.shen:09:pullback,
author = {Huang, Jianhua and Shen, Wenxian},
title = {Pullback attractors for nonautonomous and random parabolic equations on non-smooth domains},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {24},
year = {2009},
number = {3},
pages = {855--882},
issn = {1078-0947,1553-5231},
mrclass = {35B41 (35K55 35K58 35R60 37L30 37L55)},
mrnumber = {2505685},
mrreviewer = {Bruno\ J.\ Scarpellini},
doi = {10.3934/dcds.2009.24.855},
url = {https://doi.org/10.3934/dcds.2009.24.855}
}
@article{huang.shen:09:speeds,
author = {Huang, Jianhua and Shen, Wenxian},
title = {Speeds of spread and propagation of {KPP} models in time almost and space periodic media},
journal = {SIAM J. Appl. Dyn. Syst.},
fjournal = {SIAM Journal on Applied Dynamical Systems},
volume = {8},
year = {2009},
number = {3},
pages = {790--821},
issn = {1536-0040},
mrclass = {35K55 (35B15 92D25)},
mrnumber = {2533625},
doi = {10.1137/080723259},
url = {https://doi.org/10.1137/080723259}
}
@article{huang.shen:10:global,
author = {Huang, Jianhua and Shen, Wenxian},
title = {Global attractors for partly dissipative random/stochastic reaction diffusion systems},
journal = {Int. J. Evol. Equ.},
fjournal = {International Journal of Evolution Equations},
volume = {4},
year = {2010},
number = {4},
pages = {383--411},
issn = {1549-2907},
mrclass = {37L30 (35B41 35K51 35R60 60H15)},
mrnumber = {2780316},
mrreviewer = {Tom\'{a}s\ Caraballo}
}
@book{huang:15:stochastic,
author = {Huang, Jingyu},
title = {Stochastic partial differential equations driven by colored noise},
note = {Thesis (Ph.D.)--University of Kansas},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {2015},
pages = {294},
isbn = {978-1321-81057-8},
mrclass = {Thesis},
mrnumber = {3389156},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:3706836}
}
@article{huang:17:on,
author = {Huang, Jingyu},
title = {On stochastic heat equation with measure initial data},
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author = {Khoruzhenko, Boris A. and Sommers, Hans-J\"{u}rgen},
title = {Non-{H}ermitian ensembles},
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publisher = {Oxford Univ. Press, Oxford},
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@article{khoshnevisan.kim.ea:17:intermittency,
author = {Khoshnevisan, Davar and Kim, Kunwoo and Xiao, Yimin},
title = {Intermittency and multifractality: a case study via parabolic stochastic {PDE}s},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
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year = {2017},
number = {6A},
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doi = {10.1214/16-AOP1147},
url = {https://doi.org/10.1214/16-AOP1147}
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@article{khoshnevisan.kim.ea:18:macroscopic,
author = {Khoshnevisan, Davar and Kim, Kunwoo and Xiao, Yimin},
title = {A macroscopic multifractal analysis of parabolic stochastic {PDE}s},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {360},
year = {2018},
number = {1},
pages = {307--346},
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doi = {10.1007/s00220-018-3136-6},
url = {https://doi.org/10.1007/s00220-018-3136-6}
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@article{khoshnevisan.kim.ea:20:dissipation,
author = {Khoshnevisan, Davar and Kim, Kunwoo and Mueller, Carl and Shiu, Shang-Yuan},
title = {Dissipation in parabolic {SPDE}s},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {179},
year = {2020},
number = {2},
pages = {502--534},
issn = {0022-4715},
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mrnumber = {4091567},
mrreviewer = {Petru A. Cioica-Licht},
doi = {10.1007/s10955-020-02540-0},
url = {https://doi.org/10.1007/s10955-020-02540-0}
}
@article{khoshnevisan.kim.ea:23:dissipation,
author = {Khoshnevisan, Davar and Kim, Kunwoo and Mueller, Carl},
title = {Dissipation in parabolic {SPDE}s {II}: {O}scillation and decay of the solution},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {59},
year = {2023},
number = {3},
pages = {1610--1641},
issn = {0246-0203,1778-7017},
mrclass = {60H15 (35R60)},
mrnumber = {4635721},
doi = {10.1214/22-aihp1289},
url = {https://doi.org/10.1214/22-aihp1289}
}
@article{khoshnevisan.kim.ea:23:phase,
author = {Khoshnevisan, Davar and Kim, Kunwoo and Mueller, Carl and Shiu, Shang-Yuan},
title = {Phase analysis for a family of stochastic reaction-diffusion equations},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {28},
year = {2023},
pages = {Paper No. 101, 66},
issn = {1083-6489},
mrclass = {60H15 (35R60)},
mrnumber = {4620551},
doi = {10.1214/23-ejp983},
url = {https://doi.org/10.1214/23-ejp983}
}
@article{khoshnevisan.kim:15:non-linear,
author = {Khoshnevisan, Davar and Kim, Kunwoo},
title = {Non-linear noise excitation and intermittency under high disorder},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {143},
year = {2015},
number = {9},
pages = {4073--4083},
issn = {0002-9939},
mrclass = {60H15 (35K20 35R60 60H25 60K37)},
mrnumber = {3359595},
mrreviewer = {Vassili N. Kolokol{\cprime}tsov},
doi = {10.1090/S0002-9939-2015-12517-8},
url = {https://doi.org/10.1090/S0002-9939-2015-12517-8}
}
@article{khoshnevisan.kim:15:nonlinear,
author = {Khoshnevisan, Davar and Kim, Kunwoo},
title = {Nonlinear noise excitation of intermittent stochastic {PDE}s and the topology of {LCA} groups},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {43},
year = {2015},
number = {4},
pages = {1944--1991},
issn = {0091-1798},
mrclass = {60H15 (35R60 60B15 60H25 60K37)},
mrnumber = {3353819},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1214/14-AOP925},
url = {https://doi.org/10.1214/14-AOP925}
}
@article{khoshnevisan.levin.ea:05:extreme-value,
author = {Khoshnevisan, Davar and Levin, David A. and Shi, Zhan},
title = {An extreme-value analysis of the {LIL} for {B}rownian motion},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {10},
year = {2005},
pages = {196--206},
issn = {1083-589X},
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mrreviewer = {Boualem Djehiche},
doi = {10.1214/ECP.v10-1154},
url = {https://doi.org/10.1214/ECP.v10-1154}
}
@article{khoshnevisan.levin.ea:05:on,
author = {Khoshnevisan, Davar and Levin, David A. and M\'{e}ndez-Hern\'{a}ndez, Pedro J.},
title = {On dynamical {G}aussian random walks},
journal = {Ann. Probab.},
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year = {2005},
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mrreviewer = {Roman Urban},
doi = {10.1214/009117904000001044},
url = {https://doi.org/10.1214/009117904000001044}
}
@article{khoshnevisan.levin.ea:06:exceptional,
author = {Khoshnevisan, Davar and Levin, David A. and M\'{e}ndez-Hern\'{a}ndez, Pedro J.},
title = {Exceptional times and invariance for dynamical random walks},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {134},
year = {2006},
number = {3},
pages = {383--416},
issn = {0178-8051},
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mrnumber = {2226886},
mrreviewer = {Michele Zito},
doi = {10.1007/s00440-005-0435-6},
url = {https://doi.org/10.1007/s00440-005-0435-6}
}
@article{khoshnevisan.levin.ea:08:capacities,
author = {Khoshnevisan, Davar and Levin, David A. and M\'{e}ndez-Hern\'{a}ndez, Pedro J.},
title = {Capacities in {W}iener space, quasi-sure lower functions, and {K}olmogorov's {$\epsilon$}-entropy},
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doi = {10.1016/j.spa.2007.10.014},
url = {https://doi.org/10.1016/j.spa.2007.10.014}
}
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author = {Khoshnevisan, Davar and Lewis, Thomas M. and Li, Wenbo V.},
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doi = {10.1007/BF01199896},
url = {https://doi.org/10.1007/BF01199896}
}
@article{khoshnevisan.lewis.ea:96:on,
author = {Khoshnevisan, Davar and Lewis, Thomas M. and Shi, Zhan},
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doi = {10.1214/aop/1039639361},
url = {https://doi.org/10.1214/aop/1039639361}
}
@article{khoshnevisan.lewis:03:optimal,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {Optimal reward on a sparse tree with random edge weights},
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doi = {10.1017/s0021900200020209},
url = {https://doi.org/10.1017/s0021900200020209}
}
@article{khoshnevisan.lewis:95:favorite,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
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doi = {10.1016/0304-4149(94)00077-7},
url = {https://doi.org/10.1016/0304-4149(94)00077-7}
}
@article{khoshnevisan.lewis:96:chungs,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {Chung's law of the iterated logarithm for iterated {B}rownian motion},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
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year = {1996},
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pages = {349--359},
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mrreviewer = {Zhan Shi},
url = {http://www.numdam.org/item?id=AIHPB_1996__32_3_349_0}
}
@article{khoshnevisan.lewis:96:uniform,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {The uniform modulus of continuity of iterated {B}rownian motion},
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year = {1996},
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pages = {317--333},
issn = {0894-9840},
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mrreviewer = {Zhan Shi},
doi = {10.1007/BF02214652},
url = {https://doi.org/10.1007/BF02214652}
}
@article{khoshnevisan.lewis:98:law,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {A law of the iterated logarithm for stable processes in random scenery},
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volume = {74},
year = {1998},
number = {1},
pages = {89--121},
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doi = {10.1016/S0304-4149(97)00105-1},
url = {https://doi.org/10.1016/S0304-4149(97)00105-1}
}
@incollection{khoshnevisan.lewis:99:iterated,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {Iterated {B}rownian motion and its intrinsic skeletal structure},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications ({A}scona, 1996)},
series = {Progr. Probab.},
volume = {45},
pages = {201--210},
publisher = {Birkh\"{a}user, Basel},
year = {1999},
mrclass = {60J65 (60G18)},
mrnumber = {1712242}
}
@article{khoshnevisan.lewis:99:stochastic,
author = {Khoshnevisan, Davar and Lewis, Thomas M.},
title = {Stochastic calculus for {B}rownian motion on a {B}rownian fracture},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {9},
year = {1999},
number = {3},
pages = {629--667},
issn = {1050-5164},
mrclass = {60H05 (60J65)},
mrnumber = {1722276},
doi = {10.1214/aoap/1029962807},
url = {https://doi.org/10.1214/aoap/1029962807}
}
@article{khoshnevisan.nualart.ea:21:spatial,
author = {Khoshnevisan, Davar and Nualart, David and Pu, Fei},
title = {Spatial stationarity, ergodicity, and {CLT} for parabolic {A}nderson model with delta initial condition in dimension {$d\geq1$}},
journal = {SIAM J. Math. Anal.},
fjournal = {SIAM Journal on Mathematical Analysis},
volume = {53},
year = {2021},
number = {2},
pages = {2084--2133},
issn = {0036-1410},
mrclass = {60H15 (60F05 60H07)},
mrnumber = {4242879},
doi = {10.1137/20M1350418},
url = {https://doi.org/10.1137/20M1350418}
}
@article{khoshnevisan.nualart:08:level,
author = {Khoshnevisan, Davar and Nualart, Eulalia},
title = {Level sets of the stochastic wave equation driven by a symmetric {L}\'{e}vy noise},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {14},
year = {2008},
number = {4},
pages = {899--925},
issn = {1350-7265},
mrclass = {60H15},
mrnumber = {2543579},
mrreviewer = {Sergey V. Lototsky},
doi = {10.3150/08-BEJ133},
url = {https://doi.org/10.3150/08-BEJ133}
}
@incollection{khoshnevisan.pemantle:00:sojourn,
author = {Khoshnevisan, D. and Pemantle, R.},
title = {Sojourn times of {B}rownian sheet},
note = {Endre Cs\'{a}ki 65},
journal = {Period. Math. Hungar.},
fjournal = {Periodica Mathematica Hungarica. Journal of the J\'{a}nos Bolyai Mathematical Society},
volume = {41},
year = {2000},
number = {1-2},
pages = {187--194},
issn = {0031-5303},
mrclass = {60G60 (60G15)},
mrnumber = {1812805},
mrreviewer = {Qi Man Shao},
doi = {10.1023/A:1010324606980},
url = {https://doi.org/10.1023/A:1010324606980}
}
@article{khoshnevisan.peres.ea:00:limsup,
author = {Khoshnevisan, Davar and Peres, Yuval and Xiao, Yimin},
title = {Limsup random fractals},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {5},
year = {2000},
pages = {no. 5, 24},
issn = {1083-6489},
mrclass = {60J65 (28A80 60D05 60G17)},
mrnumber = {1743726},
mrreviewer = {Norbert Patzschke},
doi = {10.1214/EJP.v5-60},
url = {https://doi.org/10.1214/EJP.v5-60}
}
@article{khoshnevisan.revesz.ea:04:on,
author = {Khoshnevisan, Davar and R\'{e}v\'{e}sz, P\'{a}l and Shi, Zhan},
title = {On the explosion of the local times along lines of {B}rownian sheet},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {40},
year = {2004},
number = {1},
pages = {1--24},
issn = {0246-0203},
mrclass = {60J55 (60G15 60G60 60J65)},
mrnumber = {2037469},
mrreviewer = {Peter M\"{o}rters},
doi = {10.1016/S0246-0203(03)00057-8},
url = {https://doi.org/10.1016/S0246-0203(03)00057-8}
}
@article{khoshnevisan.revesz.ea:05:level,
author = {Khoshnevisan, Davar and R\'{e}v\'{e}sz, P\'{a}l and Shi, Zhan},
title = {Level crossings of a two-parameter random walk},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {115},
year = {2005},
number = {3},
pages = {359--380},
issn = {0304-4149},
mrclass = {60G15 (60F17 60G50 60J55)},
mrnumber = {2118283},
mrreviewer = {Robert C. Dalang},
doi = {10.1016/j.spa.2004.09.010},
url = {https://doi.org/10.1016/j.spa.2004.09.010}
}
@incollection{khoshnevisan.revesz:10:zeros,
author = {Khoshnevisan, Davar and R\'{e}v\'{e}sz, P\'{a}l},
title = {Zeros of a two-parameter random walk},
booktitle = {Dependence in probability, analysis and number theory},
pages = {265--278},
publisher = {Kendrick Press, Heber City, UT},
year = {2010},
mrclass = {60G50},
mrnumber = {2731066},
mrreviewer = {Aihua Xia}
}
@article{khoshnevisan.salminen.ea:06:note,
author = {Khoshnevisan, Davar and Salminen, Paavo and Yor, Marc},
title = {A note on a.s. finiteness of perpetual integral functionals of diffusions},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {11},
year = {2006},
pages = {108--117},
issn = {1083-589X},
mrclass = {60J60 (60J65)},
mrnumber = {2231738},
mrreviewer = {Iddo Ben-Ari},
doi = {10.1214/ECP.v11-1203},
url = {https://doi.org/10.1214/ECP.v11-1203}
}
@article{khoshnevisan.sanz-sole:22:optimal,
title = {Optimal regularity of SPDEs with additive noise},
author = {Davar Khoshnevisan and Marta Sanz-Sol\'e},
year = {2022},
month = {August},
journal = {preprint arXiv:2208.01728},
url = {http://arXiv.org/abs/2208.01728}
}
@article{khoshnevisan.sarantsev:19:talagrand,
author = {Khoshnevisan, Davar and Sarantsev, Andrey},
title = {Talagrand concentration inequalities for stochastic partial differential equations},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
volume = {7},
year = {2019},
number = {4},
pages = {679--698},
issn = {2194-0401},
mrclass = {60E15 (35R60 60H15 60J60)},
mrnumber = {4022285},
mrreviewer = {Rafa\l Marcin \L ochowski},
doi = {10.1007/s40072-019-00136-8},
url = {https://doi.org/10.1007/s40072-019-00136-8}
}
@article{khoshnevisan.schilling.ea:12:packing,
author = {Khoshnevisan, D. and Schilling, R. L. and Xiao, Y.},
title = {Packing dimension profiles and {L}\'{e}vy processes},
journal = {Bull. Lond. Math. Soc.},
fjournal = {Bulletin of the London Mathematical Society},
volume = {44},
year = {2012},
number = {5},
pages = {931--943},
issn = {0024-6093},
mrclass = {60G17 (28A80 60G51 60J25)},
mrnumber = {2975152},
mrreviewer = {Anatoliy Malyarenko},
doi = {10.1112/blms/bds022},
url = {https://doi.org/10.1112/blms/bds022}
}
@book{khoshnevisan.schilling:16:from,
author = {Khoshnevisan, Davar and Schilling, Ren\'{e}},
title = {From {L}\'{e}vy-type processes to parabolic {SPDE}s},
series = {Advanced Courses in Mathematics. CRM Barcelona},
note = {Edited by Llu\'{i}s Quer-Sardanyons and Frederic Utzet},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {2016},
pages = {vii+219},
isbn = {978-3-319-34119-4; 978-3-319-34120-0},
mrclass = {60-06 (60-02 60G51 60H15 60J25 60J35)},
mrnumber = {3587832},
doi = {10.1007/978-3-319-34120-0},
url = {https://doi.org/10.1007/978-3-319-34120-0}
}
@incollection{khoshnevisan.shi:00:fast,
author = {Khoshnevisan, Davar and Shi, Zhan},
title = {Fast sets and points for fractional {B}rownian motion},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXXIV}},
series = {Lecture Notes in Math.},
volume = {1729},
pages = {393--416},
publisher = {Springer, Berlin},
year = {2000},
mrclass = {60G17 (60G15 60G18)},
mrnumber = {1768077},
mrreviewer = {Laurent Decreusefond},
doi = {10.1007/BFb0103816},
url = {https://doi.org/10.1007/BFb0103816}
}
@article{khoshnevisan.shi:98:chungs,
author = {Khoshnevisan, Davar and Shi, Zhan},
title = {Chung's law for integrated {B}rownian motion},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {350},
year = {1998},
number = {10},
pages = {4253--4264},
issn = {0002-9947},
mrclass = {60G15 (60F15 60J55 60J65)},
mrnumber = {1443196},
mrreviewer = {Qi Man Shao},
doi = {10.1090/S0002-9947-98-02011-X},
url = {https://doi.org/10.1090/S0002-9947-98-02011-X}
}
@incollection{khoshnevisan.shi:98:gaussian,
author = {Khoshnevisan, Davar and Shi, Zhan},
title = {Gaussian measure of a small ball and capacity in {W}iener space},
booktitle = {Asymptotic methods in probability and statistics ({O}ttawa, {ON}, 1997)},
pages = {453--465},
publisher = {North-Holland, Amsterdam},
year = {1998},
mrclass = {60G15 (60F99 60H07)},
mrnumber = {1661498},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1016/B978-044450083-0/50030-7},
url = {https://doi.org/10.1016/B978-044450083-0/50030-7}
}
@article{khoshnevisan.shi:99:brownian,
author = {Khoshnevisan, Davar and Shi, Zhan},
title = {Brownian sheet and capacity},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {27},
year = {1999},
number = {3},
pages = {1135--1159},
issn = {0091-1798},
mrclass = {60J45 (31C15 60G17 60G60)},
mrnumber = {1733143},
mrreviewer = {Patrick Fitzsimmons},
doi = {10.1214/aop/1022677442},
url = {https://doi.org/10.1214/aop/1022677442}
}
@article{khoshnevisan.shieh.ea:08:hausdorff,
author = {Khoshnevisan, Davar and Shieh, Narn-Rueih and Xiao, Yimin},
title = {Hausdorff dimension of the contours of symmetric additive {L}\'{e}vy processes},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {140},
year = {2008},
number = {1-2},
pages = {129--167},
issn = {0178-8051},
mrclass = {60G51 (28A80 60D05 60G17 60J25)},
mrnumber = {2357673},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1007/s00440-007-0060-7},
url = {https://doi.org/10.1007/s00440-007-0060-7}
}
@article{khoshnevisan.shieh.ea:09:erratum,
author = {Khoshnevisan, Davar and Shieh, Narn-Rueih and Xiao, Yimin},
title = {Erratum: {H}ausdorff dimension of the contours of symmetric additive {L}\'{e}vy processes [MR2357673]},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {143},
year = {2009},
number = {3-4},
pages = {665--666},
issn = {0178-8051},
mrclass = {60G51 (28A80 60D05 60G17 60J25)},
mrnumber = {2475679},
doi = {10.1007/s00440-008-0184-4},
url = {https://doi.org/10.1007/s00440-008-0184-4}
}
@article{khoshnevisan.swanson.ea:13:weak,
title = {Weak existence of a solution to a differential equation driven by a very rough fBm},
author = {Davar Khoshnevisan and Jason Swanson and Yimin Xiao and Liang Zhang},
year = {2013},
month = {September},
journal = {preprint arXiv:1309.3613},
url = {http://arXiv.org/abs/1309.3613}
}
@article{khoshnevisan.waymire:17:conversation,
author = {Khoshnevisan, Davar and Waymire, Edward},
title = {A conversation with {M}u-{F}a {C}hen},
journal = {Notices Amer. Math. Soc.},
fjournal = {Notices of the American Mathematical Society},
volume = {64},
year = {2017},
number = {6},
pages = {616--619},
issn = {0002-9920},
mrclass = {01A70},
mrnumber = {3585538},
doi = {10.1090/noti1533},
url = {https://doi.org/10.1090/noti1533}
}
@article{khoshnevisan.wu.ea:06:sectorial,
author = {Khoshnevisan, Davar and Wu, Dongsheng and Xiao, Yimin},
title = {Sectorial local non-determinism and the geometry of the {B}rownian sheet},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {11},
year = {2006},
pages = {no. 32, 817--843},
issn = {1083-6489},
mrclass = {60G15 (28A80 60G17)},
mrnumber = {2261054},
mrreviewer = {Hong Xue},
doi = {10.1214/EJP.v11-353},
url = {https://doi.org/10.1214/EJP.v11-353}
}
@article{khoshnevisan.xiao.ea:03:local,
author = {Khoshnevisan, Davar and Xiao, Yimin and Zhong, Yuquan},
title = {Local times of additive {L}\'{e}vy processes},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {104},
year = {2003},
number = {2},
pages = {193--216},
issn = {0304-4149},
mrclass = {60G17 (60G51 60J55)},
mrnumber = {1961619},
mrreviewer = {Lo\"{i}c Chaumont},
doi = {10.1016/S0304-4149(02)00237-5},
url = {https://doi.org/10.1016/S0304-4149(02)00237-5}
}
@article{khoshnevisan.xiao.ea:03:measuring,
author = {Khoshnevisan, Davar and Xiao, Yimin and Zhong, Yuquan},
title = {Measuring the range of an additive {L}\'{e}vy process},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {31},
year = {2003},
number = {2},
pages = {1097--1141},
issn = {0091-1798},
mrclass = {60G60 (28A20 60G51 60G52 60J45 60J55)},
mrnumber = {1964960},
mrreviewer = {Suresh V. Lawande},
doi = {10.1214/aop/1048516547},
url = {https://doi.org/10.1214/aop/1048516547}
}
@incollection{khoshnevisan.xiao:00:images,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Images and level sets of additive random walks},
booktitle = {High dimensional probability, {II} ({S}eattle, {WA}, 1999)},
series = {Progr. Probab.},
volume = {47},
pages = {329--345},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {2000},
mrclass = {60G50 (60G60 60J45)},
mrnumber = {1857331},
mrreviewer = {D. Butkovi\'{c}}
}
@article{khoshnevisan.xiao:02:level,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Level sets of additive {L}\'{e}vy processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {30},
year = {2002},
number = {1},
pages = {62--100},
issn = {0091-1798},
mrclass = {60G60 (28A80 60D05 60J45)},
mrnumber = {1894101},
mrreviewer = {Ingo Fahrner},
doi = {10.1214/aop/1020107761},
url = {https://doi.org/10.1214/aop/1020107761}
}
@article{khoshnevisan.xiao:03:weak,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Weak unimodality of finite measures, and an application to potential theory of additive {L}\'{e}vy processes},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {131},
year = {2003},
number = {8},
pages = {2611--2616},
issn = {0002-9939},
mrclass = {60E05 (60E07 60G51 60J45)},
mrnumber = {1974662},
mrreviewer = {Mamoru Kanda},
doi = {10.1090/S0002-9939-02-06778-3},
url = {https://doi.org/10.1090/S0002-9939-02-06778-3}
}
@incollection{khoshnevisan.xiao:04:additive,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Additive {L}\'{e}vy processes: capacity and {H}ausdorff dimension},
booktitle = {Fractal geometry and stochastics {III}},
series = {Progr. Probab.},
volume = {57},
pages = {151--170},
publisher = {Birkh\"{a}user, Basel},
year = {2004},
mrclass = {60G17 (28A80 60G48 60G51 60J25 60J45)},
mrnumber = {2087138},
mrreviewer = {Ren\'{e} L. Schilling}
}
@article{khoshnevisan.xiao:05:levy,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {L\'{e}vy processes: capacity and {H}ausdorff dimension},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {3},
pages = {841--878},
issn = {0091-1798},
mrclass = {60G51 (28A78 28A80 60G17 60J25)},
mrnumber = {2135306},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1214/009117904000001026},
url = {https://doi.org/10.1214/009117904000001026}
}
@article{khoshnevisan.xiao:07:images,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Images of the {B}rownian sheet},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {359},
year = {2007},
number = {7},
pages = {3125--3151},
issn = {0002-9947},
mrclass = {60G15 (28A80 60G17 60J45)},
mrnumber = {2299449},
mrreviewer = {Robert C. Dalang},
doi = {10.1090/S0002-9947-07-04073-1},
url = {https://doi.org/10.1090/S0002-9947-07-04073-1}
}
@article{khoshnevisan.xiao:08:packing,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Packing dimension of the range of a {L}\'{e}vy process},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {136},
year = {2008},
number = {7},
pages = {2597--2607},
issn = {0002-9939},
mrclass = {60G51 (28A80 60G17 60J25)},
mrnumber = {2390532},
mrreviewer = {Marta Tyran-Kami\'{n}ska},
doi = {10.1090/S0002-9939-08-09163-6},
url = {https://doi.org/10.1090/S0002-9939-08-09163-6}
}
@article{khoshnevisan.xiao:08:packing-dimension,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Packing-dimension profiles and fractional {B}rownian motion},
journal = {Math. Proc. Cambridge Philos. Soc.},
fjournal = {Mathematical Proceedings of the Cambridge Philosophical Society},
volume = {145},
year = {2008},
number = {1},
pages = {205--213},
issn = {0305-0041},
mrclass = {60G18 (28A78 60J55)},
mrnumber = {2431650},
mrreviewer = {Marco Dozzi},
doi = {10.1017/S0305004108001394},
url = {https://doi.org/10.1017/S0305004108001394}
}
@article{khoshnevisan.xiao:09:harmonic,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Harmonic analysis of additive {L}\'{e}vy processes},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {145},
year = {2009},
number = {3-4},
pages = {459--515},
issn = {0178-8051},
mrclass = {60G60 (31C05 60G51 60J45 60J55)},
mrnumber = {2529437},
mrreviewer = {Vasily A. Chernecky},
doi = {10.1007/s00440-008-0175-5},
url = {https://doi.org/10.1007/s00440-008-0175-5}
}
@article{khoshnevisan.xiao:15:brownian,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {Brownian motion and thermal capacity},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {43},
year = {2015},
number = {1},
pages = {405--434},
issn = {0091-1798},
mrclass = {60J65 (28A78 28A80 60G15 60G17 60G51 60J45)},
mrnumber = {3298476},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1214/14-AOP910},
url = {https://doi.org/10.1214/14-AOP910}
}
@incollection{khoshnevisan.xiao:17:on,
author = {Khoshnevisan, Davar and Xiao, Yimin},
title = {On the macroscopic fractal geometry of some random sets},
booktitle = {Stochastic analysis and related topics},
series = {Progr. Probab.},
volume = {72},
pages = {179--206},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {2017},
mrclass = {60G51 (28A80 60G17 60G52)},
mrnumber = {3737630},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1007/978-3-319-59671-6\_9},
url = {https://doi.org/10.1007/978-3-319-59671-6_9}
}
@incollection{khoshnevisan:00:on,
author = {Khoshnevisan, D.},
title = {On sums of i.i.d. random variables indexed by {$N$} parameters},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXXIV}},
series = {Lecture Notes in Math.},
volume = {1729},
pages = {151--156},
publisher = {Springer, Berlin},
year = {2000},
mrclass = {60G50 (60F15 60G60)},
mrnumber = {1768109},
doi = {10.1007/BFb0103800},
url = {https://doi.org/10.1007/BFb0103800}
}
@book{khoshnevisan:02:multiparameter,
author = {Khoshnevisan, Davar},
title = {Multiparameter processes},
series = {Springer Monographs in Mathematics},
note = {An introduction to random fields},
publisher = {Springer-Verlag, New York},
year = {2002},
pages = {xx+584},
isbn = {0-387-95459-7},
mrclass = {60-02 (60G42 60G44 60G50 60G60 60J25 60J45)},
mrnumber = {1914748},
mrreviewer = {David Nualart},
doi = {10.1007/b97363},
url = {https://doi.org/10.1007/b97363}
}
@incollection{khoshnevisan:03:codimension,
author = {Khoshnevisan, Davar},
title = {The codimension of the zeros of a stable process in random scenery},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s {XXXVII}},
series = {Lecture Notes in Math.},
volume = {1832},
pages = {236--245},
publisher = {Springer, Berlin},
year = {2003},
mrclass = {60K37},
mrnumber = {2053048},
mrreviewer = {Jean-Fran\c{c}ois Delmas},
doi = {10.1007/978-3-540-40004-2\_9},
url = {https://doi.org/10.1007/978-3-540-40004-2_9}
}
@article{khoshnevisan:03:intersections,
author = {Khoshnevisan, Davar},
title = {Intersections of {B}rownian motions},
journal = {Expo. Math.},
fjournal = {Expositiones Mathematicae},
volume = {21},
year = {2003},
number = {2},
pages = {97--114},
issn = {0723-0869},
mrclass = {60J65},
mrnumber = {1978059},
mrreviewer = {Yueyun Hu},
doi = {10.1016/S0723-0869(03)80013-0},
url = {https://doi.org/10.1016/S0723-0869(03)80013-0}
}
@incollection{khoshnevisan:04:brownian,
author = {Khoshnevisan, Davar},
title = {Brownian sheet and quasi-sure analysis},
booktitle = {Asymptotic methods in stochastics},
series = {Fields Inst. Commun.},
volume = {44},
pages = {25--47},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2004},
mrclass = {28A12 (58J65 60G15 60J45)},
mrnumber = {2106847},
mrreviewer = {U. D'Ambrosio}
}
@book{khoshnevisan:07:probability,
author = {Khoshnevisan, Davar},
title = {Probability},
series = {Graduate Studies in Mathematics},
volume = {80},
publisher = {American Mathematical Society, Providence, RI},
year = {2007},
pages = {xvi+224},
isbn = {978-0-8218-4215-7; 0-8218-4215-3},
mrclass = {60-01 (60F05 60F15 60H05 60J65)},
mrnumber = {2296582},
mrreviewer = {Bogdan Iftimie},
doi = {10.1090/gsm/080},
url = {https://doi.org/10.1090/gsm/080}
}
@article{khoshnevisan:08:dynamical,
author = {Khoshnevisan, Davar},
title = {Dynamical percolation on general trees},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {140},
year = {2008},
number = {1-2},
pages = {169--193},
issn = {0178-8051},
mrclass = {60K35 (31C15 60J45)},
mrnumber = {2357674},
mrreviewer = {Marina Vachkovskaia},
doi = {10.1007/s00440-007-0061-6},
url = {https://doi.org/10.1007/s00440-007-0061-6}
}
@incollection{khoshnevisan:08:slices,
author = {Khoshnevisan, Davar},
title = {Slices of a {B}rownian sheet: new results and open problems},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications {V}},
series = {Progr. Probab.},
volume = {59},
pages = {135--174},
publisher = {Birkh\"{a}user, Basel},
year = {2008},
mrclass = {60J45 (60G15 60G60)},
mrnumber = {2401955},
mrreviewer = {Robert C. Dalang},
doi = {10.1007/978-3-7643-8458-6\_9},
url = {https://doi.org/10.1007/978-3-7643-8458-6_9}
}
@incollection{khoshnevisan:09:from,
author = {Khoshnevisan, Davar},
title = {From fractals and probability to {L}\'{e}vy processes and stochastic {PDE}s},
booktitle = {Fractal geometry and stochastics {IV}},
series = {Progr. Probab.},
volume = {61},
pages = {111--141},
publisher = {Birkh\"{a}user Verlag, Basel},
year = {2009},
mrclass = {28A78 (28A80 35R60 60H15 60J55)},
mrnumber = {2762675},
mrreviewer = {Marco Dozzi},
doi = {10.1007/978-3-0346-0030-9\_4},
url = {https://doi.org/10.1007/978-3-0346-0030-9_4}
}
@incollection{khoshnevisan:09:primer,
author = {Khoshnevisan, Davar},
title = {A primer on stochastic partial differential equations},
booktitle = {A minicourse on stochastic partial differential equations},
series = {Lecture Notes in Math.},
volume = {1962},
pages = {1--38},
publisher = {Springer, Berlin},
year = {2009},
mrclass = {60H15 (35R60 60H40)},
mrnumber = {2508772},
mrreviewer = {Leszek Gawarecki},
doi = {10.1007/978-3-540-85994-9\_1},
url = {https://doi.org/10.1007/978-3-540-85994-9_1}
}
@book{khoshnevisan:14:analysis,
author = {Khoshnevisan, Davar},
title = {Analysis of stochastic partial differential equations},
series = {CBMS Regional Conference Series in Mathematics},
volume = {119},
publisher = {Published for the Conference Board of the Mathematical Sciences, Washington, DC; by the American Mathematical Society, Providence, RI},
year = {2014},
pages = {viii+116},
isbn = {978-1-4704-1547-1},
mrclass = {60H15 (35R60 60H30)},
mrnumber = {3222416},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1090/cbms/119},
url = {https://doi.org/10.1090/cbms/119}
}
@article{khoshnevisan:14:parabolic,
author = {Khoshnevisan, D.},
title = {Parabolic {SPDE}s and intermittency. 16th {B}razilian {S}ummer {S}chool of {P}robability. {R}ecife, {B}razil, {A}ugust 6--11, 2012},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {20},
year = {2014},
number = {1},
pages = {45--80},
issn = {1024-2953},
mrclass = {60H15 (35R60 60H30)},
mrnumber = {3185556},
mrreviewer = {Jan I. Seidler}
}
@incollection{khoshnevisan:16:invariance,
author = {Khoshnevisan, Davar},
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@article{khoshnevisan:94:exact,
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@incollection{khoshnevisan:95:gap,
author = {Khoshnevisan, Davar},
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@incollection{khoshnevisan:97:some,
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author = {Ledoux, Michel and Talagrand, Michel},
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author = {Ledoux, Michel},
title = {Isoperimetry and {G}aussian analysis},
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@article{lee.hillen.ea:08:continuous,
author = {Lee, J. M. and Hillen, T. and Lewis, M. A.},
title = {Continuous traveling waves for prey-taxis},
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url = {https://doi.org/10.1007/s11538-007-9271-4}
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@article{lee.leung:17:norm-attaining,
author = {Lee, Cheuk-Yin and Leung, Chi-Wai},
title = {Norm-attaining property for a dual pair of {B}anach spaces},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {445},
year = {2017},
number = {1},
pages = {556--563},
issn = {0022-247X},
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mrreviewer = {Mik\^{a}il Et},
doi = {10.1016/j.jmaa.2016.07.063},
url = {https://doi.org/10.1016/j.jmaa.2016.07.063}
}
@article{lee.leung:23:regularity,
author = {Lee, Cheuk-Yin and Leung, Chi-Wai},
title = {Regularity of certain commutative {B}anach rings},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {517},
year = {2023},
number = {1},
pages = {Paper No. 126589, 10},
issn = {0022-247X},
mrclass = {46J05 (46J10)},
mrnumber = {4470741},
doi = {10.1016/j.jmaa.2022.126589},
url = {https://doi.org/10.1016/j.jmaa.2022.126589}
}
@article{lee.mueller.ea:09:some,
author = {Lee, Kijung and Mueller, Carl and Xiong, Jie},
title = {Some properties of superprocesses under a stochastic flow},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {45},
year = {2009},
number = {2},
pages = {477--490},
issn = {0246-0203},
mrclass = {60J68 (60G57 60H15 60J80)},
mrnumber = {2521410},
mrreviewer = {Jos\'{e} Villa-Morales},
doi = {10.1214/08-AIHP171},
url = {https://doi.org/10.1214/08-AIHP171}
}
@article{lee.mueller.ea:20:hitting,
author = {Lee, Jong Jun and Mueller, Carl and Neuman, Eyal},
title = {Hitting probabilities of a {B}rownian flow with radial drift},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {48},
year = {2020},
number = {2},
pages = {646--671},
issn = {0091-1798},
mrclass = {60H10 (60J45 60J60)},
mrnumber = {4089490},
mrreviewer = {Olga V. Aryasova},
doi = {10.1214/19-AOP1368},
url = {https://doi.org/10.1214/19-AOP1368}
}
@article{lee.song.ea:23:hitting,
author = {Lee, Cheuk Yin and Song, Jian and Xiao, Yimin and Yuan, Wangjun},
title = {Hitting probabilities of {G}aussian random fields and collision of eigenvalues of random matrices},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {376},
year = {2023},
number = {6},
pages = {4273--4299},
issn = {0002-9947,1088-6850},
mrclass = {60G15 (60B20 60G17 60G22 60G60)},
mrnumber = {4586811},
doi = {10.1090/tran/8895},
url = {https://doi.org/10.1090/tran/8895}
}
@article{lee.xiao:19:local,
author = {Lee, Cheuk Yin and Xiao, Yimin},
title = {Local nondeterminism and the exact modulus of continuity for stochastic wave equation},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {24},
year = {2019},
pages = {Paper No. 52, 8},
mrclass = {60G15 (60G17 60H15)},
mrnumber = {4003126},
mrreviewer = {Seiichiro Kusuoka},
doi = {10.1214/19-ecp264},
url = {https://doi.org/10.1214/19-ecp264}
}
@article{lee.xiao:22:propagation,
author = {Lee, Cheuk Yin and Xiao, Yimin},
title = {Propagation of singularities for the stochastic wave equation},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {143},
year = {2022},
pages = {31--54},
issn = {0304-4149},
mrclass = {60H15 (60G17)},
mrnumber = {4332774},
mrreviewer = {Kunwoo Kim},
doi = {10.1016/j.spa.2021.09.013},
url = {https://doi.org/10.1016/j.spa.2021.09.013}
}
@article{lee.xiao:23:chung-type,
author = {Lee, Cheuk Yin and Xiao, Yimin},
title = {Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic {G}aussian random fields},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {29},
year = {2023},
number = {1},
pages = {523--550},
issn = {1350-7265},
mrclass = {60G15 (60F15 60G17 60G60)},
mrnumber = {4497257},
doi = {10.3150/22-bej1467},
url = {https://doi.org/10.3150/22-bej1467}
}
@article{lee.xiao:23:local,
title = {Local times of anisotropic Gaussian random fields and stochastic heat equation},
author = {Cheuk Yin Lee and Yimin Xiao},
year = {2023},
month = {August},
journal = {preprint arXiv:2308.13732},
url = {http://arXiv.org/abs/2308.13732}
}
@book{lee:20:sample,
author = {Lee, Cheuk Yin},
title = {Sample {P}ath {P}roperties of {G}aussian {R}andom {F}ields and {S}tochastic {P}artial {D}ifferential {E}quations},
note = {Thesis (Ph.D.)--Michigan State University},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {2020},
pages = {147},
isbn = {979-8617-04072-4},
mrclass = {Thesis},
mrnumber = {4119921},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:27994271}
}
@article{lee:22:hausdorff,
author = {Lee, Cheuk Yin},
title = {The {H}ausdorff measure of the range and level sets of {G}aussian random fields with sectorial local nondeterminism},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {28},
year = {2022},
number = {1},
pages = {277--306},
issn = {1350-7265},
mrclass = {60G15 (60G17 60G60)},
mrnumber = {4337706},
mrreviewer = {Anatoliy Malyarenko},
doi = {10.3150/21-bej1342},
url = {https://doi.org/10.3150/21-bej1342}
}
@article{lee:22:local,
author = {Lee, Cheuk Yin},
title = {Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise},
journal = {J. Fourier Anal. Appl.},
fjournal = {The Journal of Fourier Analysis and Applications},
volume = {28},
year = {2022},
number = {2},
pages = {Paper No. 26, 38},
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url = {https://doi.org/10.1016/j.aml.2020.106880}
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author = {Li, Min and Huang, Chengming and Hu, Yaozhong},
title = {Numerical methods for stochastic {V}olterra integral equations with weakly singular kernels},
journal = {IMA J. Numer. Anal.},
fjournal = {IMA Journal of Numerical Analysis},
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pages = {2656--2683},
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doi = {10.1093/imanum/drab047},
url = {https://doi.org/10.1093/imanum/drab047}
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author = {Li, Dong and Li, Tong and Zhao, Kun},
title = {On a hyperbolic-parabolic system modeling chemotaxis},
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doi = {10.1142/S0218202511005519},
url = {https://doi.org/10.1142/S0218202511005519}
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author = {Li, Fang and Liang, Xing and Shen, Wenxian},
title = {Diffusive {KPP} equations with free boundaries in time almost periodic environments: {I}. {S}preading and vanishing dichotomy},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {36},
year = {2016},
number = {6},
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issn = {1078-0947,1553-5231},
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mrreviewer = {Alp\'{a}r\ R.\ M\'{e}sz\'{a}ros},
doi = {10.3934/dcds.2016.36.3317},
url = {https://doi.org/10.3934/dcds.2016.36.3317}
}
@article{li.liang.ea:16:diffusive*1,
author = {Li, Fang and Liang, Xing and Shen, Wenxian},
title = {Diffusive {KPP} equations with free boundaries in time almost periodic environments: {II}. {S}preading speeds and semi-wave solutions},
journal = {J. Differential Equations},
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doi = {10.1016/j.jde.2016.04.035},
url = {https://doi.org/10.1016/j.jde.2016.04.035}
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author = {Li, Linyuan and Liu, Juan and Xiao, Yimin},
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author = {Li, Linyuan and Lu, Kewei and Xiao, Yimin},
title = {Wavelet thresholding in fixed design regression for {G}aussian random fields},
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doi = {10.1007/s00041-019-09698-6},
url = {https://doi.org/10.1007/s00041-019-09698-6}
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author = {Li, Zenghu and Mytnik, Leonid},
title = {Strong solutions for stochastic differential equations with jumps},
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doi = {10.1214/10-AIHP389},
url = {https://doi.org/10.1214/10-AIHP389}
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author = {Li, Wenbo V. and Shao, Qi-Man},
title = {A note on the {G}aussian correlation conjecture},
booktitle = {High dimensional probability, {II} ({S}eattle, {WA}, 1999)},
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@incollection{li.shao:01:gaussian,
author = {Li, W. V. and Shao, Q.-M.},
title = {Gaussian processes: inequalities, small ball probabilities and applications},
booktitle = {Stochastic processes: theory and methods},
series = {Handbook of Statist.},
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pages = {533--597},
publisher = {North-Holland, Amsterdam},
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@article{li.shen.ea:17:invariant,
author = {Li, Xin and Shen, Wenxian and Sun, Chunyou},
title = {Invariant measures for complex-valued dissipative dynamical systems and applications},
journal = {Discrete Contin. Dyn. Syst. Ser. B},
fjournal = {Discrete and Continuous Dynamical Systems. Series B. A Journal Bridging Mathematics and Sciences},
volume = {22},
year = {2017},
number = {6},
pages = {2427--2446},
issn = {1531-3492,1553-524X},
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doi = {10.3934/dcdsb.2017124},
url = {https://doi.org/10.3934/dcdsb.2017124}
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@article{li.shen.ea:20:asymptotic,
author = {Li, Xin and Shen, Wenxian and Sun, Chunyou},
title = {Asymptotic dynamics of non-autonomous fractional reaction-diffusion equations on bounded domains},
journal = {Topol. Methods Nonlinear Anal.},
fjournal = {Topological Methods in Nonlinear Analysis},
volume = {55},
year = {2020},
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issn = {1230-3429},
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doi = {10.12775/tmna.2019.063},
url = {https://doi.org/10.12775/tmna.2019.063}
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@incollection{li.shieh.ea:13:hitting,
author = {Li, Bing and Shieh, Narn-Rueih and Xiao, Yimin},
title = {Hitting probabilities of the random covering sets},
booktitle = {Fractal geometry and dynamical systems in pure and applied mathematics. {II}. {F}ractals in applied mathematics},
series = {Contemp. Math.},
volume = {601},
pages = {307--323},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2013},
isbn = {978-0-8218-9148-3},
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doi = {10.1090/conm/601/11934},
url = {https://doi.org/10.1090/conm/601/11934}
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@article{li.shu.ea:17:local,
author = {Li, Xingjie Helen and Shu, Chi-Wang and Yang, Yang},
title = {Local discontinuous {G}alerkin method for the {K}eller-{S}egel chemotaxis model},
journal = {J. Sci. Comput.},
fjournal = {Journal of Scientific Computing},
volume = {73},
year = {2017},
number = {2-3},
pages = {943--967},
issn = {0885-7474},
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doi = {10.1007/s10915-016-0354-y},
url = {https://doi.org/10.1007/s10915-016-0354-y}
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@inproceedings{li.tai.ea:17:stochastic,
title = {Stochastic Modified Equations and Adaptive Stochastic Gradient Algorithms},
author = {Li, Qianxiao and Tai, Cheng and E, Weinan},
booktitle = {Proceedings of the 34th International Conference on Machine Learning},
pages = {2101--2110},
year = {2017},
editor = {Precup, Doina and Teh, Yee Whye},
volume = {70},
series = {Proceedings of Machine Learning Research},
month = {06--11 Aug},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v70/li17f/li17f.pdf},
url = {https://proceedings.mlr.press/v70/li17f.html}
}
@article{li.wang.ea:12:joint,
author = {Li, Zenghu and Wang, Hao and Xiong, Jie and Zhou, Xiaowen},
title = {Joint continuity of the solutions to a class of nonlinear {SPDE}s},
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fjournal = {Probability Theory and Related Fields},
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year = {2012},
number = {3-4},
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issn = {0178-8051},
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doi = {10.1007/s00440-011-0351-x},
url = {https://doi.org/10.1007/s00440-011-0351-x}
}
@article{li.wang.ea:15:exact,
author = {Li, Yuqiang and Wang, Wensheng and Xiao, Yimin},
title = {Exact moduli of continuity for operator-scaling {G}aussian random fields},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
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year = {2015},
number = {2},
pages = {930--956},
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doi = {10.3150/13-BEJ593},
url = {https://doi.org/10.3150/13-BEJ593}
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@article{li.xiao.ea:19:on,
author = {Li, Bo and Xiao, Yimin and Yang, Xiaochuan},
title = {On the favorite points of symmetric {L}\'{e}vy processes},
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doi = {10.1007/s10959-018-0857-6},
url = {https://doi.org/10.1007/s10959-018-0857-6}
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@article{li.xiao:07:mean,
author = {Li, Linyuan and Xiao, Yimin},
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url = {https://doi.org/10.1007/s10463-006-0048-6}
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@article{li.xiao:07:on,
author = {Li, Linyuan and Xiao, Yimin},
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url = {https://doi.org/10.1016/j.jspi.2006.10.009}
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@article{li.xiao:09:note,
author = {Li, Linyuan and Xiao, Yimin},
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@article{li.xiao:10:note,
author = {Li, Linyuan and Xiao, Yimin},
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doi = {10.1080/03610920902846570},
url = {https://doi.org/10.1080/03610920902846570}
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@article{li.xiao:11:multivariate,
author = {Li, Yuqiang and Xiao, Yimin},
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@article{li.xiao:12:occupation,
author = {Li, Yuqiang and Xiao, Yimin},
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@article{li.xiao:13:class,
author = {Li, Yuqiang and Xiao, Yimin},
title = {A class of fractional {B}rownian fields from branching systems and their regularity properties},
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doi = {10.1142/S0219025713500239},
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@article{li.xiao:17:wavelet-based,
author = {Li, Linyuan and Xiao, Yimin},
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author = {Li, Huicong and Zhao, Kun},
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title = {Analysis and stochastics of growth processes and interface models},
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@incollection{mountford.cranston:00:efficient,
author = {Mountford, T. S. and Cranston, M.},
title = {Efficient coupling on the circle},
booktitle = {Game theory, optimal stopping, probability and statistics},
series = {IMS Lecture Notes Monogr. Ser.},
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publisher = {Inst. Math. Statist., Beachwood, OH},
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isbn = {0-940600-48-X},
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doi = {10.1214/lnms/1215089753},
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@article{mountford.nualart:04:level,
author = {Mountford, Thomas S. and Nualart, Eulalia},
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doi = {10.1214/EJP.v9-169},
url = {https://doi.org/10.1214/EJP.v9-169}
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@incollection{mourrat.weber.ea:17:construction,
author = {Mourrat, Jean-Christophe and Weber, Hendrik and Xu, Weijun},
title = {Construction of {$\Phi^4_3$} diagrams for pedestrians},
booktitle = {From particle systems to partial differential equations},
series = {Springer Proc. Math. Stat.},
volume = {209},
pages = {1--46},
publisher = {Springer, Cham},
year = {2017},
mrclass = {35R60 (35K15 35K67 35K91 60H15 81T18)},
mrnumber = {3746744},
doi = {10.1007/978-3-319-66839-0\_1},
url = {https://doi.org/10.1007/978-3-319-66839-0_1}
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@article{mourrat.weber:17:convergence,
author = {Mourrat, Jean-Christophe and Weber, Hendrik},
title = {Convergence of the two-dimensional dynamic {I}sing-{K}ac model to {$\Phi^4_2$}},
journal = {Comm. Pure Appl. Math.},
fjournal = {Communications on Pure and Applied Mathematics},
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doi = {10.1002/cpa.21655},
url = {https://doi.org/10.1002/cpa.21655}
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@article{mourrat.weber:17:dynamic,
author = {Mourrat, Jean-Christophe and Weber, Hendrik},
title = {The dynamic {$\Phi^4_3$} model comes down from infinity},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {356},
year = {2017},
number = {3},
pages = {673--753},
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doi = {10.1007/s00220-017-2997-4},
url = {https://doi.org/10.1007/s00220-017-2997-4}
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@article{mourrat.weber:17:global,
author = {Mourrat, Jean-Christophe and Weber, Hendrik},
title = {Global well-posedness of the dynamic {$\Phi^4$} model in the plane},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
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year = {2017},
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mrnumber = {3693966},
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doi = {10.1214/16-AOP1116},
url = {https://doi.org/10.1214/16-AOP1116}
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@article{mu.wang.ea:13:global,
author = {Mu, Chunlai and Wang, Liangchen and Zheng, Pan and Zhang, Qingna},
title = {Global existence and boundedness of classical solutions to a parabolic-parabolic chemotaxis system},
journal = {Nonlinear Anal. Real World Appl.},
fjournal = {Nonlinear Analysis. Real World Applications. An International Multidisciplinary Journal},
volume = {14},
year = {2013},
number = {3},
pages = {1634--1642},
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mrclass = {35K51 (35A01 35A09)},
mrnumber = {3004526},
doi = {10.1016/j.nonrwa.2012.10.022},
url = {https://doi.org/10.1016/j.nonrwa.2012.10.022}
}
@article{mueller.lee:09:on,
author = {Mueller, Carl and Lee, Kijung},
title = {On the discrete heat equation taking values on a tree},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {137},
year = {2009},
number = {4},
pages = {1467--1478},
issn = {0002-9939},
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doi = {10.1090/S0002-9939-08-09748-7},
url = {https://doi.org/10.1090/S0002-9939-08-09748-7}
}
@article{mueller.mytnik.ea:06:heat,
author = {Mueller, Carl and Mytnik, Leonid and Stan, Aurel},
title = {The heat equation with time-independent multiplicative stable {L}\'{e}vy noise},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {116},
year = {2006},
number = {1},
pages = {70--100},
issn = {0304-4149},
mrclass = {60H15 (35K05 35R60)},
mrnumber = {2186840},
mrreviewer = {Jie Xiong},
doi = {10.1016/j.spa.2005.08.001},
url = {https://doi.org/10.1016/j.spa.2005.08.001}
}
@article{mueller.mytnik.ea:08:small,
author = {Mueller, C. and Mytnik, L. and Quastel, J.},
title = {Small noise asymptotics of traveling waves},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {14},
year = {2008},
number = {3},
pages = {333--342},
issn = {1024-2953},
mrclass = {60H15 (35K55 35Q51 35R60)},
mrnumber = {2453698}
}
@article{mueller.mytnik.ea:11:effect,
author = {Mueller, Carl and Mytnik, Leonid and Quastel, Jeremy},
title = {Effect of noise on front propagation in reaction-diffusion equations of {KPP} type},
journal = {Invent. Math.},
fjournal = {Inventiones Mathematicae},
volume = {184},
year = {2011},
number = {2},
pages = {405--453},
issn = {0020-9910},
mrclass = {60H15 (35C07 35K57 35K91 35R60)},
mrnumber = {2793860},
doi = {10.1007/s00222-010-0292-5},
url = {https://doi.org/10.1007/s00222-010-0292-5}
}
@article{mueller.mytnik.ea:14:nonuniqueness,
author = {Mueller, Carl and Mytnik, Leonid and Perkins, Edwin},
title = {Nonuniqueness for a parabolic {SPDE} with {$\frac{3}{4}-\epsilon$}-{H}\"{o}lder diffusion coefficients},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {5},
pages = {2032--2112},
issn = {0091-1798},
mrclass = {60H15 (35A02 35K15 35K91 35R60)},
mrnumber = {3262498},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1214/13-AOP870},
url = {https://doi.org/10.1214/13-AOP870}
}
@article{mueller.mytnik.ea:17:on,
author = {Mueller, Carl and Mytnik, Leonid and Perkins, Edwin},
title = {On the boundary of the support of super-{B}rownian notion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {6A},
pages = {3481--3534},
issn = {0091-1798},
mrclass = {60H15 (35K15 35R60 60J68)},
mrnumber = {3729608},
mrreviewer = {Huili Liu},
doi = {10.1214/16-AOP1141},
url = {https://doi.org/10.1214/16-AOP1141}
}
@article{mueller.mytnik.ea:21:speed,
author = {Mueller, Carl and Mytnik, Leonid and Ryzhik, Lenya},
title = {The speed of a random front for stochastic reaction-diffusion equations with strong noise},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {384},
year = {2021},
number = {2},
pages = {699--732},
issn = {0010-3616},
mrclass = {35K57 (60H15 92D10)},
mrnumber = {4259374},
doi = {10.1007/s00220-021-04084-0},
url = {https://doi.org/10.1007/s00220-021-04084-0}
}
@article{mueller.neuman.ea:20:improved,
author = {Mueller, Carl and Neuman, Eyal and Salins, Michael and Truong, Giang},
title = {An improved uniqueness result for a system of {SDE} related to the stochastic wave equation},
journal = {J. Stoch. Anal.},
fjournal = {Journal of Stochastic Analysis. JOSA},
volume = {1},
year = {2020},
number = {2},
pages = {Art. 1, 7},
mrclass = {60H10 (60J60)},
mrnumber = {4143954},
mrreviewer = {Andrey Sarantsev},
doi = {10.31390/josa.1.2.01},
url = {https://doi.org/10.31390/josa.1.2.01}
}
@article{mueller.neuman:20:scaling,
title = {Scaling Properties of a Moving Polymer},
author = {Carl Mueller and Eyal Neuman},
year = {2020},
month = {June},
journal = {preprint arXiv:2006.07189},
url = {http://arXiv.org/abs/2006.07189}
}
@article{mueller.neuman:22:scaling,
author = {Mueller, Carl and Neuman, Eyal},
title = {Scaling properties of a moving polymer},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {32},
year = {2022},
number = {6},
pages = {4251--4278},
issn = {1050-5164,2168-8737},
mrclass = {60H15 (82D60)},
mrnumber = {4522351},
mrreviewer = {John\ Masson\ Noble},
doi = {10.1214/22-aap1785},
url = {https://doi.org/10.1214/22-aap1785}
}
@article{mueller.neuman:22:self-repelling,
author = {Mueller, Carl and Neuman, Eyal},
title = {Self-repelling elastic manifolds with low dimensional range},
journal = {J. Stoch. Anal.},
fjournal = {Journal of Stochastic Analysis. JOSA},
volume = {3},
year = {2022},
number = {2},
pages = {Art. 1, 16},
mrclass = {60G60 (60G15 82D60)},
mrnumber = {4452305}
}
@article{mueller.neuman:23:radius,
title = {The radius of a self-repelling star polymer},
author = {Carl Mueller and Eyal Neuman},
year = {2023},
month = {June},
journal = {preprint arXiv:2306.01537},
url = {http://arXiv.org/abs/2306.01537}
}
@article{mueller.nualart:08:regularity,
author = {Mueller, Carl and Nualart, David},
title = {Regularity of the density for the stochastic heat equation},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {13},
year = {2008},
pages = {no. 74, 2248--2258},
mrclass = {60H15 (60H07 60H40)},
mrnumber = {2469610},
mrreviewer = {Catherine Donati-Martin},
doi = {10.1214/EJP.v13-589},
url = {https://doi.org/10.1214/EJP.v13-589}
}
@incollection{mueller.pardoux:99:critical,
author = {Mueller, Carl and Pardoux, Etienne},
title = {The critical exponent for a stochastic {PDE} to hit zero},
booktitle = {Stochastic analysis, control, optimization and applications},
series = {Systems Control Found. Appl.},
pages = {325--338},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {1999},
mrclass = {60H15 (35R60)},
mrnumber = {1702968},
mrreviewer = {David Nualart}
}
@article{mueller.perkins:00:extinction,
author = {Mueller, C. and Perkins, E.},
title = {Extinction for two parabolic stochastic {PDE}'s on the lattice},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {36},
year = {2000},
number = {3},
pages = {301--338},
issn = {0246-0203},
mrclass = {60H15 (60G57 60J65)},
mrnumber = {1770621},
mrreviewer = {Achim Klenke},
doi = {10.1016/S0246-0203(00)00128-X},
url = {https://doi.org/10.1016/S0246-0203(00)00128-X}
}
@article{mueller.perkins:92:compact,
author = {Mueller, Carl and Perkins, Edwin A.},
title = {The compact support property for solutions to the heat equation with noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {93},
year = {1992},
number = {3},
pages = {325--358},
issn = {0178-8051},
mrclass = {60H15},
mrnumber = {1180704},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/BF01193055},
url = {https://doi.org/10.1007/BF01193055}
}
@article{mueller.rudin:91:proper,
author = {Mueller, Carl and Rudin, Walter},
title = {Proper holomorphic self-maps of plane regions},
journal = {Complex Variables Theory Appl.},
fjournal = {Complex Variables. Theory and Application. An International Journal},
volume = {17},
year = {1991},
number = {1-2},
pages = {113--121},
issn = {0278-1077},
mrclass = {30C25 (30F99)},
mrnumber = {1123810},
mrreviewer = {Eric Bedford},
doi = {10.1080/17476939108814502},
url = {https://doi.org/10.1080/17476939108814502}
}
@article{mueller.sowers:93:blowup,
author = {Mueller, Carl and Sowers, Richard},
title = {Blowup for the heat equation with a noise term},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {97},
year = {1993},
number = {3},
pages = {287--320},
issn = {0178-8051},
mrclass = {60H15 (35K05 35R60)},
mrnumber = {1245247},
mrreviewer = {Krystyna Twardowska},
doi = {10.1007/BF01195068},
url = {https://doi.org/10.1007/BF01195068}
}
@article{mueller.sowers:95:random,
author = {Mueller, Carl and Sowers, Richard B.},
title = {Random travelling waves for the {KPP} equation with noise},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {128},
year = {1995},
number = {2},
pages = {439--498},
issn = {0022-1236},
mrclass = {60H15 (35Q53 35R60)},
mrnumber = {1319963},
doi = {10.1006/jfan.1995.1038},
url = {https://doi.org/10.1006/jfan.1995.1038}
}
@incollection{mueller.sowers:95:travelling,
author = {Mueller, C. and Sowers, R.},
title = {Travelling waves for the {KPP} equation with noise},
booktitle = {Stochastic analysis ({I}thaca, {NY}, 1993)},
series = {Proc. Sympos. Pure Math.},
volume = {57},
pages = {603--609},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1995},
mrclass = {60H15 (35Q53 35R60)},
mrnumber = {1335501},
doi = {10.1090/pspum/057/1335501},
url = {https://doi.org/10.1090/pspum/057/1335501}
}
@article{mueller.stan:05:heisenberg,
author = {Mueller, C. and Stan, A.},
title = {A {H}eisenberg inequality for stochastic integrals},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {18},
year = {2005},
number = {2},
pages = {291--315},
issn = {0894-9840},
mrclass = {60H05 (60G44 81S25)},
mrnumber = {2137044},
mrreviewer = {Wei An Zheng},
doi = {10.1007/s10959-004-2605-3},
url = {https://doi.org/10.1007/s10959-004-2605-3}
}
@article{mueller.starr:13:length,
author = {Mueller, Carl and Starr, Shannon},
title = {The length of the longest increasing subsequence of a random {M}allows permutation},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {26},
year = {2013},
number = {2},
pages = {514--540},
issn = {0894-9840},
mrclass = {60B15 (60B10 82B05)},
mrnumber = {3055815},
doi = {10.1007/s10959-011-0364-5},
url = {https://doi.org/10.1007/s10959-011-0364-5}
}
@article{mueller.tribe:02:hitting,
author = {Mueller, C. and Tribe, R.},
title = {Hitting properties of a random string},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {7},
year = {2002},
pages = {no. 10, 29},
issn = {1083-6489},
mrclass = {60H15},
mrnumber = {1902843},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1214/EJP.v7-109},
url = {https://doi.org/10.1214/EJP.v7-109}
}
@incollection{mueller.tribe:02:measure-valued,
author = {Mueller, C. and Tribe, R.},
title = {A measure-valued process related to the parabolic {A}nderson model},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications, {III} ({A}scona, 1999)},
series = {Progr. Probab.},
volume = {52},
pages = {219--227},
publisher = {Birkh\"{a}user, Basel},
year = {2002},
mrclass = {60H15 (35R60 82B44)},
mrnumber = {1958819}
}
@article{mueller.tribe:04:singular,
author = {Mueller, Carl and Tribe, Roger},
title = {A singular parabolic {A}nderson model},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {9},
year = {2004},
pages = {no. 5, 98--144},
issn = {1083-6489},
mrclass = {60H15 (35R60 82B44)},
mrnumber = {2041830},
mrreviewer = {Pedro Mar\'{i}n Rubio},
doi = {10.1214/EJP.v9-189},
url = {https://doi.org/10.1214/EJP.v9-189}
}
@article{mueller.tribe:11:phase,
author = {Mueller, Carl and Tribe, Roger},
title = {A phase diagram for a stochastic reaction diffusion system},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {149},
year = {2011},
number = {3-4},
pages = {561--637},
issn = {0178-8051},
mrclass = {60H15 (35K40 35K57 35R60 60J68 60K35)},
mrnumber = {2776626},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/s00440-010-0265-z},
url = {https://doi.org/10.1007/s00440-010-0265-z}
}
@article{mueller.tribe:94:phase,
author = {Mueller, Carl and Tribe, Roger},
title = {A phase transition for a stochastic {PDE} related to the contact process},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {100},
year = {1994},
number = {2},
pages = {131--156},
issn = {0178-8051},
mrclass = {60H15 (35K55 35R60 60K35)},
mrnumber = {1296425},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/BF01199262},
url = {https://doi.org/10.1007/BF01199262}
}
@incollection{mueller.tribe:94:stochastic,
author = {Mueller, Carl and Tribe, Roger},
title = {A stochastic {PDE} arising as the limit of a long-range contact process, and its phase transition},
booktitle = {Measure-valued processes, stochastic partial differential equations, and interacting systems ({M}ontreal, {PQ}, 1992)},
series = {CRM Proc. Lecture Notes},
volume = {5},
pages = {175--178},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1994},
mrclass = {60H15 (35R60 60K35)},
mrnumber = {1278292},
doi = {10.1090/crmp/005/14},
url = {https://doi.org/10.1090/crmp/005/14}
}
@article{mueller.tribe:97:finite,
author = {Mueller, C. and Tribe, R.},
title = {Finite width for a random stationary interface},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {2},
year = {1997},
pages = {no. 7, 27},
issn = {1083-6489},
mrclass = {60H15 (35R60)},
mrnumber = {1485116},
mrreviewer = {Richard B. Sowers},
doi = {10.1214/EJP.v2-21},
url = {https://doi.org/10.1214/EJP.v2-21}
}
@article{mueller.truong:20:uniqueness,
author = {Mueller, Carl and Truong, Giang},
title = {Uniqueness of a three-dimensional stochastic differential equation},
journal = {Involve},
fjournal = {Involve. A Journal of Mathematics},
volume = {13},
year = {2020},
number = {3},
pages = {433--444},
issn = {1944-4176},
mrclass = {60H10 (34F05)},
mrnumber = {4129392},
mrreviewer = {Liang Wang},
doi = {10.2140/involve.2020.13.433},
url = {https://doi.org/10.2140/involve.2020.13.433}
}
@article{mueller.weissler:82:hypercontractivity,
author = {Mueller, Carl E. and Weissler, Fred B.},
title = {Hypercontractivity for the heat semigroup for ultraspherical polynomials and on the {$n$}-sphere},
journal = {J. Functional Analysis},
fjournal = {Journal of Functional Analysis},
volume = {48},
year = {1982},
number = {2},
pages = {252--283},
issn = {0022-1236},
mrclass = {47D05 (46E35 81C10)},
mrnumber = {674060},
mrreviewer = {H. Triebel},
doi = {10.1016/0022-1236(82)90069-6},
url = {https://doi.org/10.1016/0022-1236(82)90069-6}
}
@article{mueller.weissler:85:single,
author = {Mueller, Carl E. and Weissler, Fred B.},
title = {Single point blow-up for a general semilinear heat equation},
journal = {Indiana Univ. Math. J.},
fjournal = {Indiana University Mathematics Journal},
volume = {34},
year = {1985},
number = {4},
pages = {881--913},
issn = {0022-2518},
mrclass = {35B40 (35K55)},
mrnumber = {808833},
mrreviewer = {J. A. Goldstein},
doi = {10.1512/iumj.1985.34.34049},
url = {https://doi.org/10.1512/iumj.1985.34.34049}
}
@article{mueller.wu:09:connection,
author = {Mueller, Carl and Wu, Zhixin},
title = {A connection between the stochastic heat equation and fractional {B}rownian motion, and a simple proof of a result of {T}alagrand},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {14},
year = {2009},
pages = {55--65},
mrclass = {35R60 (60H15)},
mrnumber = {2481666},
doi = {10.1214/ECP.v14-1403},
url = {https://doi.org/10.1214/ECP.v14-1403}
}
@article{mueller.wu:12:erratum,
author = {Mueller, Carl and Wu, Zhixin},
title = {Erratum: {A} connection between the stochastic heat equation and fractional {B}rownian motion and a simple proof of a result of {T}alagrand [MR2481666]},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {17},
year = {2012},
pages = {no. 8, 10},
mrclass = {35R60 (60G22 60H15)},
mrnumber = {2878743},
doi = {10.1214/ECP.v17-1774},
url = {https://doi.org/10.1214/ECP.v17-1774}
}
@article{mueller:00:critical,
author = {Mueller, Carl},
title = {The critical parameter for the heat equation with a noise term to blow up in finite time},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {4},
pages = {1735--1746},
issn = {0091-1798},
mrclass = {60H15 (35B40 35K05 35R60 60H40)},
mrnumber = {1813841},
mrreviewer = {Richard B. Sowers},
doi = {10.1214/aop/1019160505},
url = {https://doi.org/10.1214/aop/1019160505}
}
@incollection{mueller:09:some,
author = {Mueller, Carl},
title = {Some tools and results for parabolic stochastic partial differential equations},
booktitle = {A minicourse on stochastic partial differential equations},
series = {Lecture Notes in Math.},
volume = {1962},
pages = {111--144},
publisher = {Springer, Berlin},
year = {2009},
mrclass = {60H15 (60F10)},
mrnumber = {2508775},
doi = {10.1007/978-3-540-85994-9\_4},
url = {https://doi.org/10.1007/978-3-540-85994-9_4}
}
@incollection{mueller:15:stochastic,
author = {Mueller, Carl},
title = {Stochastic {PDE} from the point of view of particle systems and duality},
booktitle = {Stochastic analysis: a series of lectures},
series = {Progr. Probab.},
volume = {68},
pages = {271--295},
publisher = {Birkh\"{a}user/Springer, Basel},
year = {2015},
mrclass = {60H15 (35K05 35R60)},
mrnumber = {3558129},
doi = {10.1007/978-3-0348-0909-2\_10},
url = {https://doi.org/10.1007/978-3-0348-0909-2_10}
}
@book{mueller:79:extension,
author = {Mueller, Carl Eric},
title = {A{N} {EXTENSION} {OF} {STRASSEN}'{S} {LAW} {AND} {SOME} {PROBABILISTIC} {RESULTS} {IN} {COMPLEX} {ANALYSIS}},
note = {Thesis (Ph.D.)--University of California, Berkeley},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {1979},
pages = {63},
mrclass = {Thesis},
mrnumber = {2628703},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:8000452}
}
@article{mueller:81:unification,
author = {Mueller, Carl},
title = {A unification of {S}trassen's law and {L}\'{e}vy's modulus of continuity},
journal = {Z. Wahrsch. Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {56},
year = {1981},
number = {2},
pages = {163--179},
issn = {0044-3719},
mrclass = {60J65 (60F15 60G17)},
mrnumber = {618270},
mrreviewer = {Anthony G. Pakes},
doi = {10.1007/BF00535739},
url = {https://doi.org/10.1007/BF00535739}
}
@article{mueller:82:characterization,
author = {Mueller, Carl},
title = {A characterization of {BMO} and {BMO{$_{\rho }$}}},
journal = {Studia Math.},
fjournal = {Polska Akademia Nauk. Instytut Matematyczny. Studia Mathematica},
volume = {72},
year = {1982},
number = {1},
pages = {47--57},
issn = {0039-3223},
mrclass = {42B30 (30D55 46E15 60G46)},
mrnumber = {665891},
doi = {10.4064/sm-72-1-47-57},
url = {https://doi.org/10.4064/sm-72-1-47-57}
}
@incollection{mueller:82:exit,
author = {Mueller, Carl},
title = {Exit times of diffusions},
booktitle = {Martingale theory in harmonic analysis and {B}anach spaces ({C}leveland, {O}hio, 1981)},
series = {Lecture Notes in Math.},
volume = {939},
pages = {98--105},
publisher = {Springer, Berlin-New York},
year = {1982},
mrclass = {60J60 (60G44 60H10)},
mrnumber = {668540},
mrreviewer = {Mou-Hsiung Chang}
}
@article{mueller:83:strassens,
author = {Mueller, Carl},
title = {Strassen's law for local time},
journal = {Z. Wahrsch. Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {63},
year = {1983},
number = {1},
pages = {29--41},
issn = {0044-3719},
mrclass = {60J65 (60E15)},
mrnumber = {699783},
mrreviewer = {F. B. Knight},
doi = {10.1007/BF00534174},
url = {https://doi.org/10.1007/BF00534174}
}
@incollection{mueller:88:counterexample,
author = {Mueller, Carl},
title = {A counterexample for {B}rownian motion on manifolds},
booktitle = {Geometry of random motion ({I}thaca, {N}.{Y}., 1987)},
series = {Contemp. Math.},
volume = {73},
pages = {217--221},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1988},
mrclass = {58G32 (60D05)},
mrnumber = {954641},
mrreviewer = {J. C. Taylor},
doi = {10.1090/conm/073/954641},
url = {https://doi.org/10.1090/conm/073/954641}
}
@article{mueller:89:probability,
author = {Mueller, Carl},
title = {Probability and the equivalence of generalized {$H^p$} spaces},
journal = {Indiana Univ. Math. J.},
fjournal = {Indiana University Mathematics Journal},
volume = {38},
year = {1989},
number = {4},
pages = {999--1025},
issn = {0022-2518},
mrclass = {60G46 (42B30)},
mrnumber = {1029686},
mrreviewer = {J. A. Chao},
doi = {10.1512/iumj.1989.38.38046},
url = {https://doi.org/10.1512/iumj.1989.38.38046}
}
@article{mueller:91:connection,
author = {Mueller, Carl},
title = {A connection between {S}trassen's and {D}onsker-{V}aradhan's laws of the iterated logarithm},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {87},
year = {1991},
number = {3},
pages = {365--388},
issn = {0178-8051},
mrclass = {60J65 (60F15 60J55)},
mrnumber = {1084336},
mrreviewer = {Endre Cs\'{a}ki},
doi = {10.1007/BF01312216},
url = {https://doi.org/10.1007/BF01312216}
}
@article{mueller:91:limit,
author = {Mueller, Carl},
title = {Limit results for two stochastic partial differential equations},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {37},
year = {1991},
number = {3},
pages = {175--199},
issn = {1045-1129},
mrclass = {60H15 (35B40 35R60 60F10)},
mrnumber = {1148347},
mrreviewer = {Wlodzimierz Smolenski},
doi = {10.1080/17442509108833734},
url = {https://doi.org/10.1080/17442509108833734}
}
@article{mueller:91:long,
author = {Mueller, Carl},
title = {Long time existence for the heat equation with a noise term},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {90},
year = {1991},
number = {4},
pages = {505--517},
issn = {0178-8051},
mrclass = {60H15 (35R60)},
mrnumber = {1135557},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1007/BF01192141},
url = {https://doi.org/10.1007/BF01192141}
}
@article{mueller:91:on,
author = {Mueller, Carl},
title = {On the support of solutions to the heat equation with noise},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {37},
year = {1991},
number = {4},
pages = {225--245},
issn = {1045-1129},
mrclass = {60H15 (35R60)},
mrnumber = {1149348},
mrreviewer = {A. Badrikian},
doi = {10.1080/17442509108833738},
url = {https://doi.org/10.1080/17442509108833738}
}
@incollection{mueller:92:on,
author = {Mueller, Carl},
title = {On the polynomial hull of two balls},
booktitle = {The {M}adison {S}ymposium on {C}omplex {A}nalysis ({M}adison, {WI}, 1991)},
series = {Contemp. Math.},
volume = {137},
pages = {343--350},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1992},
mrclass = {32E20},
mrnumber = {1190995},
mrreviewer = {P. J. de Paepe},
doi = {10.1090/conm/137/1190995},
url = {https://doi.org/10.1090/conm/137/1190995}
}
@article{mueller:93:coupling,
author = {Mueller, Carl},
title = {Coupling and invariant measures for the heat equation with noise},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {21},
year = {1993},
number = {4},
pages = {2189--2199},
issn = {0091-1798},
mrclass = {60H15 (35R60)},
mrnumber = {1245306},
url = {http://links.jstor.org/sici?sici=0091-1798(199310)21:4<2189:CAIMFT>2.0.CO;2-L&origin=MSN}
}
@article{mueller:93:modulus,
author = {Mueller, C.},
title = {A modulus for the {$3$}-dimensional wave equation with noise: dealing with a singular kernel},
journal = {Canad. J. Math.},
fjournal = {Canadian Journal of Mathematics. Journal Canadien de Math\'{e}matiques},
volume = {45},
year = {1993},
number = {6},
pages = {1263--1275},
issn = {0008-414X},
mrclass = {60H15 (35L05 35R60)},
mrnumber = {1247546},
mrreviewer = {Ralf Manthey},
doi = {10.4153/CJM-1993-071-7},
url = {https://doi.org/10.4153/CJM-1993-071-7}
}
@article{mueller:96:singular,
author = {Mueller, Carl},
title = {Singular initial conditions for the heat equation with a noise term},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {24},
year = {1996},
number = {1},
pages = {377--398},
issn = {0091-1798},
mrclass = {35K20 (35R60 60H15)},
mrnumber = {1387640},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1214/aop/1042644721},
url = {https://doi.org/10.1214/aop/1042644721}
}
@article{mueller:97:long,
author = {Mueller, Carl},
title = {Long time existence for the wave equation with a noise term},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {25},
year = {1997},
number = {1},
pages = {133--151},
issn = {0091-1798},
mrclass = {60H15 (35L05 35R60)},
mrnumber = {1428503},
mrreviewer = {Fred Espen Benth},
doi = {10.1214/aop/1024404282},
url = {https://doi.org/10.1214/aop/1024404282}
}
@article{mueller:98:heat,
author = {Mueller, Carl},
title = {The heat equation with {L}\'{e}vy noise},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {74},
year = {1998},
number = {1},
pages = {67--82},
issn = {0304-4149},
mrclass = {60H15 (35K05 35R60)},
mrnumber = {1624088},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1016/S0304-4149(97)00120-8},
url = {https://doi.org/10.1016/S0304-4149(97)00120-8}
}
@article{mueller:98:long-time,
author = {Mueller, Carl},
title = {Long-time existence for signed solutions of the heat equation with a noise term},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {110},
year = {1998},
number = {1},
pages = {51--68},
issn = {0178-8051},
mrclass = {60H15 (35K55 35R60 60H20)},
mrnumber = {1602036},
mrreviewer = {Richard B. Sowers},
doi = {10.1007/s004400050144},
url = {https://doi.org/10.1007/s004400050144}
}
@book{muirhead:82:aspects,
author = {Muirhead, Robb J.},
title = {Aspects of multivariate statistical theory},
series = {Wiley Series in Probability and Mathematical Statistics},
publisher = {John Wiley \& Sons, Inc., New York},
year = {1982},
pages = {xix+673},
isbn = {0-471-09442-0},
mrclass = {62Hxx},
mrnumber = {652932},
mrreviewer = {Nariaki Sugiura}
}
@article{mukherjee.shamov.ea:16:weak,
author = {Mukherjee, Chiranjib and Shamov, Alexander and Zeitouni, Ofer},
title = {Weak and strong disorder for the stochastic heat equation and continuous directed polymers in {$d\geq 3$}},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {21},
year = {2016},
pages = {Paper No. 61, 12},
mrclass = {60K35 (60G20 60H15 82D60)},
mrnumber = {3548773},
mrreviewer = {Mathew Joseph},
doi = {10.1214/16-ECP18},
url = {https://doi.org/10.1214/16-ECP18}
}
@article{mukherjee.varadhan:16:brownian,
author = {Mukherjee, Chiranjib and Varadhan, S. R. S.},
title = {Brownian occupation measures, compactness and large deviations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {44},
year = {2016},
number = {6},
pages = {3934--3964},
issn = {0091-1798},
mrclass = {60J65 (60F10 60J55)},
mrnumber = {3572328},
mrreviewer = {Julien Poisat},
doi = {10.1214/15-AOP1065},
url = {https://doi.org/10.1214/15-AOP1065}
}
@incollection{muller.sieber:11:quantum,
author = {M\"{u}ller, Sebastian and Sieber, Martin},
title = {Quantum chaos and quantum graphs},
booktitle = {The {O}xford handbook of random matrix theory},
pages = {683--702},
publisher = {Oxford Univ. Press, Oxford},
year = {2011},
mrclass = {81Q50 (60B20)},
mrnumber = {2932653},
mrreviewer = {C\'{e}sar R. de Oliveira}
}
@article{muller.tribe:95:stochastic,
author = {M\"{u}ller, C. and Tribe, R.},
title = {Stochastic p.d.e.'s arising from the long range contact and long range voter processes},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {102},
year = {1995},
number = {4},
pages = {519--545},
issn = {0178-8051},
mrclass = {60K35 (60H15)},
mrnumber = {1346264},
mrreviewer = {Ralf Manthey},
doi = {10.1007/BF01198848},
url = {https://doi.org/10.1007/BF01198848}
}
@article{muratov.vanden-eijnden.ea:05:self-induced,
author = {Muratov, Cyrill B. and Vanden-Eijnden, Eric and E, Weinan},
title = {Self-induced stochastic resonance in excitable systems},
journal = {Phys. D},
fjournal = {Physica D. Nonlinear Phenomena},
volume = {210},
year = {2005},
number = {3-4},
pages = {227--240},
issn = {0167-2789},
mrclass = {34F05 (34E13 37C99 37H10)},
mrnumber = {2170618},
mrreviewer = {Barbara Gentz},
doi = {10.1016/j.physd.2005.07.014},
url = {https://doi.org/10.1016/j.physd.2005.07.014}
}
@book{murray:03:mathematical,
author = {Murray, J. D.},
title = {Mathematical biology. {II}},
series = {Interdisciplinary Applied Mathematics},
volume = {18},
edition = {Third},
note = {Spatial models and biomedical applications},
publisher = {Springer-Verlag, New York},
year = {2003},
pages = {xxvi+811},
isbn = {0-387-95228-4},
mrclass = {92-02 (92B05 92C05 92D30)},
mrnumber = {1952568},
mrreviewer = {Trachette L. Jackson}
}
@book{muskhelishvili:92:singular,
author = {Muskhelishvili, N. I.},
title = {Singular integral equations},
note = {Boundary problems of function theory and their application to mathematical physics, Translated from the second (1946) Russian edition and with a preface by J. R. M. Radok, Corrected reprint of the 1953 English translation},
publisher = {Dover Publications, Inc., New York},
year = {1992},
pages = {447},
isbn = {0-486-66893-2},
mrclass = {45-02 (30E25 45Exx 47G10 47N20)},
mrnumber = {1215485}
}
@article{mytnik.adler:95:bisexual,
author = {Mytnik, Leonid and Adler, Robert J.},
title = {Bisexual branching diffusions},
journal = {Adv. in Appl. Probab.},
fjournal = {Advances in Applied Probability},
volume = {27},
year = {1995},
number = {4},
pages = {980--1018},
issn = {0001-8678},
mrclass = {60G57 (60G20)},
mrnumber = {1358904},
mrreviewer = {Sylvie Roelly},
doi = {10.2307/1427932},
url = {https://doi.org/10.2307/1427932}
}
@article{mytnik.neuman:12:sample,
author = {Mytnik, Leonid and Neuman, Eyal},
title = {Sample path properties of {V}olterra processes},
journal = {Commun. Stoch. Anal.},
fjournal = {Communications on Stochastic Analysis},
volume = {6},
year = {2012},
number = {3},
pages = {359--377},
mrclass = {60G17 (60G22 60H05)},
mrnumber = {2988697},
mrreviewer = {Dongsheng Wu}
}
@article{mytnik.neuman:15:pathwise,
author = {Mytnik, Leonid and Neuman, Eyal},
title = {Pathwise uniqueness for the stochastic heat equation with {H}\"{o}lder continuous drift and noise coefficients},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {125},
year = {2015},
number = {9},
pages = {3355--3372},
issn = {0304-4149},
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doi = {10.1016/j.spa.2015.04.009},
url = {https://doi.org/10.1016/j.spa.2015.04.009}
}
@article{mytnik.perkins.ea:06:on,
author = {Mytnik, Leonid and Perkins, Edwin and Sturm, Anja},
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url = {https://doi.org/10.1214/009117906000000331}
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@article{mytnik.perkins:03:regularity,
author = {Mytnik, Leonid and Perkins, Edwin},
title = {Regularity and irregularity of {$(1+\beta)$}-stable super-{B}rownian motion},
journal = {Ann. Probab.},
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doi = {10.1214/aop/1055425785},
url = {https://doi.org/10.1214/aop/1055425785}
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@article{mytnik.perkins:11:pathwise,
author = {Mytnik, Leonid and Perkins, Edwin},
title = {Pathwise uniqueness for stochastic heat equations with {H}\"{o}lder continuous coefficients: the white noise case},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {149},
year = {2011},
number = {1-2},
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issn = {0178-8051},
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mrreviewer = {Robert C. Dalang},
doi = {10.1007/s00440-009-0241-7},
url = {https://doi.org/10.1007/s00440-009-0241-7}
}
@article{mytnik.perkins:19:dimension,
author = {Mytnik, Leonid and Perkins, Edwin},
title = {The dimension of the boundary of super-{B}rownian motion},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {174},
year = {2019},
number = {3-4},
pages = {821--885},
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mrnumber = {3980306},
doi = {10.1007/s00440-018-0866-5},
url = {https://doi.org/10.1007/s00440-018-0866-5}
}
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author = {Mytnik, Leonid and Roquejoffre, Jean-Michel and Ryzhik, Lenya},
title = {Fisher-{KPP} equation with small data and the extremal process of branching {B}rownian motion},
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volume = {396},
year = {2022},
pages = {Paper No. 108106, 58},
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doi = {10.1016/j.aim.2021.108106},
url = {https://doi.org/10.1016/j.aim.2021.108106}
}
@article{mytnik.shlomov:21:general,
author = {Mytnik, Leonid and Shlomov, Segev},
title = {General contact process with rapid stirring},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {18},
year = {2021},
number = {1},
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mrclass = {60K35 (82C22)},
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doi = {10.30757/alea.v18-02},
url = {https://doi.org/10.30757/alea.v18-02}
}
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author = {Mytnik, L. and Villa, J.},
title = {Self-intersection local time of {$(\alpha,d,\beta)$}-superprocess},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
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doi = {10.1016/j.anihpb.2006.07.005},
url = {https://doi.org/10.1016/j.anihpb.2006.07.005}
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author = {Mytnik, Leonid and Wachtel, Vitali},
title = {Multifractal analysis of superprocesses with stable branching in dimension one},
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doi = {10.1214/14-AOP951},
url = {https://doi.org/10.1214/14-AOP951}
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author = {Mytnik, Leonid and Wachtel, Vitali},
title = {Regularity and irregularity of superprocesses with {$(1+\beta )$}-stable branching mechanism},
series = {SpringerBriefs in Probability and Mathematical Statistics},
publisher = {Springer, Cham},
year = {2016},
pages = {viii+77},
isbn = {978-3-319-50084-3; 978-3-319-50085-0},
mrclass = {60J68 (28A80 60G52 60G57)},
mrnumber = {3616202},
mrreviewer = {Ingemar Kaj},
doi = {10.1007/978-3-319-50085-0},
url = {https://doi.org/10.1007/978-3-319-50085-0}
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author = {Mytnik, L. and Xiang, K.-N.},
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doi = {10.1023/B:JOTP.0000020704.68569.25},
url = {https://doi.org/10.1023/B:JOTP.0000020704.68569.25}
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author = {Mytnik, Leonid and Xiong, Jie and Zeitouni, Ofer},
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url = {http://projecteuclid.org/euclid.ijm/1462450710}
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author = {Nourdin, Ivan and Peccati, Giovanni and Reinert, Gesine},
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url = {https://doi.org/10.1016/j.spa.2010.12.006}
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author = {Nourdin, Ivan and Peccati, Giovanni and Speicher, Roland},
title = {Multi-dimensional semicircular limits on the free {W}igner chaos},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications {VII}},
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author = {Nourdin, Ivan and Peccati, Giovanni and Viens, Frederi G.},
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author = {Nourdin, Ivan and Peccati, Giovanni and Poly, Guillaume and Simone, Rosaria},
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author = {Nourdin, Ivan and Peccati, Giovanni and Yang, Xiaochuan},
title = {Berry-{E}sseen bounds in the {B}reuer-{M}ajor {CLT} and {G}ebelein's inequality},
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author = {Nourdin, Ivan and Peccati, Giovanni and Rossi, Maurizia},
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author = {Nourdin, Ivan and Peccati, Giovanni and Yang, Xiaochuan},
title = {Restricted hypercontractivity on the {P}oisson space},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {148},
year = {2020},
number = {8},
pages = {3617--3632},
issn = {0002-9939},
mrclass = {60H07 (60E05 60E15)},
mrnumber = {4108865},
mrreviewer = {Daniel M. Harnett},
doi = {10.1090/proc/14964},
url = {https://doi.org/10.1090/proc/14964}
}
@article{nourdin.peccati.ea:20:sojourn,
author = {Nourdin, Ivan and Peccati, Giovanni and Seuret, St\'{e}phane},
title = {Sojourn time dimensions of fractional {B}rownian motion},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {26},
year = {2020},
number = {3},
pages = {1619--1634},
issn = {1350-7265},
mrclass = {60G22 (28A80)},
mrnumber = {4091086},
mrreviewer = {Benjamin Arras},
doi = {10.3150/19-BEJ1105},
url = {https://doi.org/10.3150/19-BEJ1105}
}
@article{nourdin.peccati.ea:22:multivariate,
author = {Nourdin, Ivan and Peccati, Giovanni and Yang, Xiaochuan},
title = {Multivariate normal approximation on the {W}iener space: new bounds in the convex distance},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {35},
year = {2022},
number = {3},
pages = {2020--2037},
issn = {0894-9840,1572-9230},
mrclass = {60F05 (60G15 60H07)},
mrnumber = {4488569},
mrreviewer = {Daniel\ M.\ Harnett},
doi = {10.1007/s10959-021-01112-6},
url = {https://doi.org/10.1007/s10959-021-01112-6}
}
@article{nourdin.peccati:08:weighted,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Weighted power variations of iterated {B}rownian motion},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {13},
year = {2008},
pages = {no. 43, 1229--1256},
mrclass = {60F05 (60G18 60K37)},
mrnumber = {2430706},
mrreviewer = {Endre Cs\'{a}ki},
doi = {10.1214/EJP.v13-534},
url = {https://doi.org/10.1214/EJP.v13-534}
}
@article{nourdin.peccati:09:noncentral,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Noncentral convergence of multiple integrals},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {4},
pages = {1412--1426},
issn = {0091-1798},
mrclass = {60F05 (60G15 60H05 60H07)},
mrnumber = {2546749},
mrreviewer = {Mark Podolskij},
doi = {10.1214/08-AOP435},
url = {https://doi.org/10.1214/08-AOP435}
}
@article{nourdin.peccati:09:steins,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Stein's method and exact {B}erry-{E}sseen asymptotics for functionals of {G}aussian fields},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {6},
pages = {2231--2261},
issn = {0091-1798},
mrclass = {60F05 (60G15 60G60 60H05 60H07)},
mrnumber = {2573557},
mrreviewer = {Jean-Pierre Fouque},
doi = {10.1214/09-AOP461},
url = {https://doi.org/10.1214/09-AOP461}
}
@article{nourdin.peccati:09:steins*1,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Stein's method on {W}iener chaos},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {145},
year = {2009},
number = {1-2},
pages = {75--118},
issn = {0178-8051},
mrclass = {60F05 (60G05 60H07)},
mrnumber = {2520122},
mrreviewer = {Anthony R\'{e}veillac},
doi = {10.1007/s00440-008-0162-x},
url = {https://doi.org/10.1007/s00440-008-0162-x}
}
@article{nourdin.peccati:10:cumulants,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Cumulants on the {W}iener space},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {258},
year = {2010},
number = {11},
pages = {3775--3791},
issn = {0022-1236},
mrclass = {60G15 (60G60 60H07 60J65)},
mrnumber = {2606872},
mrreviewer = {Marco Dozzi},
doi = {10.1016/j.jfa.2009.10.024},
url = {https://doi.org/10.1016/j.jfa.2009.10.024}
}
@incollection{nourdin.peccati:10:steins,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Stein's method meets {M}alliavin calculus: a short survey with new estimates},
booktitle = {Recent development in stochastic dynamics and stochastic analysis},
series = {Interdiscip. Math. Sci.},
volume = {8},
pages = {207--236},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2010},
mrclass = {60F05 (60G22 60H05 60H07)},
mrnumber = {2807823},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1142/9789814277266\_0014},
url = {https://doi.org/10.1142/9789814277266_0014}
}
@article{nourdin.peccati:10:universal,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Universal {G}aussian fluctuations of non-{H}ermitian matrix ensembles: from weak convergence to almost sure {CLT}s},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {7},
year = {2010},
pages = {341--375},
mrclass = {60F05 (60B20 60G15 60H05 60H07)},
mrnumber = {2738319}
}
@book{nourdin.peccati:12:normal,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Normal approximations with {M}alliavin calculus},
series = {Cambridge Tracts in Mathematics},
volume = {192},
note = {From Stein's method to universality},
publisher = {Cambridge University Press, Cambridge},
year = {2012},
pages = {xiv+239},
isbn = {978-1-107-01777-1},
mrclass = {60H07 (60F05 60G15)},
mrnumber = {2962301},
mrreviewer = {David Nualart},
doi = {10.1017/CBO9781139084659},
url = {https://doi.org/10.1017/CBO9781139084659}
}
@article{nourdin.peccati:13:poisson,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Poisson approximations on the free {W}igner chaos},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {41},
year = {2013},
number = {4},
pages = {2709--2723},
issn = {0091-1798},
mrclass = {46L54 (60H05 60H07 60H30)},
mrnumber = {3112929},
mrreviewer = {Vladislav Kargin},
doi = {10.1214/12-AOP815},
url = {https://doi.org/10.1214/12-AOP815}
}
@article{nourdin.peccati:15:optimal,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {The optimal fourth moment theorem},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {143},
year = {2015},
number = {7},
pages = {3123--3133},
issn = {0002-9939},
mrclass = {60F05 (60G15 60H07)},
mrnumber = {3336636},
mrreviewer = {Irina Gennadievna Shevtsova},
doi = {10.1090/S0002-9939-2015-12417-3},
url = {https://doi.org/10.1090/S0002-9939-2015-12417-3}
}
@incollection{nourdin.peccati:17:fourth,
author = {Nourdin, Ivan and Peccati, Giovanni},
title = {Fourth moments and products: unified estimates},
booktitle = {Convexity and concentration},
series = {IMA Vol. Math. Appl.},
volume = {161},
pages = {285--295},
publisher = {Springer, New York},
year = {2017},
mrclass = {60F05 (60G15 60G60 60H07 60J35)},
mrnumber = {3837275},
mrreviewer = {Daniel M. Harnett}
}
@article{nourdin.poly:12:convergence,
author = {Nourdin, Ivan and Poly, Guillaume},
title = {Convergence in law in the second {W}iener/{W}igner chaos},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {17},
year = {2012},
pages = {no. 36, 12},
mrclass = {60G15 (46L54 60F05 60H05)},
mrnumber = {2970700},
mrreviewer = {Takahiro Hasebe},
doi = {10.1214/ecp.v17-2023},
url = {https://doi.org/10.1214/ecp.v17-2023}
}
@article{nourdin.poly:12:erratum,
author = {Nourdin, Ivan and Poly, Guillaume},
title = {Erratum: {C}onvergence in law in the second {W}iener/{W}igner chaos [MR2970700]},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {17},
year = {2012},
pages = {no. 54, 3},
mrclass = {60G15 (46L54 60F05 60H05)},
mrnumber = {2999982},
doi = {10.1214/ecp.v17-2383},
url = {https://doi.org/10.1214/ecp.v17-2383}
}
@article{nourdin.poly:13:convergence,
author = {Nourdin, Ivan and Poly, Guillaume},
title = {Convergence in total variation on {W}iener chaos},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {123},
year = {2013},
number = {2},
pages = {651--674},
issn = {0304-4149},
mrclass = {60F05 (60G15 60H05 60H07)},
mrnumber = {3003367},
doi = {10.1016/j.spa.2012.10.004},
url = {https://doi.org/10.1016/j.spa.2012.10.004}
}
@article{nourdin.poly:15:invariance,
author = {Nourdin, Ivan and Poly, Guillaume},
title = {An invariance principle under the total variation distance},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {125},
year = {2015},
number = {6},
pages = {2190--2205},
issn = {0304-4149},
mrclass = {60F05 (60F17 60G50)},
mrnumber = {3322861},
doi = {10.1016/j.spa.2014.12.010},
url = {https://doi.org/10.1016/j.spa.2014.12.010}
}
@incollection{nourdin.poly:16:convergence,
author = {Nourdin, Ivan and Poly, Guillaume},
title = {Convergence in law implies convergence in total variation for polynomials in independent {G}aussian, gamma or beta random variables},
booktitle = {High dimensional probability {VII}},
series = {Progr. Probab.},
volume = {71},
pages = {381--394},
publisher = {Springer, [Cham]},
year = {2016},
mrclass = {60B10 (60F05)},
mrnumber = {3565273},
mrreviewer = {V. Paulauskas},
doi = {10.1007/978-3-319-40519-3\_17},
url = {https://doi.org/10.1007/978-3-319-40519-3_17}
}
@article{nourdin.pu:22:gaussian,
author = {Nourdin, Ivan and Pu, Fei},
title = {Gaussian fluctuation for {G}aussian {W}ishart matrices of overall correlation},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {181},
year = {2022},
pages = {Paper No. 109269, 11},
issn = {0167-7152},
mrclass = {60B20 (60F05 60G22 60H07)},
mrnumber = {4329126},
doi = {10.1016/j.spl.2021.109269},
url = {https://doi.org/10.1016/j.spl.2021.109269}
}
@article{nourdin.reveillac.ea:10:weak,
author = {Nourdin, Ivan and R\'{e}veillac, Anthony and Swanson, Jason},
title = {The weak {S}tratonovich integral with respect to fractional {B}rownian motion with {H}urst parameter {$1/6$}},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {15},
year = {2010},
pages = {no. 70, 2117--2162},
mrclass = {60H05 (60F05 60G22 60H07)},
mrnumber = {2745728},
mrreviewer = {Fabrice Baudoin},
doi = {10.1214/EJP.v15-843},
url = {https://doi.org/10.1214/EJP.v15-843}
}
@article{nourdin.reveillac:09:asymptotic,
author = {Nourdin, Ivan and R\'{e}veillac, Anthony},
title = {Asymptotic behavior of weighted quadratic variations of fractional {B}rownian motion: the critical case {$H=1/4$}},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {37},
year = {2009},
number = {6},
pages = {2200--2230},
issn = {0091-1798},
mrclass = {60F05 (60G22 60H05 60H07)},
mrnumber = {2573556},
doi = {10.1214/09-AOP473},
url = {https://doi.org/10.1214/09-AOP473}
}
@article{nourdin.rosinski:14:asymptotic,
author = {Nourdin, Ivan and Rosi\'{n}ski, Jan},
title = {Asymptotic independence of multiple {W}iener-{I}t\^{o} integrals and the resulting limit laws},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {42},
year = {2014},
number = {2},
pages = {497--526},
issn = {0091-1798},
mrclass = {60F05 (60G15 60H05 60H07)},
mrnumber = {3178465},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/12-AOP826},
url = {https://doi.org/10.1214/12-AOP826}
}
@article{nourdin.simon:06:on,
author = {Nourdin, Ivan and Simon, Thomas},
title = {On the absolute continuity of {L}\'{e}vy processes with drift},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {34},
year = {2006},
number = {3},
pages = {1035--1051},
issn = {0091-1798},
mrclass = {60G51 (60H10)},
mrnumber = {2243878},
mrreviewer = {Tina M. Marquardt},
doi = {10.1214/009117905000000620},
url = {https://doi.org/10.1214/009117905000000620}
}
@article{nourdin.simon:06:on*1,
author = {Nourdin, Ivan and Simon, Thomas},
title = {On the absolute continuity of one-dimensional {SDE}s driven by a fractional {B}rownian motion},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {76},
year = {2006},
number = {9},
pages = {907--912},
issn = {0167-7152},
mrclass = {60G18 (60H10)},
mrnumber = {2268434},
mrreviewer = {Andreas Neuenkirch},
doi = {10.1016/j.spl.2005.10.021},
url = {https://doi.org/10.1016/j.spl.2005.10.021}
}
@article{nourdin.simon:07:correcting,
author = {Nourdin, Ivan and Simon, Thomas},
title = {Correcting {N}ewton-{C}\^{o}tes integrals by {L}\'{e}vy areas},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {13},
year = {2007},
number = {3},
pages = {695--711},
issn = {1350-7265},
mrclass = {60H05 (65D30)},
mrnumber = {2348747},
doi = {10.3150/07-BEJ6015},
url = {https://doi.org/10.3150/07-BEJ6015}
}
@article{nourdin.taqqu:14:central,
author = {Nourdin, Ivan and Taqqu, Murad S.},
title = {Central and non-central limit theorems in a free probability setting},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {27},
year = {2014},
number = {1},
pages = {220--248},
issn = {0894-9840},
mrclass = {46L54 (60F05 60G18 60H05)},
mrnumber = {3174224},
mrreviewer = {S\"{o}ren M\"{o}ller},
doi = {10.1007/s10959-012-0443-2},
url = {https://doi.org/10.1007/s10959-012-0443-2}
}
@article{nourdin.tran:19:statistical,
author = {Nourdin, Ivan and Tran, T. T. Diu},
title = {Statistical inference for {V}asicek-type model driven by {H}ermite processes},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {129},
year = {2019},
number = {10},
pages = {3774--3791},
issn = {0304-4149},
mrclass = {60G18 (60H10 62F10 62F12)},
mrnumber = {3997661},
mrreviewer = {Georgiy M. Shevchenko},
doi = {10.1016/j.spa.2018.10.005},
url = {https://doi.org/10.1016/j.spa.2018.10.005}
}
@article{nourdin.tudor:06:some,
author = {Nourdin, Ivan and Tudor, Ciprian A.},
title = {Some linear fractional stochastic equations},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {78},
year = {2006},
number = {2},
pages = {51--65},
issn = {1744-2508},
mrclass = {60H10 (60H07 60H20)},
mrnumber = {2236631},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1080/17442500600688997},
url = {https://doi.org/10.1080/17442500600688997}
}
@article{nourdin.viens:09:density,
author = {Nourdin, Ivan and Viens, Frederi G.},
title = {Density formula and concentration inequalities with {M}alliavin calculus},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {14},
year = {2009},
pages = {no. 78, 2287--2309},
mrclass = {60G15 (60H07)},
mrnumber = {2556018},
mrreviewer = {Luigi Manca},
doi = {10.1214/EJP.v14-707},
url = {https://doi.org/10.1214/EJP.v14-707}
}
@article{nourdin.zeineddine:14:ito-type,
author = {Nourdin, Ivan and Zeineddine, Raghid},
title = {An {I}t\^{o}-type formula for the fractional {B}rownian motion in {B}rownian time},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {19},
year = {2014},
pages = {No. 99, 15},
mrclass = {60G22 (60F05 60G15 60H05 60H07)},
mrnumber = {3305825},
mrreviewer = {Peter Parczewski},
doi = {10.1214/EJP.v19-3184},
url = {https://doi.org/10.1214/EJP.v19-3184}
}
@incollection{nourdin.zheng:19:exchangeable,
author = {Nourdin, Ivan and Zheng, Guangqu},
title = {Exchangeable pairs on {W}iener chaos},
booktitle = {High dimensional probability {VIII}---the {O}axaca volume},
series = {Progr. Probab.},
volume = {74},
pages = {277--303},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {[2019] \copyright 2019},
mrclass = {60F05 (60G09 60H07)},
mrnumber = {4181370},
doi = {10.1007/978-3-030-26391-1\_14},
url = {https://doi.org/10.1007/978-3-030-26391-1_14}
}
@article{nourdin.zheng:22:asymptotic,
author = {Nourdin, Ivan and Zheng, Guangqu},
title = {Asymptotic behavior of large {G}aussian correlated {W}ishart matrices},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {35},
year = {2022},
number = {4},
pages = {2239--2268},
issn = {0894-9840,1572-9230},
mrclass = {60B20 (60F05 60G22 60H07)},
mrnumber = {4509068},
doi = {10.1007/s10959-021-01133-1},
url = {https://doi.org/10.1007/s10959-021-01133-1}
}
@article{nourdin.zintout:16:cross-variation,
author = {Nourdin, Ivan and Zintout, Rola},
title = {Cross-variation of {Y}oung integral with respect to long-memory fractional {B}rownian motions},
journal = {Probab. Math. Statist.},
fjournal = {Probability and Mathematical Statistics},
volume = {36},
year = {2016},
number = {1},
pages = {35--46},
issn = {0208-4147},
mrclass = {60F05 (60F17 60G22)},
mrnumber = {3529338},
mrreviewer = {Fangjun Xu},
doi = {10.1109/mcs.2015.2495000},
url = {https://doi.org/10.1109/mcs.2015.2495000}
}
@article{nourdin:05:schemas,
author = {Nourdin, Ivan},
title = {Sch\'{e}mas d'approximation associ\'{e}s \`a une \'{e}quation diff\'{e}rentielle dirig\'{e}e par une fonction h\"{o}ld\'{e}rienne; cas du mouvement brownien fractionnaire},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {340},
year = {2005},
number = {8},
pages = {611--614},
issn = {1631-073X,1778-3569},
mrclass = {60G15 (60H10)},
mrnumber = {2138713},
mrreviewer = {Anne\ Estrade},
doi = {10.1016/j.crma.2005.03.013},
url = {https://doi.org/10.1016/j.crma.2005.03.013}
}
@article{nourdin:08:asymptotic,
author = {Nourdin, Ivan},
title = {Asymptotic behavior of weighted quadratic and cubic variations of fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {36},
year = {2008},
number = {6},
pages = {2159--2175},
issn = {0091-1798},
mrclass = {60F05 (60G15 60H07)},
mrnumber = {2478679},
doi = {10.1214/07-AOP385},
url = {https://doi.org/10.1214/07-AOP385}
}
@incollection{nourdin:08:simple,
author = {Nourdin, Ivan},
title = {A simple theory for the study of {SDE}s driven by a fractional {B}rownian motion, in dimension one},
booktitle = {S\'{e}minaire de probabilit\'{e}s {XLI}},
series = {Lecture Notes in Math.},
volume = {1934},
pages = {181--197},
publisher = {Springer, Berlin},
year = {2008},
mrclass = {60H10 (60G18 60H05 60H20 60J65)},
mrnumber = {2483731},
mrreviewer = {Andreas Neuenkirch},
doi = {10.1007/978-3-540-77913-1\_8},
url = {https://doi.org/10.1007/978-3-540-77913-1_8}
}
@article{nourdin:09:change,
author = {Nourdin, Ivan},
title = {A change of variable formula for the 2{D} fractional {B}rownian motion of {H}urst index bigger or equal to {$1/4$}},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {256},
year = {2009},
number = {7},
pages = {2304--2320},
issn = {0022-1236},
mrclass = {60G22 (60F05 60G18 60G60 60H05)},
mrnumber = {2498767},
mrreviewer = {Jos\'{e} Rafael Le\'{o}n},
doi = {10.1016/j.jfa.2008.10.005},
url = {https://doi.org/10.1016/j.jfa.2008.10.005}
}
@article{nourdin:11:yet,
author = {Nourdin, Ivan},
title = {Yet another proof of the {N}ualart-{P}eccati criterion},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {16},
year = {2011},
pages = {467--481},
mrclass = {46L54 (60H05 60H07 60H30)},
mrnumber = {2831085},
mrreviewer = {Vladimir I. Bogachev},
doi = {10.1214/ECP.v16-1642},
url = {https://doi.org/10.1214/ECP.v16-1642}
}
@book{nourdin:12:selected,
author = {Nourdin, Ivan},
title = {Selected aspects of fractional {B}rownian motion},
series = {Bocconi \& Springer Series},
volume = {4},
publisher = {Springer, Milan; Bocconi University Press, Milan},
year = {2012},
pages = {x+122},
isbn = {978-88-470-2822-7; 978-88-470-2823-4},
mrclass = {60G15 (46L54 60F05 60G22 60H07)},
mrnumber = {3076266},
mrreviewer = {Laurent Decreusefond},
doi = {10.1007/978-88-470-2823-4},
url = {https://doi.org/10.1007/978-88-470-2823-4}
}
@incollection{nourdin:13:lectures,
author = {Nourdin, Ivan},
title = {Lectures on {G}aussian approximations with {M}alliavin calculus},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s {XLV}},
series = {Lecture Notes in Math.},
volume = {2078},
pages = {3--89},
publisher = {Springer, Cham},
year = {2013},
mrclass = {60H07 (60-02 60F05)},
mrnumber = {3185909},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1007/978-3-319-00321-4\_1},
url = {https://doi.org/10.1007/978-3-319-00321-4_1}
}
@article{nualart-i-rodon:03:brownian,
author = {Nualart I Rod\'{o}n, David},
title = {Brownian motion and financial markets},
journal = {Mem. Real Acad. Cienc. Artes Barcelona},
fjournal = {Memorias de la Real Academia de Ciencias y Artes de Barcelona},
volume = {60},
year = {2003},
number = {9},
pages = {311--339},
issn = {0368-8283},
mrclass = {60J65 (91B28)},
mrnumber = {2224390}
}
@article{nualart-rodon.aguilar-martin:77:estimation,
author = {Nualart Rod\'{o}n, David and Aguilar-Martin, Joseph},
title = {Estimation optimale en puissances de degr\'{e} {$N$}},
journal = {C. R. Acad. Sci. Paris S\'{e}r. A-B},
fjournal = {Comptes Rendus Hebdomadaires des S\'{e}ances de l'Acad\'{e}mie des Sciences. S\'{e}ries A et B},
volume = {284},
year = {1977},
number = {1},
pages = {A81--A83},
issn = {0151-0509},
mrclass = {62J05},
mrnumber = {428626}
}
@article{nualart-rodon.sanz-sole:76:integrales,
author = {Nualart Rod\'{o}n, D. and Sanz Sol\'{e}, M.},
title = {Int\'{e}grales stochastiques par rapport au processus de {W}iener \`a deux param\`etres},
note = {\'{E}cole d'\'{E}t\'{e} de Calcul des Probabilit\'{e}s de Saint-Flour (Saint-Flour, 1976)},
journal = {Ann. Sci. Univ. Clermont No. 61 Math.},
number = {16},
year = {1976},
pages = {89--99},
mrclass = {60H05},
mrnumber = {0517987},
mrreviewer = {M. Metivier}
}
@article{nualart-rodon:75:contribution,
author = {Nualart Rod\'{o}n, David},
title = {Contribution to the study of the stochastic integral},
journal = {Stochastica},
fjournal = {Stochastica},
volume = {1},
year = {1975/76},
number = {2},
pages = {21--34},
issn = {0210-7821},
mrclass = {60H05},
mrnumber = {438480},
mrreviewer = {Maurizio Pratelli}
}
@incollection{nualart.aguilar-martin:80:generalized,
author = {Nualart, D. and Aguilar-Martin, J.},
title = {Generalized wide sense {M}arkov processes and quadratic dynamical discrete systems},
booktitle = {Second {I}nternational {C}onference on {I}nformation {S}ciences and {S}ystems ({U}niv. {P}atras, {P}atras, 1979), {V}ol. {II}},
pages = {411--423},
publisher = {Reidel, Dordrecht-Boston, Mass.},
year = {1980},
mrclass = {93E11},
mrnumber = {616107}
}
@book{nualart.nualart:18:introduction,
author = {Nualart, David and Nualart, Eulalia},
title = {Introduction to {M}alliavin calculus},
series = {Institute of Mathematical Statistics Textbooks},
volume = {9},
publisher = {Cambridge University Press, Cambridge},
year = {2018},
pages = {xii+236},
isbn = {978-1-107-61198-6; 978-1-107-03912-4},
mrclass = {60-01 (60H07 60J65 60J75)},
mrnumber = {3838464},
mrreviewer = {Maria Gordina},
doi = {10.1017/9781139856485},
url = {https://doi.org/10.1017/9781139856485}
}
@article{nualart.ortiz-latorre:07:intersection,
author = {Nualart, David and Ortiz-Latorre, Salvador},
title = {Intersection local time for two independent fractional {B}rownian motions},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {20},
year = {2007},
number = {4},
pages = {759--767},
issn = {0894-9840},
mrclass = {60G15 (60F25 60G18 60J55)},
mrnumber = {2359054},
mrreviewer = {Samy Tindel},
doi = {10.1007/s10959-007-0106-x},
url = {https://doi.org/10.1007/s10959-007-0106-x}
}
@article{nualart.ortiz-latorre:08:central,
author = {Nualart, D. and Ortiz-Latorre, S.},
title = {Central limit theorems for multiple stochastic integrals and {M}alliavin calculus},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {118},
year = {2008},
number = {4},
pages = {614--628},
issn = {0304-4149},
mrclass = {60F05 (60G15 60H05 60H07)},
mrnumber = {2394845},
mrreviewer = {Giovanni Peccati},
doi = {10.1016/j.spa.2007.05.004},
url = {https://doi.org/10.1016/j.spa.2007.05.004}
}
@article{nualart.ortiz-latorre:08:ito-stratonovich,
author = {Nualart, D. and Ortiz-Latorre, S.},
title = {An {I}t\^{o}-{S}tratonovich formula for {G}aussian processes: a {R}iemann sums approach},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {118},
year = {2008},
number = {10},
pages = {1803--1819},
issn = {0304-4149},
mrclass = {60H07 (60G15)},
mrnumber = {2454465},
mrreviewer = {Laurent Decreusefond},
doi = {10.1016/j.spa.2007.11.002},
url = {https://doi.org/10.1016/j.spa.2007.11.002}
}
@incollection{nualart.ortiz-latorre:11:multidimensional,
author = {Nualart, D. and Ortiz-Latorre, S.},
title = {Multidimensional {W}ick-{I}t\^{o} formula for {G}aussian processes},
booktitle = {Stochastic analysis, stochastic systems, and applications to finance},
pages = {3--26},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2011},
mrclass = {60H05 (60G15 60G22 60H07 91G20)},
mrnumber = {2884564},
mrreviewer = {Christel Geiss},
doi = {10.1142/9789814355711\_0001},
url = {https://doi.org/10.1142/9789814355711_0001}
}
@article{nualart.ouknine:02:regularization,
author = {Nualart, David and Ouknine, Youssef},
title = {Regularization of differential equations by fractional noise},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {102},
year = {2002},
number = {1},
pages = {103--116},
issn = {0304-4149},
mrclass = {60H10 (60G15 60H07)},
mrnumber = {1934157},
mrreviewer = {Philip Protter},
doi = {10.1016/S0304-4149(02)00155-2},
url = {https://doi.org/10.1016/S0304-4149(02)00155-2}
}
@article{nualart.ouknine:03:besov,
author = {Nualart, David and Ouknine, Youssef},
title = {Besov regularity of stochastic integrals with respect to the fractional {B}rownian motion with parameter {$H>1/2$}},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {16},
year = {2003},
number = {2},
pages = {451--470},
issn = {0894-9840},
mrclass = {60H05 (60G15)},
mrnumber = {1982038},
mrreviewer = {Anne Estrade},
doi = {10.1023/A:1023530929480},
url = {https://doi.org/10.1023/A:1023530929480}
}
@incollection{nualart.ouknine:03:stochastic,
author = {Nualart, David and Ouknine, Youssef},
title = {Stochastic differential equations with additive fractional noise and locally unbounded drift},
booktitle = {Stochastic inequalities and applications},
series = {Progr. Probab.},
volume = {56},
pages = {353--365},
publisher = {Birkh\"{a}user, Basel},
year = {2003},
mrclass = {60H10 (34F05 60G18)},
mrnumber = {2073441},
mrreviewer = {Volker Wihstutz}
}
@article{nualart.ouknine:04:regularization,
author = {Nualart, David and Ouknine, Youssef},
title = {Regularization of quasilinear heat equations by a fractional noise},
journal = {Stoch. Dyn.},
fjournal = {Stochastics and Dynamics},
volume = {4},
year = {2004},
number = {2},
pages = {201--221},
issn = {0219-4937},
mrclass = {60H15 (35R60 60G18)},
mrnumber = {2069689},
mrreviewer = {Samy Tindel},
doi = {10.1142/S0219493704001012},
url = {https://doi.org/10.1142/S0219493704001012}
}
@article{nualart.pardoux:88:stochastic,
author = {Nualart, D. and Pardoux, \'{E}.},
title = {Stochastic calculus with anticipating integrands},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {78},
year = {1988},
number = {4},
pages = {535--581},
issn = {0178-8051},
mrclass = {60H05 (60H07)},
mrnumber = {950346},
mrreviewer = {Halim Doss},
doi = {10.1007/BF00353876},
url = {https://doi.org/10.1007/BF00353876}
}
@article{nualart.pardoux:91:boundary,
author = {Nualart, D. and Pardoux, \'{E}.},
title = {Boundary value problems for stochastic differential equations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {19},
year = {1991},
number = {3},
pages = {1118--1144},
issn = {0091-1798},
mrclass = {60H10 (34B15 34F05)},
mrnumber = {1112409},
mrreviewer = {Denis R. Bell},
url = {http://links.jstor.org/sici?sici=0091-1798(199107)19:3<1118:BVPFSD>2.0.CO;2-B&origin=MSN}
}
@article{nualart.pardoux:91:second,
author = {Nualart, David and Pardoux, \'{E}tienne},
title = {Second order stochastic differential equations with {D}irichlet boundary conditions},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {39},
year = {1991},
number = {1},
pages = {1--24},
issn = {0304-4149},
mrclass = {60H10 (34F05)},
mrnumber = {1135081},
mrreviewer = {Mireille Chaleyat-Maurel},
doi = {10.1016/0304-4149(91)90028-B},
url = {https://doi.org/10.1016/0304-4149(91)90028-B}
}
@incollection{nualart.pardoux:91:stochastic,
author = {Nualart, David and Pardoux, \'{E}tienne},
title = {Stochastic differential equations with boundary conditions},
booktitle = {Stochastic analysis and applications ({L}isbon, 1989)},
series = {Progr. Probab.},
volume = {26},
pages = {155--175},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {1991},
mrclass = {60H07 (60H10)},
mrnumber = {1168074},
mrreviewer = {Daniel Ocone}
}
@article{nualart.pardoux:92:white,
author = {Nualart, D. and Pardoux, \'{E}.},
title = {White noise driven quasilinear {SPDE}s with reflection},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {93},
year = {1992},
number = {1},
pages = {77--89},
issn = {0178-8051},
mrclass = {60H15 (35R60 49J40)},
mrnumber = {1172940},
mrreviewer = {Ralf Manthey},
doi = {10.1007/BF01195389},
url = {https://doi.org/10.1007/BF01195389}
}
@article{nualart.pardoux:94:markov,
author = {Nualart, D. and Pardoux, E.},
title = {Markov field properties of solutions of white noise driven quasi-linear parabolic {PDE}s},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {48},
year = {1994},
number = {1-2},
pages = {17--44},
issn = {1045-1129},
mrclass = {60H15 (60H40 60J25)},
mrnumber = {1786190},
doi = {10.1080/17442509408833896},
url = {https://doi.org/10.1080/17442509408833896}
}
@article{nualart.peccati:05:central,
author = {Nualart, David and Peccati, Giovanni},
title = {Central limit theorems for sequences of multiple stochastic integrals},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {1},
pages = {177--193},
issn = {0091-1798},
mrclass = {60F05 (60H05)},
mrnumber = {2118863},
mrreviewer = {Rimas Norvai\v{s}a},
doi = {10.1214/009117904000000621},
url = {https://doi.org/10.1214/009117904000000621}
}
@article{nualart.perez-abreu:14:on,
author = {Nualart, David and P\'{e}rez-Abreu, Victor},
title = {On the eigenvalue process of a matrix fractional {B}rownian motion},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {124},
year = {2014},
number = {12},
pages = {4266--4282},
issn = {0304-4149},
mrclass = {60H05 (60G22 60H07)},
mrnumber = {3264448},
mrreviewer = {Mireia Besal\'{u}},
doi = {10.1016/j.spa.2014.07.017},
url = {https://doi.org/10.1016/j.spa.2014.07.017}
}
@article{nualart.protter:96:skorohod,
author = {Nualart, David and Protter, Philip},
title = {Skorohod integral of a product of two stochastic processes},
journal = {J. Theoret. Probab.},
fjournal = {Journal of Theoretical Probability},
volume = {9},
year = {1996},
number = {4},
pages = {1029--1037},
issn = {0894-9840},
mrclass = {60H07},
mrnumber = {1419875},
mrreviewer = {Axel Ernest Grorud},
doi = {10.1007/BF02214263},
url = {https://doi.org/10.1007/BF02214263}
}
@article{nualart.quer-sardanyons:07:existence,
author = {Nualart, David and Quer-Sardanyons, Llu\'{i}s},
title = {Existence and smoothness of the density for spatially homogeneous {SPDE}s},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {27},
year = {2007},
number = {3},
pages = {281--299},
issn = {0926-2601},
mrclass = {60H07 (60H15)},
mrnumber = {2336301},
mrreviewer = {David M\'{a}rquez-Carreras},
doi = {10.1007/s11118-007-9055-3},
url = {https://doi.org/10.1007/s11118-007-9055-3}
}
@article{nualart.quer-sardanyons:09:gaussian,
author = {Nualart, David and Quer-Sardanyons, Llu\'{i}s},
title = {Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {119},
year = {2009},
number = {11},
pages = {3914--3938},
issn = {0304-4149},
mrclass = {60H15 (35R60 60G15 60H07)},
mrnumber = {2552310},
mrreviewer = {Michal Vyoral},
doi = {10.1016/j.spa.2009.09.001},
url = {https://doi.org/10.1016/j.spa.2009.09.001}
}
@article{nualart.quer-sardanyons:11:optimal,
author = {Nualart, David and Quer-Sardanyons, Llu\'{i}s},
title = {Optimal {G}aussian density estimates for a class of stochastic equations with additive noise},
journal = {Infin. Dimens. Anal. Quantum Probab. Relat. Top.},
fjournal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
volume = {14},
year = {2011},
number = {1},
pages = {25--34},
issn = {0219-0257},
mrclass = {60H07 (60H15)},
mrnumber = {2785746},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1142/S0219025711004286},
url = {https://doi.org/10.1142/S0219025711004286}
}
@article{nualart.quer-sardanyons:12:gaussian,
author = {Nualart, Eulalia and Quer-Sardanyons, Llu\'{i}s},
title = {Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {122},
year = {2012},
number = {1},
pages = {418--447},
issn = {0304-4149},
mrclass = {60H15 (60H07)},
mrnumber = {2860455},
mrreviewer = {Stefano Bonaccorsi},
doi = {10.1016/j.spa.2011.08.013},
url = {https://doi.org/10.1016/j.spa.2011.08.013}
}
@article{nualart.rovira.ea:01:probabilistic,
author = {Nualart, D. and Rovira, C. and Tindel, S.},
title = {Probabilistic models for vortex filaments based on fractional {B}rownian motion},
journal = {RACSAM. Rev. R. Acad. Cienc. Exactas F\'{i}s. Nat. Ser. A Mat.},
fjournal = {Revista de la Real Academia de Ciencias Exactas, F\'{i}sicas y Naturales. Serie A. Matem\'{a}ticas. RACSAM},
volume = {95},
year = {2001},
number = {2},
pages = {213--218},
issn = {1578-7303},
mrclass = {60H07 (60H05 76F02 76M35)},
mrnumber = {1902426},
mrreviewer = {Nicolas Privault}
}
@article{nualart.rovira.ea:03:probabilistic,
author = {Nualart, David and Rovira, Carles and Tindel, Samy},
title = {Probabilistic models for vortex filaments based on fractional {B}rownian motion},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {31},
year = {2003},
number = {4},
pages = {1862--1899},
issn = {0091-1798},
mrclass = {76M35 (60G15 60H05 76F55)},
mrnumber = {2016603},
mrreviewer = {Christophe Giraud},
doi = {10.1214/aop/1068646369},
url = {https://doi.org/10.1214/aop/1068646369}
}
@article{nualart.rovira:00:large,
author = {Nualart, David and Rovira, Carles},
title = {Large deviations for stochastic {V}olterra equations},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {6},
year = {2000},
number = {2},
pages = {339--355},
issn = {1350-7265},
mrclass = {60F10 (60H20)},
mrnumber = {1748725},
mrreviewer = {Eddy Mayer-Wolf},
doi = {10.2307/3318580},
url = {https://doi.org/10.2307/3318580}
}
@article{nualart.rozovskii:97:weighted,
author = {Nualart, David and Rozovskii, Boris},
title = {Weighted stochastic {S}obolev spaces and bilinear {SPDE}s driven by space-time white noise},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {149},
year = {1997},
number = {1},
pages = {200--225},
issn = {0022-1236},
mrclass = {60H15 (35R60 46E50 60G20)},
mrnumber = {1471105},
mrreviewer = {Jan Ub\o e},
doi = {10.1006/jfan.1996.3091},
url = {https://doi.org/10.1006/jfan.1996.3091}
}
@article{nualart.ruascanu.ea:02:differential,
author = {Nualart, David and Ru{a}\c{s}canu, Aurel and Ru{a}\c{s}canu, Aurel},
title = {Differential equations driven by fractional {B}rownian motion},
journal = {Collect. Math.},
fjournal = {Universitat de Barcelona. Collectanea Mathematica},
volume = {53},
year = {2002},
number = {1},
pages = {55--81},
issn = {0010-0757},
mrclass = {60H10 (60H05 60H07)},
mrnumber = {1893308},
mrreviewer = {Rainer Buckdahn}
}
@article{nualart.sanz.ea:90:on,
author = {Nualart, D. and Sanz, M. and Zakai, M.},
title = {On the relations between increasing functions associated with two-parameter continuous martingales},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {34},
year = {1990},
number = {1},
pages = {99--119},
issn = {0304-4149},
mrclass = {60G44 (60G60)},
mrnumber = {1039564},
mrreviewer = {Yu. S. Mishura},
doi = {10.1016/0304-4149(90)90058-Z},
url = {https://doi.org/10.1016/0304-4149(90)90058-Z}
}
@article{nualart.sanz:79:caracterisation,
author = {Nualart, David and Sanz, Marta},
title = {Caract\'{e}risation des martingales \`a deux param\`etres ind\'{e}pendantes du chemin},
note = {8e \'{E}cole d'\'{E}t\'{e} de Calcul des Probabilit\'{e}s de Saint-Flour (Saint-Flour, 1978)},
journal = {Ann. Sci. Univ. Clermont Math.},
fjournal = {Annales Scientifiques de l'Universit\'{e} de Clermont. S\'{e}rie Math\'{e}matique},
number = {17},
year = {1979},
pages = {96--104},
mrclass = {60G44},
mrnumber = {538010}
}
@article{nualart.sanz:79:markov,
author = {Nualart, D. and Sanz, M.},
title = {A {M}arkov property for two-parameter {G}aussian processes},
journal = {Stochastica},
fjournal = {Stochastica},
volume = {3},
year = {1979},
number = {1},
pages = {1--16},
issn = {0210-7821},
mrclass = {60J25 (60G60)},
mrnumber = {562437},
mrreviewer = {M. Zakai}
}
@inproceedings{nualart.sanz:80:conditional,
author = {Nualart, David and Sanz, Marta},
title = {The conditional independence property in filtrations associated to stopping lines},
booktitle = {Proceedings of the seventh {S}panish-{P}ortuguese conference on mathematics, {P}art {III} ({S}ant {F}eliu de {G}u\'{i}xois, 1980)},
journal = {Publ. Sec. Mat. Univ. Aut\`onoma Barcelona},
fjournal = {Publicacions de la Secci\'{o} de Matem\`atiques. Universitat Aut\`onoma de Barcelona},
number = {22},
year = {1980},
pages = {173--176},
issn = {0210-2978},
mrclass = {60G40},
mrnumber = {768406}
}
@inproceedings{nualart.sanz:80:random,
author = {Nualart, D. and Sanz, M.},
title = {Random {G}aussian {M}arkov fields},
booktitle = {Proceedings of the {F}irst {W}orld {C}onference on {M}athematics at the {S}ervice of {M}an ({B}arcelona, 1977), {V}ol. {I}},
pages = {629--642},
publisher = {Univ. Politec., Barcelona},
year = {1980},
mrclass = {60G60 (60J60)},
mrnumber = {601997},
mrreviewer = {J. Szpirglas}
}
@article{nualart.sanz:81:changing,
author = {Nualart, D. and Sanz, M.},
title = {Changing time for two-parameter strong martingales},
journal = {Ann. Inst. H. Poincar\'{e} Sect. B (N.S.)},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Section B. Calcul des Probabilit\'{e}s et Statistique. Nouvelle S\'{e}rie},
volume = {17},
year = {1981},
number = {2},
pages = {147--163},
issn = {0020-2347},
mrclass = {60G40 (60G44 60G60 60J65)},
mrnumber = {625336},
mrreviewer = {L. Sucheston}
}
@incollection{nualart.sanz:81:conditional,
author = {Nualart, D. and Sanz, M.},
title = {The conditional independence property in filtrations associated to stopping lines},
booktitle = {Two-index random processes ({P}aris, 1980)},
series = {Lecture Notes in Math.},
volume = {863},
pages = {202--210},
publisher = {Springer, Berlin},
year = {1981},
mrclass = {60G40},
mrnumber = {630314},
mrreviewer = {Bernard Prum}
}
@article{nualart.sanz:82:singular,
author = {Nualart, David and Sanz, Marta},
title = {A singular stochastic integral equation},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {86},
year = {1982},
number = {1},
pages = {139--142},
issn = {0002-9939},
mrclass = {60H20 (60H05)},
mrnumber = {663883},
mrreviewer = {Maurizio Pratelli},
doi = {10.2307/2044413},
url = {https://doi.org/10.2307/2044413}
}
@article{nualart.sanz:85:malliavin,
author = {Nualart, D. and Sanz, M.},
title = {Malliavin calculus for two-parameter {W}iener functionals},
journal = {Z. Wahrsch. Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {70},
year = {1985},
number = {4},
pages = {573--590},
issn = {0044-3719},
mrclass = {60H15 (58G32 60G60)},
mrnumber = {807338},
mrreviewer = {M. Zakai},
doi = {10.1007/BF00531868},
url = {https://doi.org/10.1007/BF00531868}
}
@article{nualart.sanz:85:malliavin*1,
author = {Nualart, D. and Sanz, M.},
title = {Malliavin calculus for two-parameter processes},
journal = {Ann. Sci. Univ. Clermont-Ferrand II Probab. Appl.},
fjournal = {Annales Scientifiques de l'Universit\'{e} de Clermont-Ferrand II. Probabilit\'{e}s et Applications},
number = {3},
year = {1985},
pages = {73--86},
issn = {0246-1501},
mrclass = {60H15 (60G60 60H07)},
mrnumber = {790724},
mrreviewer = {M. Zakai}
}
@article{nualart.sanz:89:stochastic,
author = {Nualart, D. and Sanz, M.},
title = {Stochastic differential equations on the plane: smoothness of the solution},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {31},
year = {1989},
number = {1},
pages = {1--29},
issn = {0047-259X},
mrclass = {60H07 (60G60 60H15)},
mrnumber = {1022349},
mrreviewer = {G\'{e}rard Ben Arous},
doi = {10.1016/0047-259X(89)90046-8},
url = {https://doi.org/10.1016/0047-259X(89)90046-8}
}
@article{nualart.saussereau:09:malliavin,
author = {Nualart, David and Saussereau, Bruno},
title = {Malliavin calculus for stochastic differential equations driven by a fractional {B}rownian motion},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {119},
year = {2009},
number = {2},
pages = {391--409},
issn = {0304-4149},
mrclass = {60H07 (60G22 60H10)},
mrnumber = {2493996},
mrreviewer = {Ivan Nourdin},
doi = {10.1016/j.spa.2008.02.016},
url = {https://doi.org/10.1016/j.spa.2008.02.016}
}
@article{nualart.schoutens:00:chaotic,
author = {Nualart, David and Schoutens, Wim},
title = {Chaotic and predictable representations for {L}\'{e}vy processes},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {90},
year = {2000},
number = {1},
pages = {109--122},
issn = {0304-4149},
mrclass = {60G51 (60H05)},
mrnumber = {1787127},
mrreviewer = {Jean Bertoin},
doi = {10.1016/S0304-4149(00)00035-1},
url = {https://doi.org/10.1016/S0304-4149(00)00035-1}
}
@article{nualart.schoutens:01:backward,
author = {Nualart, David and Schoutens, Wim},
title = {Backward stochastic differential equations and {F}eynman-{K}ac formula for {L}\'{e}vy processes, with applications in finance},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
volume = {7},
year = {2001},
number = {5},
pages = {761--776},
issn = {1350-7265},
mrclass = {60H10 (62P05 91B28)},
mrnumber = {1867081},
doi = {10.2307/3318541},
url = {https://doi.org/10.2307/3318541}
}
@article{nualart.song.ea:21:spatial,
author = {Nualart, David and Song, Xiaoming and Zheng, Guangqu},
title = {Spatial averages for the parabolic {A}nderson model driven by rough noise},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {18},
year = {2021},
number = {1},
pages = {907--943},
mrclass = {60H15 (60F05 60G15 60H07)},
mrnumber = {4243520},
doi = {10.30757/alea.v18-33},
url = {https://doi.org/10.30757/alea.v18-33}
}
@article{nualart.steblovskaya:99:asymptotics,
author = {Nualart, D. and Steblovskaya, V.},
title = {Asymptotics of oscillatory integrals with quadratic phase function on {W}iener space},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {66},
year = {1999},
number = {3-4},
pages = {293--309},
issn = {1045-1129},
mrclass = {60H07 (28C20)},
mrnumber = {1692864},
doi = {10.1080/17442509908834198},
url = {https://doi.org/10.1080/17442509908834198}
}
@article{nualart.swanson:13:joint,
author = {Nualart, David and Swanson, Jason},
title = {Joint convergence along different subsequences of the signed cubic variation of fractional {B}rownian motion {II}},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
pages = {no. 81, 11},
mrclass = {60G22 (60F17)},
mrnumber = {3125257},
mrreviewer = {Amites Dasgupta},
doi = {10.1214/ECP.v18-2840},
url = {https://doi.org/10.1214/ECP.v18-2840}
}
@article{nualart.taqqu:06:wick-ito,
author = {Nualart, David and Taqqu, Murad S.},
title = {Wick-{I}t\^{o} formula for {G}aussian processes},
journal = {Stoch. Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {24},
year = {2006},
number = {3},
pages = {599--614},
issn = {0736-2994},
mrclass = {60H07 (60G15 60G18)},
mrnumber = {2220074},
mrreviewer = {Laure Coutin},
doi = {10.1080/07362990600629348},
url = {https://doi.org/10.1080/07362990600629348}
}
@article{nualart.taqqu:08:wick-ito,
author = {Nualart, David and Taqqu, Murad S.},
title = {Wick-{I}t\^{o} formula for regular processes and applications to the {B}lack and {S}choles formula},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {80},
year = {2008},
number = {5},
pages = {477--487},
issn = {1744-2508},
mrclass = {60G18 (60H05 91B28)},
mrnumber = {2456333},
mrreviewer = {Vasily A. Chernecky},
doi = {10.1080/17442500801928788},
url = {https://doi.org/10.1080/17442500801928788}
}
@article{nualart.thieullen:94:skorohod,
author = {Nualart, David and Thieullen, Mich\`ele},
title = {Skorohod stochastic differential equations on random intervals},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {49},
year = {1994},
number = {3-4},
pages = {149--167},
issn = {1045-1129},
mrclass = {60H05 (60H07 60H10)},
mrnumber = {1785002},
doi = {10.1080/17442509408833917},
url = {https://doi.org/10.1080/17442509408833917}
}
@incollection{nualart.thieullen:96:anticipative,
author = {Nualart, D. and Thieullen, M.},
title = {Anticipative stochastic differential equations driven by a multidimensional {B}rownian motion},
booktitle = {Stochastic analysis: random fields and measure-valued processes ({R}amat {G}an, 1993/1995)},
series = {Israel Math. Conf. Proc.},
volume = {10},
pages = {169--181},
publisher = {Bar-Ilan Univ., Ramat Gan},
year = {1996},
mrclass = {60H10 (60H07)},
mrnumber = {1415195},
mrreviewer = {Daniel Ocone}
}
@article{nualart.tilva:20:continuous,
author = {Nualart, David and Tilva, Abhishek},
title = {Continuous {B}reuer-{M}ajor theorem for vector valued fields},
journal = {Stoch. Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {38},
year = {2020},
number = {4},
pages = {668--685},
issn = {0736-2994},
mrclass = {60F05 (60F17 60G15 60G60 60H07)},
mrnumber = {4112741},
mrreviewer = {Daniel M. Harnett},
doi = {10.1080/07362994.2019.1711118},
url = {https://doi.org/10.1080/07362994.2019.1711118}
}
@article{nualart.tindel:11:construction,
author = {Nualart, David and Tindel, Samy},
title = {A construction of the rough path above fractional {B}rownian motion using {V}olterra's representation},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {3},
pages = {1061--1096},
issn = {0091-1798},
mrclass = {60G22 (60G15 60H05 60H07)},
mrnumber = {2789583},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/10-AOP578},
url = {https://doi.org/10.1214/10-AOP578}
}
@article{nualart.tindel:95:quasilinear,
author = {Nualart, David and Tindel, Samy},
title = {Quasilinear stochastic elliptic equations with reflection},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {57},
year = {1995},
number = {1},
pages = {73--82},
issn = {0304-4149},
mrclass = {60H15 (35J60 35R60 60G55)},
mrnumber = {1327953},
mrreviewer = {Andrej A. Dorogovtsev},
doi = {10.1016/0304-4149(95)00006-S},
url = {https://doi.org/10.1016/0304-4149(95)00006-S}
}
@article{nualart.tindel:97:quasilinear,
author = {Nualart, David and Tindel, Samy},
title = {Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {7},
year = {1997},
number = {3},
pages = {661--680},
issn = {0926-2601},
mrclass = {60H15 (35L10 35R60 60G60)},
mrnumber = {1473647},
mrreviewer = {Tu Sheng Zhang},
doi = {10.1023/A:1008644503806},
url = {https://doi.org/10.1023/A:1008644503806}
}
@article{nualart.tindel:98:on,
author = {Nualart, David and Tindel, Samy},
title = {On two-parameter non-degenerate {B}rownian martingales},
journal = {Bull. Sci. Math.},
fjournal = {Bulletin des Sciences Math\'{e}matiques},
volume = {122},
year = {1998},
number = {4},
pages = {317--335},
issn = {0007-4497},
mrclass = {60H07 (60H15)},
mrnumber = {1632720},
mrreviewer = {Rainer Buckdahn},
doi = {10.1016/S0007-4497(98)80173-5},
url = {https://doi.org/10.1016/S0007-4497(98)80173-5}
}
@article{nualart.tudor:17:determinant,
author = {Nualart, David and Tudor, Ciprian A.},
title = {The determinant of the iterated {M}alliavin matrix and the density of a pair of multiple integrals},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {1},
pages = {518--534},
issn = {0091-1798},
mrclass = {60H07 (60G15)},
mrnumber = {3601655},
mrreviewer = {Jingyu Huang},
doi = {10.1214/15-AOP1015},
url = {https://doi.org/10.1214/15-AOP1015}
}
@article{nualart.ustunel.ea:88:on,
author = {Nualart, D. and \"{U}st\"{u}nel, A. S. and Zakai, M.},
title = {On the moments of a multiple {W}iener-{I}t\^{o} integral and the space induced by the polynomials of the integral},
journal = {Stochastics},
fjournal = {Stochastics},
volume = {25},
year = {1988},
number = {4},
pages = {233--240},
issn = {0090-9491},
mrclass = {60H05},
mrnumber = {999370},
mrreviewer = {Yuh-Jia Lee},
doi = {10.1080/17442508808833542},
url = {https://doi.org/10.1080/17442508808833542}
}
@incollection{nualart.ustunel.ea:90:some,
author = {Nualart, D. and \"{U}st\"{u}nel, A. S. and Zakai, M.},
title = {Some remarks on independence and conditioning on {W}iener space},
booktitle = {Stochastic analysis and related topics, {II} ({S}ilivri, 1988)},
series = {Lecture Notes in Math.},
volume = {1444},
pages = {122--127},
publisher = {Springer, Berlin},
year = {1990},
mrclass = {60H99 (60G15)},
mrnumber = {1078845},
mrreviewer = {Denis R. Bell},
doi = {10.1007/BFb0083612},
url = {https://doi.org/10.1007/BFb0083612}
}
@article{nualart.ustunel.ea:90:some*1,
author = {Nualart, D. and \"{U}st\"{u}nel, A. S. and Zakai, M.},
title = {Some relations among classes of {$\sigma$}-fields on {W}iener space},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {85},
year = {1990},
number = {1},
pages = {119--129},
issn = {0178-8051},
mrclass = {60H05 (28C20 46G12 60H07)},
mrnumber = {1044304},
mrreviewer = {Ana Bela Cruzeiro},
doi = {10.1007/BF01377633},
url = {https://doi.org/10.1007/BF01377633}
}
@article{nualart.ustunel:89:extension,
author = {Nualart, David and \"{U}st\"{u}nel, Ali S\"{u}leyman},
title = {Une extension du laplacien sur l'espace de {W}iener et la formule d'{I}t\^{o} associ\'{e}e},
journal = {C. R. Acad. Sci. Paris S\'{e}r. I Math.},
fjournal = {Comptes Rendus de l'Acad\'{e}mie des Sciences. S\'{e}rie I. Math\'{e}matique},
volume = {309},
year = {1989},
number = {6},
pages = {383--386},
issn = {0764-4442},
mrclass = {60H07 (60J60)},
mrnumber = {1054257}
}
@incollection{nualart.ustunel:89:mesures,
author = {Nualart, David and \"{U}st\"{u}nel, Ali S\"{u}leyman},
title = {Mesures cylindriques et distributions sur l'espace de {W}iener},
booktitle = {Stochastic partial differential equations and applications, {II} ({T}rento, 1988)},
series = {Lecture Notes in Math.},
volume = {1390},
pages = {186--191},
publisher = {Springer, Berlin},
year = {1989},
mrclass = {60H99 (60J55)},
mrnumber = {1019602},
mrreviewer = {A. Badrikian},
doi = {10.1007/BFb0083945},
url = {https://doi.org/10.1007/BFb0083945}
}
@article{nualart.ustunel:91:geometric,
author = {Nualart, D. and \"{U}st\"{u}nel, A. S.},
title = {Geometric analysis of conditional independence on {W}iener space},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {89},
year = {1991},
number = {4},
pages = {407--422},
issn = {0178-8051},
mrclass = {60H07},
mrnumber = {1118556},
mrreviewer = {M. Zakai},
doi = {10.1007/BF01199786},
url = {https://doi.org/10.1007/BF01199786}
}
@article{nualart.utzet:87:property,
author = {Nualart, David and Utzet, Frederic},
title = {A property of two-parameter martingales with path-independent variation},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {24},
year = {1987},
number = {1},
pages = {31--49},
issn = {0304-4149},
mrclass = {60G48 (60H05)},
mrnumber = {883601},
mrreviewer = {Ely Merzbach},
doi = {10.1016/0304-4149(87)90026-3},
url = {https://doi.org/10.1016/0304-4149(87)90026-3}
}
@article{nualart.viens:00:evolution,
author = {Nualart, David and Viens, Frederi},
title = {Evolution equation of a stochastic semigroup with white-noise drift},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {1},
pages = {36--73},
issn = {0091-1798},
mrclass = {60H15 (60H07)},
mrnumber = {1755997},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/aop/1019160111},
url = {https://doi.org/10.1214/aop/1019160111}
}
@article{nualart.viens:09:fractional,
author = {Nualart, Eulalia and Viens, Frederi},
title = {The fractional stochastic heat equation on the circle: time regularity and potential theory},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {119},
year = {2009},
number = {5},
pages = {1505--1540},
issn = {0304-4149},
mrclass = {60H15 (35B65 35R60 60G15 60G17 60J45)},
mrnumber = {2513117},
doi = {10.1016/j.spa.2008.07.009},
url = {https://doi.org/10.1016/j.spa.2008.07.009}
}
@article{nualart.vives:88:continuite,
author = {Nualart, David and Vives, Josep},
title = {Continuit\'{e} absolue de la loi du maximum d'un processus continu},
journal = {C. R. Acad. Sci. Paris S\'{e}r. I Math.},
fjournal = {Comptes Rendus des S\'{e}ances de l'Acad\'{e}mie des Sciences. S\'{e}rie I. Math\'{e}matique},
volume = {307},
year = {1988},
number = {7},
pages = {349--354},
issn = {0249-6291},
mrclass = {60G15 (60H07)},
mrnumber = {958796},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel}
}
@incollection{nualart.vives:90:anticipative,
author = {Nualart, David and Vives, Josep},
title = {Anticipative calculus for the {P}oisson process based on the {F}ock space},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXIV}, 1988/89},
series = {Lecture Notes in Math.},
volume = {1426},
pages = {154--165},
publisher = {Springer, Berlin},
year = {1990},
mrclass = {60H07 (46G12 60H05)},
mrnumber = {1071538},
mrreviewer = {M. Zakai}
}
@article{nualart.vives:92:chaos,
author = {Nualart, David and Vives, Josep},
title = {Chaos expansions and local times},
journal = {Publ. Mat.},
fjournal = {Publicacions Matem\`atiques},
volume = {36},
year = {1992},
number = {2B},
pages = {827--836 (1993)},
issn = {0214-1493},
mrclass = {60H07},
mrnumber = {1210022},
mrreviewer = {J. Walsh},
doi = {10.5565/PUBLMAT\_362B92\_07},
url = {https://doi.org/10.5565/PUBLMAT_362B92_07}
}
@article{nualart.vives:92:smoothness,
author = {Nualart, D. and Vives, J.},
title = {Smoothness of {B}rownian local times and related functionals},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {1},
year = {1992},
number = {3},
pages = {257--263},
issn = {0926-2601},
mrclass = {60J55 (60H07)},
mrnumber = {1245230},
mrreviewer = {Tu Sheng Zhang},
doi = {10.1007/BF00269510},
url = {https://doi.org/10.1007/BF00269510}
}
@incollection{nualart.vives:94:smoothness,
author = {Nualart, David and Vives, Josep},
title = {Smoothness of local time and related {W}iener functionals},
booktitle = {Chaos expansions, multiple {W}iener-{I}t\^{o} integrals and their applications ({G}uanajuato, 1992)},
series = {Probab. Stochastics Ser.},
pages = {317--335},
publisher = {CRC, Boca Raton, FL},
year = {1994},
mrclass = {60J55 (60H05 60J05)},
mrnumber = {1278051},
mrreviewer = {Peter Imkeller}
}
@incollection{nualart.vives:95:duality,
author = {Nualart, David and Vives, Josep},
title = {A duality formula on the {P}oisson space and some applications},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications ({A}scona, 1993)},
series = {Progr. Probab.},
volume = {36},
pages = {205--213},
publisher = {Birkh\"{a}user, Basel},
year = {1995},
mrclass = {60H07 (60G55)},
mrnumber = {1360277},
mrreviewer = {H\'{e}l\`ene Airault}
}
@article{nualart.vuillermot:05:variational,
author = {Nualart, David and Vuillermot, Pierre-A.},
title = {Variational solutions for a class of fractional stochastic partial differential equations},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {340},
year = {2005},
number = {4},
pages = {281--286},
issn = {1631-073X},
mrclass = {60H15},
mrnumber = {2121891},
mrreviewer = {Sandra Cerrai},
doi = {10.1016/j.crma.2005.01.006},
url = {https://doi.org/10.1016/j.crma.2005.01.006}
}
@incollection{nualart.vuillermot:06:stabilization,
author = {Nualart, David and Vuillermot, Pierre A.},
title = {A stabilization phenomenon for a class of stochastic partial differential equations},
booktitle = {Stochastic partial differential equations and applications---{VII}},
series = {Lect. Notes Pure Appl. Math.},
volume = {245},
pages = {215--227},
publisher = {Chapman \& Hall/CRC, Boca Raton, FL},
year = {2006},
mrclass = {60H15},
mrnumber = {2227231},
mrreviewer = {Marek Capi\'{n}ski},
doi = {10.1201/9781420028720.ch18},
url = {https://doi.org/10.1201/9781420028720.ch18}
}
@article{nualart.vuillermot:06:variational,
author = {Nualart, David and Vuillermot, Pierre-A.},
title = {Variational solutions for partial differential equations driven by a fractional noise},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {232},
year = {2006},
number = {2},
pages = {390--454},
issn = {0022-1236},
mrclass = {60H15 (35R60 49K45)},
mrnumber = {2200741},
mrreviewer = {Pedro Mar\'{i}n Rubio},
doi = {10.1016/j.jfa.2005.06.015},
url = {https://doi.org/10.1016/j.jfa.2005.06.015}
}
@article{nualart.wschebor:91:integration,
author = {Nualart, David and Wschebor, Mario},
title = {Int\'{e}gration par parties dans l'espace de {W}iener et approximation du temps local},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {90},
year = {1991},
number = {1},
pages = {83--109},
issn = {0178-8051},
mrclass = {60H07 (60H05 60J55)},
mrnumber = {1124830},
mrreviewer = {Patrick Cattiaux},
doi = {10.1007/BF01321135},
url = {https://doi.org/10.1007/BF01321135}
}
@article{nualart.xia:20:on,
author = {Nualart, David and Xia, Panqiu},
title = {On nonlinear rough paths},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
fjournal = {ALEA. Latin American Journal of Probability and Mathematical Statistics},
volume = {17},
year = {2020},
number = {1},
pages = {545--587},
mrclass = {60L20 (60H10 60H15)},
mrnumber = {4105930},
doi = {10.30757/alea.v17-22},
url = {https://doi.org/10.30757/alea.v17-22}
}
@article{nualart.xu:13:central,
author = {Nualart, David and Xu, Fangjun},
title = {Central limit theorem for an additive functional of the fractional {B}rownian motion {II}},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
pages = {no. 74, 10},
mrclass = {60F05 (60G22)},
mrnumber = {3101639},
mrreviewer = {Gennady Shaikhet},
doi = {10.1214/ECP.v18-2761},
url = {https://doi.org/10.1214/ECP.v18-2761}
}
@article{nualart.xu:14:central,
author = {Nualart, David and Xu, Fangjun},
title = {Central limit theorem for functionals of two independent fractional {B}rownian motions},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {124},
year = {2014},
number = {11},
pages = {3782--3806},
issn = {0304-4149},
mrclass = {60F05 (60G15 60G22)},
mrnumber = {3249355},
mrreviewer = {Peter Parczewski},
doi = {10.1016/j.spa.2014.07.002},
url = {https://doi.org/10.1016/j.spa.2014.07.002}
}
@article{nualart.xu:14:second,
author = {Nualart, David and Xu, Fangjun},
title = {A second order limit law for occupation times of the {C}auchy process},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {86},
year = {2014},
number = {6},
pages = {967--974},
issn = {1744-2508},
mrclass = {60J55 (60F05 60F17 60G50 60G52)},
mrnumber = {3271516},
mrreviewer = {Zakhar Kabluchko},
doi = {10.1080/17442508.2014.895360},
url = {https://doi.org/10.1080/17442508.2014.895360}
}
@article{nualart.xu:19:asymptotic,
author = {Nualart, David and Xu, Fangjun},
title = {Asymptotic behavior for an additive functional of two independent self-similar {G}aussian processes},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {129},
year = {2019},
number = {10},
pages = {3981--4008},
issn = {0304-4149},
mrclass = {60F05 (60G15 60G18 60G22)},
mrnumber = {3997669},
mrreviewer = {Anatoliy Malyarenko},
doi = {10.1016/j.spa.2018.11.009},
url = {https://doi.org/10.1016/j.spa.2018.11.009}
}
@article{nualart.yeh:89:dependence,
author = {Nualart, D. and Yeh, J.},
title = {Dependence on the boundary condition for linear stochastic differential equations in the plane},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {33},
year = {1989},
number = {1},
pages = {45--61},
issn = {0304-4149},
mrclass = {60H15},
mrnumber = {1027107},
mrreviewer = {M. Zakai},
doi = {10.1016/0304-4149(89)90065-3},
url = {https://doi.org/10.1016/0304-4149(89)90065-3}
}
@article{nualart.yeh:89:existence,
author = {Nualart, D. and Yeh, J.},
title = {Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {28},
year = {1989},
number = {1},
pages = {149--171},
issn = {0047-259X},
mrclass = {60H10},
mrnumber = {996988},
mrreviewer = {Constantin Tudor},
doi = {10.1016/0047-259X(89)90101-2},
url = {https://doi.org/10.1016/0047-259X(89)90101-2}
}
@article{nualart.yoshida:19:asymptotic,
author = {Nualart, David and Yoshida, Nakahiro},
title = {Asymptotic expansion of {S}korohod integrals},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 119, 64},
mrclass = {60F05 (60G22 60H07 62E20)},
mrnumber = {4029422},
mrreviewer = {Solesne Bourguin},
doi = {10.1214/19-ejp310},
url = {https://doi.org/10.1214/19-ejp310}
}
@article{nualart.zakai:86:generalized,
author = {Nualart, David and Zakai, Moshe},
title = {Generalized stochastic integrals and the {M}alliavin calculus},
journal = {Probab. Theory Relat. Fields},
fjournal = {Probability Theory and Related Fields},
volume = {73},
year = {1986},
number = {2},
pages = {255--280},
issn = {0178-8051},
mrclass = {60H07 (28C20 46G12 58G32 60G30 60H05)},
mrnumber = {855226},
mrreviewer = {Ana Bela Cruzeiro},
doi = {10.1007/BF00339940},
url = {https://doi.org/10.1007/BF00339940}
}
@article{nualart.zakai:88:generalized,
author = {Nualart, David and Zakai, Moshe},
title = {Generalized multiple stochastic integrals and the representation of {W}iener functionals},
journal = {Stochastics},
fjournal = {Stochastics},
volume = {23},
year = {1988},
number = {3},
pages = {311--330},
issn = {0090-9491},
mrclass = {60H05},
mrnumber = {959117},
mrreviewer = {Daniel Ocone},
doi = {10.1080/17442508808833496},
url = {https://doi.org/10.1080/17442508808833496}
}
@article{nualart.zakai:89:generalized,
author = {Nualart, David and Zakai, Moshe},
title = {Generalized {B}rownian functionals and the solution to a stochastic partial differential equation},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {84},
year = {1989},
number = {2},
pages = {279--296},
issn = {0022-1236},
mrclass = {60H15 (35R60)},
mrnumber = {1001461},
mrreviewer = {T. Hida},
doi = {10.1016/0022-1236(89)90098-0},
url = {https://doi.org/10.1016/0022-1236(89)90098-0}
}
@article{nualart.zakai:89:on,
author = {Nualart, D. and Zakai, M.},
title = {On the relation between the {S}tratonovich and {O}gawa integrals},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {17},
year = {1989},
number = {4},
pages = {1536--1540},
issn = {0091-1798},
mrclass = {60H05},
mrnumber = {1048944},
mrreviewer = {Jerzy Szulga},
url = {http://links.jstor.org/sici?sici=0091-1798(198910)17:4<1536:OTRBTS>2.0.CO;2-#&origin=MSN}
}
@incollection{nualart.zakai:89:partial,
author = {Nualart, David and Zakai, Moshe},
title = {The partial {M}alliavin calculus},
booktitle = {S\'{e}minaire de {P}robabilit\'{e}s, {XXIII}},
series = {Lecture Notes in Math.},
volume = {1372},
pages = {362--381},
publisher = {Springer, Berlin},
year = {1989},
mrclass = {60H07 (60G35)},
mrnumber = {1022924},
mrreviewer = {Daniel Ocone},
doi = {10.1007/BFb0083986},
url = {https://doi.org/10.1007/BFb0083986}
}
@incollection{nualart.zakai:89:summary,
author = {Nualart, D. and Zakai, M.},
title = {A summary of some identities of the {M}alliavin calculus},
booktitle = {Stochastic partial differential equations and applications, {II} ({T}rento, 1988)},
series = {Lecture Notes in Math.},
volume = {1390},
pages = {192--196},
publisher = {Springer, Berlin},
year = {1989},
mrclass = {60H07},
mrnumber = {1019603},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1007/BFb0083946},
url = {https://doi.org/10.1007/BFb0083946}
}
@article{nualart.zakai:90:multiple,
author = {Nualart, David and Zakai, Moshe},
title = {Multiple {W}iener-{I}t\^{o} integrals possessing a continuous extension},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {85},
year = {1990},
number = {1},
pages = {131--145},
issn = {0178-8051},
mrclass = {60H05 (46G12)},
mrnumber = {1044305},
mrreviewer = {A. Badrikian},
doi = {10.1007/BF01377634},
url = {https://doi.org/10.1007/BF01377634}
}
@incollection{nualart.zakai:93:positive,
author = {Nualart, David and Zakai, Moshe},
title = {Positive and strongly positive {W}iener functionals},
booktitle = {Barcelona {S}eminar on {S}tochastic {A}nalysis ({S}t. {F}eliu de {G}u\'{i}xols, 1991)},
series = {Progr. Probab.},
volume = {32},
pages = {132--146},
publisher = {Birkh\"{a}user, Basel},
year = {1993},
mrclass = {60G20 (46F25 60H99)},
mrnumber = {1265047},
mrreviewer = {Jan Ub\o e}
}
@article{nualart.zeineddine:18:symmetric,
author = {Nualart, David and Zeineddine, Raghid},
title = {Symmetric weighted odd-power variations of fractional {B}rownian motion and applications},
journal = {Commun. Stoch. Anal.},
fjournal = {Communications on Stochastic Analysis},
volume = {12},
year = {2018},
number = {1},
pages = {Art. 4, 37--58},
mrclass = {60F05 (60G15 60G22 60H05 60H07)},
mrnumber = {3843909},
mrreviewer = {Ivan Nourdin},
doi = {10.31390/cosa.12.1.04},
url = {https://doi.org/10.31390/cosa.12.1.04}
}
@article{nualart.zheng:20:averaging,
author = {Nualart, David and Zheng, Guangqu},
title = {Averaging {G}aussian functionals},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {25},
year = {2020},
pages = {Paper No. 48, 54},
mrclass = {60H15 (60F05 60G15 60H07)},
mrnumber = {4092767},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/20-ejp453},
url = {https://doi.org/10.1214/20-ejp453}
}
@article{nualart.zheng:20:oscillatory,
author = {Nualart, David and Zheng, Guangqu},
title = {Oscillatory {B}reuer-{M}ajor theorem with application to the random corrector problem},
journal = {Asymptot. Anal.},
fjournal = {Asymptotic Analysis},
volume = {119},
year = {2020},
number = {3-4},
pages = {281--300},
issn = {0921-7134},
mrclass = {60G15 (34B15 35B27 35R60 60F17 60H15)},
mrnumber = {4159029},
mrreviewer = {Fangjun Xu}
}
@article{nualart.zheng:20:spatial,
author = {Nualart, David and Zheng, Guangqu},
title = {Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {25},
year = {2020},
pages = {Paper No. 80, 11},
mrclass = {60H15 (37H10 60H07)},
mrnumber = {4187721},
mrreviewer = {Seiichiro Kusuoka},
doi = {10.1214/20-ecp361},
url = {https://doi.org/10.1214/20-ecp361}
}
@article{nualart.zhou:21:total,
author = {Nualart, David and Zhou, Hongjuan},
title = {Total variation estimates in the {B}reuer-{M}ajor theorem},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {57},
year = {2021},
number = {2},
pages = {740--777},
issn = {0246-0203},
mrclass = {60F05 (60G10 60G22 60H07)},
mrnumber = {4260482},
doi = {10.1214/20-aihp1094},
url = {https://doi.org/10.1214/20-aihp1094}
}
@incollection{nualart:03:stochastic,
author = {Nualart, David},
title = {Stochastic integration with respect to fractional {B}rownian motion and applications},
booktitle = {Stochastic models ({M}exico {C}ity, 2002)},
series = {Contemp. Math.},
volume = {336},
pages = {3--39},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2003},
mrclass = {60H05 (60G18 60H07 60H10)},
mrnumber = {2037156},
mrreviewer = {Dominique L\'{e}pingle},
doi = {10.1090/conm/336/06025},
url = {https://doi.org/10.1090/conm/336/06025}
}
@article{nualart:04:exponential,
author = {Nualart, Eulalia},
title = {Exponential divergence estimates and heat kernel tail},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {338},
year = {2004},
number = {1},
pages = {77--80},
issn = {1631-073X},
mrclass = {60H07},
mrnumber = {2038089},
mrreviewer = {Jean Picard},
doi = {10.1016/j.crma.2003.11.015},
url = {https://doi.org/10.1016/j.crma.2003.11.015}
}
@incollection{nualart:05:white,
author = {Nualart, David},
title = {A white noise approach to fractional {B}rownian motion},
booktitle = {Stochastic analysis: classical and quantum},
pages = {112--126},
publisher = {World Sci. Publ., Hackensack, NJ},
year = {2005},
mrclass = {60H40 (46F25 46N30 60G15)},
mrnumber = {2233155},
mrreviewer = {Laure Coutin}
}
@incollection{nualart:06:fractional,
author = {Nualart, David},
title = {Fractional {B}rownian motion: stochastic calculus and applications},
booktitle = {International {C}ongress of {M}athematicians. {V}ol. {III}},
pages = {1541--1562},
publisher = {Eur. Math. Soc., Z\"{u}rich},
year = {2006},
mrclass = {60G15 (60H05 60H30)},
mrnumber = {2275741},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel}
}
@book{nualart:06:malliavin,
author = {Nualart, David},
title = {The {M}alliavin calculus and related topics},
series = {Probability and its Applications (New York)},
edition = {Second},
publisher = {Springer-Verlag, Berlin},
year = {2006},
pages = {xiv+382},
isbn = {978-3-540-28328-7; 3-540-28328-5},
mrclass = {60-02 (60H07 60H30)},
mrnumber = {2200233},
mrreviewer = {Daniel Ocone}
}
@article{nualart:06:stochastic,
author = {Nualart, David},
title = {Stochastic calculus with respect to fractional {B}rownian motion},
journal = {Ann. Fac. Sci. Toulouse Math. (6)},
fjournal = {Annales de la Facult\'{e} des Sciences de Toulouse. Math\'{e}matiques. S\'{e}rie 6},
volume = {15},
year = {2006},
number = {1},
pages = {63--78},
issn = {0240-2963},
mrclass = {60G15 (60H05)},
mrnumber = {2225747},
mrreviewer = {Christian Bender},
url = {http://afst.cedram.org/item?id=AFST_2006_6_15_1_63_0}
}
@incollection{nualart:09:application,
author = {Nualart, David},
title = {Application of {M}alliavin calculus to stochastic partial differential equations},
booktitle = {A minicourse on stochastic partial differential equations},
series = {Lecture Notes in Math.},
volume = {1962},
pages = {73--109},
publisher = {Springer, Berlin},
year = {2009},
mrclass = {60H15 (60H07)},
mrnumber = {2508774},
mrreviewer = {Llu\'{i}s Quer-Sardanyons},
doi = {10.1007/978-3-540-85994-9\_3},
url = {https://doi.org/10.1007/978-3-540-85994-9_3}
}
@book{nualart:09:malliavin,
author = {Nualart, David},
title = {Malliavin calculus and its applications},
series = {CBMS Regional Conference Series in Mathematics},
volume = {110},
publisher = {Published for the Conference Board of the Mathematical Sciences, Washington, DC; by the American Mathematical Society, Providence, RI},
year = {2009},
pages = {viii+85},
isbn = {978-0-8218-4779-4},
mrclass = {60H07 (60-02 91Gxx)},
mrnumber = {2498953},
mrreviewer = {Dominique L\'{e}pingle},
doi = {10.1090/cbms/110},
url = {https://doi.org/10.1090/cbms/110}
}
@article{nualart:11:applicability,
author = {Nualart, Eul\`alia},
title = {Applicability of the integration-by-parts formula in a {G}aussian space},
journal = {Butl. Soc. Catalana Mat.},
fjournal = {Butllet\'{i} de la Societat Catalana de Matem\`atiques},
volume = {26},
year = {2011},
number = {2},
pages = {137--163, 221--222},
issn = {0214-316X},
mrclass = {60H07 (60J60 62F12 91G80)},
mrnumber = {2951765},
doi = {10.2436/20.2002.01.37},
url = {https://doi.org/10.2436/20.2002.01.37}
}
@article{nualart:11:discussion,
author = {Nualart, David},
title = {Discussion of {H}iroshi {K}unita's article: {A}nalysis of nondegenerate {W}iener-{P}oisson functionals and its applications to {I}t\^{o}'s {SDE} with jumps [MR2887083]},
journal = {Sankhya A},
fjournal = {Sankhya A. The Indian Journal of Statistics},
volume = {73},
year = {2011},
number = {1},
pages = {46--49},
issn = {0976-836X},
mrclass = {60H07 (60E10 60G51 60J60 60J75)},
mrnumber = {2887084},
mrreviewer = {Ren\'{e} L. Schilling},
doi = {10.1007/s13171-011-0007-z},
url = {https://doi.org/10.1007/s13171-011-0007-z}
}
@article{nualart:13:on,
author = {Nualart, Eulalia},
title = {On the density of systems of non-linear spatially homogeneous {SPDE}s},
journal = {Stochastics},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
volume = {85},
year = {2013},
number = {1},
pages = {48--70},
issn = {1744-2508},
mrclass = {60H15 (60H07)},
mrnumber = {3011911},
mrreviewer = {Elisa Al\`os},
doi = {10.1080/17442508.2011.653567},
url = {https://doi.org/10.1080/17442508.2011.653567}
}
@incollection{nualart:13:stochastic,
author = {Nualart, David},
title = {Stochastic calculus with respect to the fractional {B}rownian motion},
booktitle = {European {C}ongress of {M}athematics},
pages = {475--488},
publisher = {Eur. Math. Soc., Z\"{u}rich},
year = {2013},
mrclass = {60G22 (60H05)},
mrnumber = {3469139},
mrreviewer = {Jos\'{e} Rafael Le\'{o}n}
}
@article{nualart:14:it-normal-approximations-with-malliavin-calculus,
author = {Nualart, David},
title = {{it {N}ormal approximations with {M}alliavin calculus} [book review of MR2962301]},
journal = {Bull. Amer. Math. Soc. (N.S.)},
fjournal = {American Mathematical Society. Bulletin. New Series},
volume = {51},
year = {2014},
number = {3},
pages = {491--497},
issn = {0273-0979},
mrclass = {00A17},
mrnumber = {3196797},
doi = {10.1090/S0273-0979-2013-01432-0},
url = {https://doi.org/10.1090/S0273-0979-2013-01432-0}
}
@incollection{nualart:14:normal,
author = {Nualart, David},
title = {Normal approximation on a finite {W}iener chaos},
booktitle = {Stochastic analysis and applications 2014},
series = {Springer Proc. Math. Stat.},
volume = {100},
pages = {377--395},
publisher = {Springer, Cham},
year = {2014},
mrclass = {60G15 (60H07 60H10 65C30)},
mrnumber = {3332720},
mrreviewer = {Peter Parczewski},
doi = {10.1007/978-3-319-11292-3\_14},
url = {https://doi.org/10.1007/978-3-319-11292-3_14}
}
@article{nualart:18:moment,
author = {Nualart, Eulalia},
title = {Moment bounds for some fractional stochastic heat equations on the ball},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {23},
year = {2018},
pages = {Paper No. 41, 12},
mrclass = {60H15 (35R11 35R60 60G52)},
mrnumber = {3841402},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.1214/18-ECP147},
url = {https://doi.org/10.1214/18-ECP147}
}
@inproceedings{nualart:77:on,
author = {Nualart, David},
title = {On the order convergence of stochastic processes},
booktitle = {Proceedings of the {F}irst {S}panish-{P}ortuguese {M}athematical {C}onference ({M}adrid, 1973) ({S}panish)},
pages = {647--655},
publisher = {Consejo Sup. Inv. Cient., Madrid},
year = {1977},
mrclass = {60G17 (60G07)},
mrnumber = {581116},
mrreviewer = {Evarist Gin\'{e}}
}
@inproceedings{nualart:77:on*1,
author = {Nualart, David},
title = {On the convergence of martingales},
booktitle = {Proceedings of the {F}irst {S}panish-{P}ortuguese {M}athematical {C}onference ({M}adrid, 1973) ({S}panish)},
pages = {638--646},
publisher = {Consejo Sup. Inv. Cient., Madrid},
year = {1977},
mrclass = {60G42},
mrnumber = {581115},
mrreviewer = {Dominique L\'{e}pingle}
}
@incollection{nualart:79:decomposition,
author = {Nualart, David},
title = {Decomposition of independent valued stochastic measures},
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publisher = {Grindley, Granada},
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mrclass = {60G57 (60J30)},
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year = {1981},
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@incollection{nualart:81:martingales,
author = {Nualart, D.},
title = {Martingales \`a variation ind\'{e}pendante du chemin},
booktitle = {Two-index random processes ({P}aris, 1980)},
series = {Lecture Notes in Math.},
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publisher = {Springer, Berlin},
year = {1981},
mrclass = {60G48 (60G60 60J65)},
mrnumber = {630310},
mrreviewer = {Bernard Prum}
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@article{nualart:81:weak,
author = {Nualart, David},
title = {Weak convergence to the law of two-parameter continuous processes},
journal = {Z. Wahrsch. Verw. Gebiete},
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year = {1981},
number = {3},
pages = {255--259},
issn = {0044-3719},
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mrreviewer = {Evarist Gin\'{e}},
doi = {10.1007/BF00532118},
url = {https://doi.org/10.1007/BF00532118}
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@article{nualart:82:martingales,
author = {Nualart, D.},
title = {Martingales non fortes \`a variation ind\'{e}pendante du chemin},
journal = {Ann. Sci. Univ. Clermont-Ferrand II Math.},
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number = {20},
year = {1982},
pages = {112--114},
issn = {0249-7042},
mrclass = {60G44},
mrnumber = {707539}
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@incollection{nualart:83:differents,
author = {Nualart, D.},
title = {Diff\'{e}rents types de martingales \`a deux indices},
booktitle = {Seminar on probability, {XVII}},
series = {Lecture Notes in Math.},
volume = {986},
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publisher = {Springer, Berlin},
year = {1983},
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mrreviewer = {Ely Merzbach},
doi = {10.1007/BFb0068333},
url = {https://doi.org/10.1007/BFb0068333}
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@article{nualart:83:on,
author = {Nualart, David},
title = {On the distribution of a double stochastic integral},
journal = {Z. Wahrsch. Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {65},
year = {1983},
number = {1},
pages = {49--60},
issn = {0044-3719},
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doi = {10.1007/BF00534993},
url = {https://doi.org/10.1007/BF00534993}
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volume = {15},
year = {1983},
number = {1},
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issn = {0304-4149},
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doi = {10.1016/0304-4149(83)90020-0},
url = {https://doi.org/10.1016/0304-4149(83)90020-0}
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@article{nualart:84:formule,
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url = {http://www.numdam.org/item?id=AIHPB_1984__20_3_251_0}
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url = {http://links.jstor.org/sici?sici=0091-1798(198405)12:2<445:OTQVOT>2.0.CO;2-L&origin=MSN}
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author = {Nualart, David},
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url = {https://doi.org/10.1080/17442508508833348}
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author = {Nualart, David},
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publisher = {Springer, Berlin},
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@incollection{nualart:86:malliavin,
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pages = {182--194},
publisher = {Springer, Berlin},
year = {1986},
mrclass = {60H07},
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mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
doi = {10.1007/BFb0099114},
url = {https://doi.org/10.1007/BFb0099114}
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@incollection{nualart:88:noncausal,
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author = {Nualart, David},
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author = {Perkins, Edwin},
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publisher = {Springer, Berlin},
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author = {Perkins, Edwin},
title = {Local time is a semimartingale},
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doi = {10.1007/BF01957098},
url = {https://doi.org/10.1007/BF01957098}
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@incollection{perkins:82:local*1,
author = {Perkins, Edwin},
title = {Local time and pathwise uniqueness for stochastic differential equations},
booktitle = {Seminar on {P}robability, {XVI}},
series = {Lecture Notes in Math.},
volume = {920},
pages = {201--208},
publisher = {Springer, Berlin-New York},
year = {1982},
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author = {Perthame, Beno\^{i}t},
title = {P{DE} models for chemotactic movements: parabolic, hyperbolic and kinetic},
journal = {Appl. Math.},
fjournal = {Applications of Mathematics},
volume = {49},
year = {2004},
number = {6},
pages = {539--564},
issn = {0862-7940},
mrclass = {35Q80 (35B40 35D05 35K65 92C17)},
mrnumber = {2099980},
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doi = {10.1007/s10492-004-6431-9},
url = {https://doi.org/10.1007/s10492-004-6431-9}
}
@book{perthame:07:transport,
author = {Perthame, Beno\^{i}t},
title = {Transport equations in biology},
series = {Frontiers in Mathematics},
publisher = {Birkh\"{a}user Verlag, Basel},
year = {2007},
pages = {x+198},
isbn = {978-3-7643-7841-7; 3-7643-7841-7},
mrclass = {35-02 (35Q80 92C17 92C50 92D25)},
mrnumber = {2270822},
mrreviewer = {Reinhard Illner}
}
@article{peszat.russo:05:large-noise,
author = {Peszat, Szymon and Russo, Francesco},
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pages = {247--262},
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doi = {10.3150/bj/1116340293},
url = {https://doi.org/10.3150/bj/1116340293}
}
@article{peszat.seidler:98:maximal,
author = {Peszat, Szymon and Seidler, Jan},
title = {Maximal inequalities and space-time regularity of stochastic convolutions},
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}
@incollection{peszat.stettner:15:research,
author = {Peszat, Szymon and Stettner, \L ukasz},
title = {Research problems of {J}erzy {Z}abczyk},
booktitle = {Stochastic analysis},
series = {Banach Center Publ.},
volume = {105},
pages = {9--32},
publisher = {Polish Acad. Sci. Inst. Math., Warsaw},
year = {2015},
isbn = {978-83-86806-28-7},
mrclass = {93E20 (01A20 60-02 60H30)},
mrnumber = {3445526},
doi = {10.4064/bc105-0-1},
url = {https://doi.org/10.4064/bc105-0-1}
}
@article{peszat.talarczyk:10:functional,
author = {Peszat, Szymon and Talarczyk, Anna},
title = {Functional central limit theorem for additive functionals of {$\alpha$}-stable processes},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {33},
year = {2010},
number = {2},
pages = {199--209},
issn = {0926-2601,1572-929X},
mrclass = {60G52 (60F17)},
mrnumber = {2658982},
mrreviewer = {Sreenivasan\ Ravi},
doi = {10.1007/s11118-009-9166-0},
url = {https://doi.org/10.1007/s11118-009-9166-0}
}
@article{peszat.tindel:10:stochastic,
author = {Peszat, Szymon and Tindel, Samy},
title = {Stochastic heat and wave equations on a {L}ie group},
journal = {Stoch. Anal. Appl.},
fjournal = {Stochastic Analysis and Applications},
volume = {28},
year = {2010},
number = {4},
pages = {662--695},
issn = {0736-2994},
mrclass = {60H15 (35R03 35R60 46E30 60B15 60G60)},
mrnumber = {2739599},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
doi = {10.1080/07362994.2010.482840},
url = {https://doi.org/10.1080/07362994.2010.482840}
}
@article{peszat.twardowska.ea:21:ergodicity,
author = {Peszat, Szymon and Twardowska, Krystyna and Zabczyk, Jerzy},
title = {Ergodicity of {B}urgers' system},
journal = {J. Stoch. Anal.},
fjournal = {Journal of Stochastic Analysis. JOSA},
volume = {2},
year = {2021},
number = {3},
pages = {Art. 10, 16},
issn = {2689-6931},
mrclass = {60H15 (35Q35 60J35)},
mrnumber = {4304481},
mrreviewer = {Liping\ Li}
}
@article{peszat.twardowska.ea:21:ergodicity*1,
author = {Peszat, Szymon and Twardowska, Krystyna and Zabczyk, Jerzy},
title = {Ergodicity of {B}urgers' system},
journal = {J. Stoch. Anal.},
fjournal = {Journal of Stochastic Analysis. JOSA},
volume = {2},
year = {2021},
number = {3},
pages = {Art. 10, 16},
mrclass = {60H15 (35Q35 60J35)},
mrnumber = {4304481}
}
@article{peszat.zabczyk:00:nonlinear,
author = {Peszat, Szymon and Zabczyk, Jerzy},
title = {Nonlinear stochastic wave and heat equations},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {116},
year = {2000},
number = {3},
pages = {421--443},
issn = {0178-8051},
mrclass = {60H15 (35R60 60G60)},
mrnumber = {1749283},
mrreviewer = {Marta Sanz Sol\'{e}},
doi = {10.1007/s004400050257},
url = {https://doi.org/10.1007/s004400050257}
}
@incollection{peszat.zabczyk:06:stochastic,
author = {Peszat, Szymon and Zabczyk, Jerzy},
title = {Stochastic heat and wave equations driven by an impulsive noise},
booktitle = {Stochastic partial differential equations and applications---{VII}},
series = {Lect. Notes Pure Appl. Math.},
volume = {245},
pages = {229--242},
publisher = {Chapman \& Hall/CRC, Boca Raton, FL},
year = {2006},
mrclass = {60H15},
mrnumber = {2227232},
mrreviewer = {Nicholas Frangos},
doi = {10.1201/9781420028720.ch19},
url = {https://doi.org/10.1201/9781420028720.ch19}
}
@book{peszat.zabczyk:07:stochastic,
author = {Peszat, S. and Zabczyk, J.},
title = {Stochastic partial differential equations with {L}\'{e}vy noise},
series = {Encyclopedia of Mathematics and its Applications},
volume = {113},
note = {An evolution equation approach},
publisher = {Cambridge University Press, Cambridge},
year = {2007},
pages = {xii+419},
isbn = {978-0-521-87989-7},
mrclass = {60H15 (35R60 60-02 60G51)},
mrnumber = {2356959},
mrreviewer = {Sandra Cerrai},
doi = {10.1017/CBO9780511721373},
url = {https://doi.org/10.1017/CBO9780511721373}
}
@article{peszat.zabczyk:13:time,
author = {Peszat, S. and Zabczyk, J.},
title = {Time regularity of solutions to linear equations with {L}\'{e}vy noise in infinite dimensions},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {123},
year = {2013},
number = {3},
pages = {719--751},
issn = {0304-4149},
mrclass = {60H15 (60G51 60G52)},
mrnumber = {3005003},
mrreviewer = {Raluca M. Balan},
doi = {10.1016/j.spa.2012.10.012},
url = {https://doi.org/10.1016/j.spa.2012.10.012}
}
@article{peszat.zabczyk:14:time,
author = {Peszat, S. and Zabczyk, J.},
title = {Time regularity for stochastic {V}olterra equations by the dilation theorem},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {409},
year = {2014},
number = {2},
pages = {676--683},
issn = {0022-247X},
mrclass = {60H20 (45D05 45R05 60H15)},
mrnumber = {3103187},
mrreviewer = {Anna Karczewska},
doi = {10.1016/j.jmaa.2013.07.055},
url = {https://doi.org/10.1016/j.jmaa.2013.07.055}
}
@article{peszat.zabczyk:95:strong,
author = {Peszat, Szymon and Zabczyk, Jerzy},
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year = {1995},
number = {1},
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url = {http://links.jstor.org/sici?sici=0091-1798(199501)23:1<157:SFPAIF>2.0.CO;2-Q&origin=MSN}
}
@article{peszat.zabczyk:97:stochastic,
author = {Peszat, Szymon and Zabczyk, Jerzy},
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volume = {72},
year = {1997},
number = {2},
pages = {187--204},
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doi = {10.1016/S0304-4149(97)00089-6},
url = {https://doi.org/10.1016/S0304-4149(97)00089-6}
}
@article{peszat.zawisza:21:investor,
author = {Peszat, Szymon and Zawisza, Dariusz},
title = {The investor problem based on the {HJM} model},
journal = {Ann. Polon. Math.},
fjournal = {Annales Polonici Mathematici},
volume = {127},
year = {2021},
number = {3},
pages = {241--269},
issn = {0066-2216,1730-6272},
mrclass = {91G10 (60H30 91G30 93E20)},
mrnumber = {4358442},
mrreviewer = {Hyeng\ Keun\ Koo},
doi = {10.4064/ap210429-12-11},
url = {https://doi.org/10.4064/ap210429-12-11}
}
@article{peszat:02:cauchy,
author = {Peszat, Szymon},
title = {The {C}auchy problem for a nonlinear stochastic wave equation in any dimension},
journal = {J. Evol. Equ.},
fjournal = {Journal of Evolution Equations},
volume = {2},
year = {2002},
number = {3},
pages = {383--394},
issn = {1424-3199},
mrclass = {60H15 (35L70 35R60)},
mrnumber = {1930613},
mrreviewer = {B. G. Pachpatte},
doi = {10.1007/PL00013197},
url = {https://doi.org/10.1007/PL00013197}
}
@incollection{peszat:02:spdes,
author = {Peszat, Szymon},
title = {S{PDE}s driven by a homogeneous {W}iener process},
booktitle = {Stochastic partial differential equations and applications ({T}rento, 2002)},
series = {Lecture Notes in Pure and Appl. Math.},
volume = {227},
pages = {417--427},
publisher = {Dekker, New York},
year = {2002},
isbn = {0-8247-0792-3},
mrclass = {60H15 (60J65)},
mrnumber = {1919521}
}
@article{peszat:11:levy-ornstein-uhlenbeck,
author = {Peszat, S.},
title = {L\'{e}vy-{O}rnstein-{U}hlenbeck transition semigroup as second quantized operator},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {260},
year = {2011},
number = {12},
pages = {3457--3473},
issn = {0022-1236,1096-0783},
mrclass = {60J35 (47D03 47N30 60G51 60G52 60G57 60H30)},
mrnumber = {2781967},
mrreviewer = {Romain\ Abraham},
doi = {10.1016/j.jfa.2011.03.002},
url = {https://doi.org/10.1016/j.jfa.2011.03.002}
}
@incollection{peszat:15:stochastic,
author = {Peszat, Szymon},
title = {Stochastic partial differential equations with {L}\'{e}vy noise (a few aspects)},
booktitle = {Stochastic analysis: a series of lectures},
series = {Progr. Probab.},
volume = {68},
pages = {333--357},
publisher = {Birkh\"{a}user/Springer, Basel},
year = {2015},
isbn = {978-3-0348-0909-2; 978-3-0348-0908-5},
mrclass = {60H15 (35R60 60G51)},
mrnumber = {3558131},
doi = {10.1007/978-3-0348-0909-2\_12},
url = {https://doi.org/10.1007/978-3-0348-0909-2_12}
}
@article{peszat:92:equivalence,
author = {Peszat, S.},
title = {Equivalence of distributions of some {O}rnstein-{U}hlenbeck processes taking values in {H}ilbert space},
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year = {1992},
number = {1},
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mrclass = {60G30 (60H10)},
mrnumber = {1199784},
mrreviewer = {Yu.\ M.\ Kabanov}
}
@article{peszat:92:exponential,
author = {Peszat, Szymon},
title = {Exponential tail estimates for infinite-dimensional stochastic convolutions},
journal = {Bull. Polish Acad. Sci. Math.},
fjournal = {Polish Academy of Sciences. Bulletin. Mathematics},
volume = {40},
year = {1992},
number = {4},
pages = {323--333},
issn = {0239-7269},
mrclass = {60H15 (60B11 60F10 60H10)},
mrnumber = {1402320}
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@article{peszat:92:law,
author = {Peszat, Szymon},
title = {Law equivalence of solutions of some linear stochastic equations in {H}ilbert spaces},
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year = {1992},
number = {3},
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doi = {10.4064/sm-101-3-269-284},
url = {https://doi.org/10.4064/sm-101-3-269-284}
}
@article{peszat:93:on,
author = {Peszat, Szymon},
title = {On a {S}obolev space of functions of infinite number of variables},
journal = {Bull. Polish Acad. Sci. Math.},
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volume = {41},
year = {1993},
number = {1},
pages = {55--60},
issn = {0239-7269},
mrclass = {46E50 (28C20 46E35 46G12)},
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@article{peszat:94:large,
author = {Peszat, Szymon},
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year = {1994},
number = {1},
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issn = {0178-8051},
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mrnumber = {1254827},
mrreviewer = {R. Sh. Liptser},
doi = {10.1007/BF01311351},
url = {https://doi.org/10.1007/BF01311351}
}
@article{peszat:95:existence,
author = {Peszat, Szymon},
title = {Existence and uniqueness of the solution for stochastic equations on {B}anach spaces},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {55},
year = {1995},
number = {3-4},
pages = {167--193},
issn = {1045-1129},
mrclass = {60H15 (34F05 34G20 35R60)},
mrnumber = {1378855},
mrreviewer = {Jan\ I.\ Seidler}
}
@incollection{peszat:96:sobolev,
author = {Peszat, Szymon},
title = {Sobolev spaces of functions on an infinite-dimensional domain},
booktitle = {Stochastic processes and related topics ({S}iegmundsberg, 1994)},
series = {Stochastics Monogr.},
volume = {10},
pages = {103--116},
publisher = {Gordon and Breach, Yverdon},
year = {1996},
isbn = {2-88449-069-8},
mrclass = {46E50 (28C20 46E35 46G12)},
mrnumber = {1393500},
mrreviewer = {David\ Nualart}
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@article{petermann:00:superdiffusivity,
title = {Superdiffusivity of directed polymers in random environment},
author = {Petermann, Markus},
journal = {Ph. D. Thesis Univ. Zurich},
year = {2000}
}
@book{petersen:83:ergodic,
author = {Petersen, Karl},
title = {Ergodic theory},
series = {Cambridge Studies in Advanced Mathematics},
volume = {2},
publisher = {Cambridge University Press, Cambridge},
year = {1983},
pages = {xii+329},
isbn = {0-521-23632-0},
mrclass = {28-02 (28D05 54H20 58F11)},
mrnumber = {833286},
mrreviewer = {Nathaniel F. G. Martin},
doi = {10.1017/CBO9780511608728},
url = {https://doi.org/10.1017/CBO9780511608728}
}
@book{petersen:89:ergodic,
author = {Petersen, Karl},
title = {Ergodic theory},
series = {Cambridge Studies in Advanced Mathematics},
volume = {2},
note = {Corrected reprint of the 1983 original},
publisher = {Cambridge University Press, Cambridge},
year = {1989},
pages = {xii+329},
isbn = {0-521-38997-6},
mrclass = {28Dxx (28-02 47A35 54H20 58F11)},
mrnumber = {1073173},
mrreviewer = {Nathaniel Friedman}
}
@article{peterson.seppalainen:10:current,
author = {Peterson, Jonathon and Sepp\"{a}l\"{a}inen, Timo},
title = {Current fluctuations of a system of one-dimensional random walks in random environment},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {38},
year = {2010},
number = {6},
pages = {2258--2294},
issn = {0091-1798},
mrclass = {60K37 (60K35)},
mrnumber = {2683630},
mrreviewer = {Marcel Ortgiese},
doi = {10.1214/10-AOP537},
url = {https://doi.org/10.1214/10-AOP537}
}
@article{peterson.zeitouni:09:on,
author = {Peterson, Jonathon and Zeitouni, Ofer},
title = {On the annealed large deviation rate function for a multi-dimensional random walk in random environment},
journal = {ALEA Lat. Am. J. Probab. Math. Stat.},
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@incollection{quastel.remenik:14:airy,
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publisher = {Springer, New York},
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url = {https://doi.org/10.1007/978-1-4939-0339-9_5}
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author = {Quastel, Jeremy and Sarkar, Sourav},
title = {Convergence of exclusion processes and the {KPZ} equation to the {KPZ} fixed point},
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url = {https://doi.org/10.1007/s00220-007-0372-6}
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author = {Quastel, Jeremy and Valk\'{o}, Benedek},
title = {A note on the diffusivity of finite-range asymmetric exclusion processes on {$\mathbb{Z}$}},
booktitle = {In and out of equilibrium. 2},
series = {Progr. Probab.},
volume = {60},
pages = {543--549},
publisher = {Birkh\"{a}user, Basel},
year = {2008},
mrclass = {60K35 (82C22)},
mrnumber = {2477398},
doi = {10.1007/978-3-7643-8786-0\_25},
url = {https://doi.org/10.1007/978-3-7643-8786-0_25}
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author = {Quastel, Jeremy and Valk\'{o}, Benedek},
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author = {Salako, Rachidi B. and Shen, Wenxian},
title = {Long-time behavior of random and nonautonomous {F}isher-{KPP} equations. {P}art {II}. {T}ransition fronts},
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author = {Salako, Rachidi B. and Shen, Wenxian},
title = {Long time behavior of random and nonautonomous {F}isher-{KPP} equations: {P}art {I}---{S}tability of equilibria and spreading speeds},
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author = {Salako, Rachidi B. and Shen, Wenxian},
title = {Parabolic-elliptic chemotaxis model with space-time dependent logistic sources on {$\Bbb{R}^N$}. {III}: {T}ransition fronts},
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@article{salako.shen:23:corrigendum,
author = {Salako, R. B. and Shen, Wenxian},
title = {Corrigendum: {G}lobal existence and asymptotic behavior of classical solutions to a parabolic-elliptic chemotaxis system with logistic source on {$\Bbb{R}^N$} [{J}. {D}iffer. {E}qu. 262 (2017) 5635--5690]},
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url = {https://doi.org/10.1016/j.jde.2023.09.017}
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@article{salins.budhiraja.ea:19:uniform,
author = {Salins, Michael and Budhiraja, Amarjit and Dupuis, Paul},
title = {Uniform large deviation principles for {B}anach space valued stochastic evolution equations},
journal = {Trans. Amer. Math. Soc.},
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@article{salins.setayeshgar:23:uniform,
author = {Salins, Michael and Setayeshgar, Leila},
title = {Uniform large deviations for a class of {B}urgers-type stochastic partial differential equations in any space dimension},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {58},
year = {2023},
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issn = {0926-2601,1572-929X},
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doi = {10.1007/s11118-021-09936-x},
url = {https://doi.org/10.1007/s11118-021-09936-x}
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author = {Salins, Michael and Spiliopoulos, Konstantinos},
title = {Markov processes with spatial delay: path space characterization, occupation time and properties},
journal = {Stoch. Dyn.},
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volume = {17},
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url = {https://doi.org/10.1142/S0219493717500423}
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@article{salins.spiliopoulos:17:rare,
author = {Salins, Michael and Spiliopoulos, Konstantinos},
title = {Rare event simulation via importance sampling for linear {SPDE}'s},
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url = {https://doi.org/10.1007/s40072-017-0100-y}
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@article{salins.spiliopoulos:21:metastability,
author = {Salins, Michael and Spiliopoulos, Konstantinos},
title = {Metastability and exit problems for systems of stochastic reaction-diffusion equations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {49},
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doi = {10.1214/21-aop1509},
url = {https://doi.org/10.1214/21-aop1509}
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@book{salins:15:asymptotic,
author = {Salins, Michael},
title = {Asymptotic problems for stochastic partial differential equations},
note = {Thesis (Ph.D.)--University of Maryland, College Park},
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@article{salins:19:equivalences,
author = {Salins, Michael},
title = {Equivalences and counterexamples between several definitions of the uniform large deviations principle},
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@article{salins:19:smoluchowski-kramers,
author = {Salins, Michael},
title = {Smoluchowski-{K}ramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
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url = {https://doi.org/10.1007/s40072-018-0123-z}
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@article{salins:21:existence,
author = {Salins, M.},
title = {Existence and uniqueness for the mild solution of the stochastic heat equation with non-{L}ipschitz drift on an unbounded spatial domain},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
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number = {3},
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doi = {10.1007/s40072-020-00182-7},
url = {https://doi.org/10.1007/s40072-020-00182-7}
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@article{salins:21:global,
title = {Global solutions to the stochastic heat equation with superlinear accretive reaction term and superlinear multiplicative noise term on a bounded spatial domain},
author = {Michael Salins},
year = {2021},
month = {October},
journal = {preprint arXiv:2110.10130},
url = {https://www.arxiv.org/abs/2110.10130}
}
@article{salins:21:systems,
author = {Salins, M.},
title = {Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data},
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url = {https://doi.org/10.1016/j.spa.2021.08.010}
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@article{salins:22:existence,
author = {Salins, Michael},
title = {Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain},
journal = {Stoch. Dyn.},
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year = {2022},
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url = {https://doi.org/10.1142/S0219493722500149}
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@article{salins:22:global*1,
author = {Salins, Michael},
title = {Global solutions to the stochastic reaction-diffusion equation with superlinear accretive reaction term and superlinear multiplicative noise term on a bounded spatial domain},
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url = {https://doi.org/10.1090/tran/8763}
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url = {https://doi.org/10.1155/S1073792892000047}
}
@book{samarskii.galaktionov.ea:95:blow-up,
author = {Samarskii, Alexander A. and Galaktionov, Victor A. and Kurdyumov, Sergei P. and Mikhailov, Alexander P.},
title = {Blow-up in quasilinear parabolic equations},
series = {De Gruyter Expositions in Mathematics},
volume = {19},
note = {Translated from the 1987 Russian original by Michael Grinfeld and revised by the authors},
publisher = {Walter de Gruyter \& Co., Berlin},
year = {1995},
pages = {xxii+535},
isbn = {3-11-012754-7},
mrclass = {35-02 (35Bxx 35K55)},
mrnumber = {1330922},
doi = {10.1515/9783110889864.535},
url = {https://doi.org/10.1515/9783110889864.535}
}
@article{samarskiui.sobol:63:examples,
author = {Samarskiu{i}, A. A. and Sobol{\cprime}, I. M.},
title = {Examples of numerical calculation of temperature waves},
journal = {\v{Z}. Vy\v{c}isl. Mat i Mat. Fiz.},
fjournal = {\v{Z}urnal Vy\v{c}islitel{\cprime}nou{i} Matematiki i Matemati\v{c}eskou{i} Fiziki},
volume = {3},
year = {1963},
pages = {702--719},
issn = {0044-4669},
mrclass = {65.68},
mrnumber = {153120},
mrreviewer = {R. Carroll}
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@book{samko.kilbas.ea:93:fractional,
author = {Samko, Stefan G. and Kilbas, Anatoly A. and Marichev, Oleg I.},
title = {Fractional integrals and derivatives},
note = {Theory and applications, Edited and with a foreword by S. M. Nikol{\cprime}skiu{i}, Translated from the 1987 Russian original, Revised by the authors},
publisher = {Gordon and Breach Science Publishers, Yverdon},
year = {1993},
pages = {xxxvi+976},
isbn = {2-88124-864-0},
mrclass = {26A33},
mrnumber = {1347689}
}
@article{samson:00:concentration,
author = {Samson, Paul-Marie},
title = {Concentration of measure inequalities for {M}arkov chains and {$\Phi$}-mixing processes},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {28},
year = {2000},
number = {1},
pages = {416--461},
issn = {0091-1798},
mrclass = {60E15 (60J05)},
mrnumber = {1756011},
doi = {10.1214/aop/1019160125},
url = {https://doi.org/10.1214/aop/1019160125}
}
@article{sang.xiao:18:exact,
author = {Sang, Hailin and Xiao, Yimin},
title = {Exact moderate and large deviations for linear random fields},
journal = {J. Appl. Probab.},
fjournal = {Journal of Applied Probability},
volume = {55},
year = {2018},
number = {2},
pages = {431--449},
issn = {0021-9002,1475-6072},
mrclass = {60F10 (60G60 62E20)},
mrnumber = {3832897},
mrreviewer = {Fr\'{e}d\'{e}ric\ Ouimet},
doi = {10.1017/jpr.2018.28},
url = {https://doi.org/10.1017/jpr.2018.28}
}
@article{santalla.ferreira:18:eden,
title = {Eden model with nonlocal growth rules and kinetic roughening in biological systems},
author = {Santalla, Silvia N. and Ferreira, Silvio C.},
journal = {Phys. Rev. E},
volume = {98},
issue = {2},
pages = {022405},
numpages = {7},
year = {2018},
month = {Aug},
publisher = {American Physical Society},
doi = {10.1103/PhysRevE.98.022405},
url = {https://link.aps.org/doi/10.1103/PhysRevE.98.022405}
}
@article{sanz-i-sole:92:combining,
author = {Sanz i Sol\'{e}, Marta},
title = {Combining observations and measuring uncertainty: history of an attempt to understand the world better},
journal = {Butl. Soc. Catalana Mat.},
fjournal = {Butllet\'{i} de la Societat Catalana de Matem\`atiques},
number = {7},
year = {1992},
pages = {35--46},
issn = {0214-316X},
mrclass = {01A05 (62-03)},
mrnumber = {1209915}
}
@article{sanz-sole.atiyah.ea:12:friedrich,
author = {Sanz-Sol\'{e}, Marta and Atiyah, Michael and B\"{a}r, Christian and Greuel, Gert-Martin and Manin, Yuri I. and Bourguignon, Jean-Pierre},
title = {Friedrich {H}irzebruch memorial session at the 6th {E}uropean {C}ongress of {M}athematics. {K}rak\'{o}w, {J}uly 5th, 2012},
journal = {Eur. Math. Soc. Newsl.},
fjournal = {European Mathematical Society. Newsletter},
number = {85},
year = {2012},
pages = {12--20},
issn = {1027-488X},
mrclass = {01A70},
mrnumber = {2986335}
}
@article{sanz-sole.malliavin:08:smoothness,
author = {Sanz-Sol\'{e}, Marta and Malliavin, Paul},
title = {Smoothness of the functional law generated by a nonlinear {SPDE}},
journal = {Chin. Ann. Math. Ser. B},
fjournal = {Chinese Annals of Mathematics. Series B},
volume = {29},
year = {2008},
number = {2},
pages = {113--120},
issn = {0252-9599},
mrclass = {60H15 (60H07)},
mrnumber = {2392327},
mrreviewer = {Mark A. McKibben},
doi = {10.1007/s11401-007-0508-1},
url = {https://doi.org/10.1007/s11401-007-0508-1}
}
@incollection{sanz-sole.sarra:00:path,
author = {Sanz-Sol\'{e}, Marta and Sarr\`a, M\`onica},
title = {Path properties of a class of {G}aussian processes with applications to spde's},
booktitle = {Stochastic processes, physics and geometry: new interplays, {I} ({L}eipzig, 1999)},
series = {CMS Conf. Proc.},
volume = {28},
pages = {303--316},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2000},
mrclass = {60H15},
mrnumber = {1803395},
mrreviewer = {Nicholas Frangos},
doi = {10.1016/s0304-4149(98)00092-1},
url = {https://doi.org/10.1016/s0304-4149(98)00092-1}
}
@incollection{sanz-sole.sarra:02:holder,
author = {Sanz-Sol\'{e}, Marta and Sarr\`a, M\`onica},
title = {H\"{o}lder continuity for the stochastic heat equation with spatially correlated noise},
booktitle = {Seminar on {S}tochastic {A}nalysis, {R}andom {F}ields and {A}pplications, {III} ({A}scona, 1999)},
series = {Progr. Probab.},
volume = {52},
pages = {259--268},
publisher = {Birkh\"{a}user, Basel},
year = {2002},
mrclass = {60H15},
mrnumber = {1958822},
mrreviewer = {Achim Klenke}
}
@article{sanz-sole.sarra:99:logarithmic,
author = {Sanz-Sol\'{e}, Marta and Sarr\`a, M\`onica},
title = {Logarithmic estimates for the density of an anticipating stochastic differential equation},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {79},
year = {1999},
number = {2},
pages = {301--321},
issn = {0304-4149},
mrclass = {60H10 (60H07)},
mrnumber = {1671855},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1016/S0304-4149(98)00092-1},
url = {https://doi.org/10.1016/S0304-4149(98)00092-1}
}
@article{sanz-sole.su:13:stochastic,
author = {Sanz-Sol\'{e}, Marta and S\"{u}\ss , Andr\'{e}},
title = {The stochastic wave equation in high dimensions: {M}alliavin differentiability and absolute continuity},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {18},
year = {2013},
pages = {no. 64, 28},
mrclass = {60H15 (60H05 60H07)},
mrnumber = {3078023},
mrreviewer = {Jorge A. Le\'{o}n},
doi = {10.1214/EJP.v18-2341},
url = {https://doi.org/10.1214/EJP.v18-2341}
}
@incollection{sanz-sole.su:14:logarithmic,
author = {Sanz-Sol\'{e}, Marta and S\"{u}\ss , Andr\'{e}},
title = {Logarithmic asymptotics of the densities of {SPDE}s driven by spatially correlated noise},
booktitle = {Stochastic analysis and applications 2014},
series = {Springer Proc. Math. Stat.},
volume = {100},
pages = {455--501},
publisher = {Springer, Cham},
year = {2014},
mrclass = {60H15 (60F10 60H07)},
mrnumber = {3332722},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1007/978-3-319-11292-3\_16},
url = {https://doi.org/10.1007/978-3-319-11292-3_16}
}
@article{sanz-sole.su:15:absolute,
author = {Sanz-Sol\'{e}, Marta and S\"{u}\ss , Andr\'{e}},
title = {Absolute continuity for {SPDE}s with irregular fundamental solution},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {20},
year = {2015},
pages = {no. 14, 11},
mrclass = {60H15 (60H05 60H07 60H20)},
mrnumber = {3314649},
mrreviewer = {Yaozhong Hu},
doi = {10.1214/ECP.v20-3831},
url = {https://doi.org/10.1214/ECP.v20-3831}
}
@incollection{sanz-sole.su:16:non-elliptic,
author = {Sanz-Sol\'{e}, Marta and S\"{u}\ss , Andr\'{e}},
title = {Non-elliptic {SPDE}s and ambit fields: existence of densities},
booktitle = {Stochastics of environmental and financial economics---{C}entre of {A}dvanced {S}tudy, {O}slo, {N}orway, 2014--2015},
series = {Springer Proc. Math. Stat.},
volume = {138},
pages = {121--144},
publisher = {Springer, Cham},
year = {2016},
mrclass = {60H15 (35R60 60G57 60H07)},
mrnumber = {3451171},
mrreviewer = {Xiaobin Sun},
doi = {10.1007/978-3-319-23425-0\_5},
url = {https://doi.org/10.1007/978-3-319-23425-0_5}
}
@article{sanz-sole.torrecilla-tarantino:07:probability,
author = {Sanz-Sol\'{e}, Marta and Torrecilla-Tarantino, Iv\'{a}n},
title = {Probability density for a hyperbolic {SPDE} with time dependent coefficients},
journal = {ESAIM Probab. Stat.},
fjournal = {ESAIM. Probability and Statistics},
volume = {11},
year = {2007},
pages = {365--380},
issn = {1292-8100},
mrclass = {60H15 (60G60 60H07)},
mrnumber = {2339298},
mrreviewer = {Erika Hausenblas},
doi = {10.1051/ps:2007024},
url = {https://doi.org/10.1051/ps:2007024}
}
@article{sanz-sole.torrecilla:09:fractional,
author = {Sanz-Sol\'{e}, Marta and Torrecilla, Iv\'{a}n},
title = {A fractional {P}oisson equation: existence, regularity and approximations of the solution},
journal = {Stoch. Dyn.},
fjournal = {Stochastics and Dynamics},
volume = {9},
year = {2009},
number = {4},
pages = {519--548},
issn = {0219-4937},
mrclass = {60H15 (60H35)},
mrnumber = {2589036},
mrreviewer = {Gon\c{c}alo Dos Reis},
doi = {10.1142/S0219493709002762},
url = {https://doi.org/10.1142/S0219493709002762}
}
@article{sanz-sole.viles:18:systems,
author = {Sanz-Sol\'{e}, Marta and Viles, No\`elia},
title = {Systems of stochastic {P}oisson equations: hitting probabilities},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {128},
year = {2018},
number = {6},
pages = {1857--1888},
issn = {0304-4149},
mrclass = {60H15 (60G15 60G60 60H07 60J45)},
mrnumber = {3797647},
doi = {10.1016/j.spa.2017.08.014},
url = {https://doi.org/10.1016/j.spa.2017.08.014}
}
@article{sanz-sole.vuillermot:02:holder-sobolev,
author = {Sanz-Sol\'{e}, Marta and Vuillermot, Pierre-A.},
title = {H\"{o}lder-{S}obolev regularity of solutions to a class of {SPDE}'s driven by a spatially colored noise},
journal = {C. R. Math. Acad. Sci. Paris},
fjournal = {Comptes Rendus Math\'{e}matique. Acad\'{e}mie des Sciences. Paris},
volume = {334},
year = {2002},
number = {10},
pages = {869--874},
issn = {1631-073X},
mrclass = {60H15 (35B65 35R60)},
mrnumber = {1909930},
mrreviewer = {Sergey V. Lototsky},
doi = {10.1016/S1631-073X(02)02359-2},
url = {https://doi.org/10.1016/S1631-073X(02)02359-2}
}
@article{sanz-sole.vuillermot:03:equivalence,
author = {Sanz-Sol\'{e}, Marta and Vuillermot, Pierre-A.},
title = {Equivalence and {H}\"{o}lder-{S}obolev regularity of solutions for a class of non-autonomous stochastic partial differential equations},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {39},
year = {2003},
number = {4},
pages = {703--742},
issn = {0246-0203},
mrclass = {60H15 (35B65 35R60 60H40)},
mrnumber = {1983176},
mrreviewer = {Nicholas Frangos},
doi = {10.1016/S0246-0203(03)00015-3},
url = {https://doi.org/10.1016/S0246-0203(03)00015-3}
}
@article{sanz-sole.vuillermot:09:mild,
author = {Sanz-Sol\'{e}, Marta and Vuillermot, Pierre A.},
title = {Mild solutions for a class of fractional {SPDE}s and their sample paths},
journal = {J. Evol. Equ.},
fjournal = {Journal of Evolution Equations},
volume = {9},
year = {2009},
number = {2},
pages = {235--265},
issn = {1424-3199},
mrclass = {60H15 (60G17 60G18 60G22 60H07)},
mrnumber = {2511552},
mrreviewer = {Hong Xue},
doi = {10.1007/s00028-009-0014-x},
url = {https://doi.org/10.1007/s00028-009-0014-x}
}
@incollection{sanz-sole:02:applications,
author = {Sanz-Sol\'{e}, Marta},
title = {Applications of {M}alliavin calculus to {SPDE}'s},
booktitle = {Stochastic partial differential equations and applications ({T}rento, 2002)},
series = {Lecture Notes in Pure and Appl. Math.},
volume = {227},
pages = {429--442},
publisher = {Dekker, New York},
year = {2002},
mrclass = {60H07 (60H15)},
mrnumber = {1919522}
}
@book{sanz-sole:05:malliavin,
author = {Sanz-Sol\'{e}, Marta},
title = {Malliavin calculus},
series = {Fundamental Sciences},
note = {With applications to stochastic partial differential equations},
publisher = {EPFL Press, Lausanne; distributed by CRC Press, Boca Raton, FL},
year = {2005},
pages = {viii+162},
isbn = {2-940222-06-1; 0-8493-4030-6},
mrclass = {60-02 (60H07 60H15)},
mrnumber = {2167213},
mrreviewer = {Samy Tindel}
}
@article{sanz-sole:08:properties,
author = {Sanz-Sol\'{e}, Marta},
title = {Properties of the density for a three-dimensional stochastic wave equation},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {255},
year = {2008},
number = {1},
pages = {255--281},
issn = {0022-1236},
mrclass = {60H15 (35L15 35R60 60H05 60H07)},
mrnumber = {2417817},
mrreviewer = {Nicolas Saintier},
doi = {10.1016/j.jfa.2008.04.004},
url = {https://doi.org/10.1016/j.jfa.2008.04.004}
}
@article{sanz-sole:10:hitting,
author = {Sanz-Sol\'{e}, Marta},
title = {Hitting the bull's eye with random paths},
journal = {Butl. Soc. Catalana Mat.},
fjournal = {Butllet\'{i} de la Societat Catalana de Matem\`atiques},
volume = {25},
year = {2010},
number = {1},
pages = {81--99, 103},
issn = {0214-316X},
mrclass = {60H15 (60G15 60G17 60G46 60G60 60J45)},
mrnumber = {2731272},
mrreviewer = {Llu\'{i}s Quer-Sardanyons}
}
@article{sanz-sole:13:friedrich,
author = {Sanz-Sol\'{e}, Marta},
title = {Friedrich {H}irzebruch, 1927--2012, first president of the {E}uropean {M}athematical {S}ociety},
journal = {SCM Not.},
fjournal = {SCM Not\'{i}cies},
number = {33},
year = {2013},
pages = {12--13},
issn = {1696-8247},
mrclass = {01A70},
mrnumber = {3115161}
}
@article{sanz-sole:19:from,
author = {Sanz-Sol\'{e}, Marta},
title = {From gambling to random modelling},
journal = {Lond. Math. Soc. Newsl.},
fjournal = {London Mathematical Society. Newsletter},
number = {482},
year = {2019},
pages = {20--24},
issn = {2516-3841},
mrclass = {60H30 (60-03)},
mrnumber = {3964968}
}
@article{sanz-sole:78:stochastic,
author = {Sanz Sol\'{e}, Marta},
title = {Stochastic differential calculus for processes with {$n$}-dimensional parameter},
journal = {Stochastica},
fjournal = {Stochastica},
volume = {2},
year = {1978},
number = {4},
pages = {51--70},
issn = {0210-7821},
mrclass = {60G60 (60H15)},
mrnumber = {562434},
mrreviewer = {Dominique L\'{e}pingle}
}
@article{sanz-sole:86:some,
author = {Sanz-Sol\'{e}, Marta},
title = {Some remarks on stochastic differential equations in the plane with local {L}ipschitz coefficients},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {4},
year = {1986},
number = {6},
pages = {343--348},
issn = {0167-7152},
mrclass = {60H20},
mrnumber = {858329},
mrreviewer = {Constantin Tudor},
doi = {10.1016/0167-7152(86)90056-8},
url = {https://doi.org/10.1016/0167-7152(86)90056-8}
}
@article{sanz:88:local,
author = {Sanz, Marta},
title = {Local time for two-parameter continuous martingales with respect to the quadratic variation},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {16},
year = {1988},
number = {2},
pages = {778--792},
issn = {0091-1798},
mrclass = {60G44 (60G48 60H99 60J55)},
mrnumber = {929078},
mrreviewer = {Peter Imkeller},
url = {http://links.jstor.org/sici?sici=0091-1798(198804)16:2<778:LTFTCM>2.0.CO;2-9&origin=MSN}
}
@article{sanz:89:r-variations,
author = {Sanz, Marta},
title = {{$r$}-variations for two-parameter continuous martingales and {I}t\^{o}'s formula},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {32},
year = {1989},
number = {1},
pages = {69--92},
issn = {0304-4149},
mrclass = {60G44 (60G60 60H05)},
mrnumber = {1008909},
mrreviewer = {Yu. S. Mishura},
doi = {10.1016/0304-4149(89)90054-9},
url = {https://doi.org/10.1016/0304-4149(89)90054-9}
}
@article{sarantsev.tsai:17:stationary,
author = {Sarantsev, Andrey and Tsai, Li-Cheng},
title = {Stationary gap distributions for infinite systems of competing {B}rownian particles},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {22},
year = {2017},
pages = {Paper No. 56, 20},
mrclass = {60H10 (60J60 60K35)},
mrnumber = {3672832},
doi = {10.1214/17-EJP78},
url = {https://doi.org/10.1214/17-EJP78}
}
@article{sasaki:65:on,
author = {Sasaki, Morio},
title = {On the isomorphism problem of certain semigroups constructed from indexed groups},
journal = {Proc. Japan Acad.},
fjournal = {Proceedings of the Japan Academy},
volume = {41},
year = {1965},
pages = {763--766},
issn = {0021-4280},
mrclass = {20.92},
mrnumber = {197604},
mrreviewer = {T. Tamura},
url = {http://projecteuclid.org/euclid.pja/1195522240}
}
@article{sasamoto.spohn:09:superdiffusivity,
author = {Sasamoto, Tomohiro and Spohn, Herbert},
title = {Superdiffusivity of the 1{D} lattice {K}ardar-{P}arisi-{Z}hang equation},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {137},
year = {2009},
number = {5-6},
pages = {917--935},
issn = {0022-4715},
mrclass = {82C20 (60K35 82C21 82C22)},
mrnumber = {2570756},
mrreviewer = {Timo Sepp\"{a}l\"{a}inen},
doi = {10.1007/s10955-009-9831-0},
url = {https://doi.org/10.1007/s10955-009-9831-0}
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@article{sasamoto.spohn:10:crossover,
author = {Sasamoto, Tomohiro and Spohn, Herbert},
title = {The crossover regime for the weakly asymmetric simple exclusion process},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {140},
year = {2010},
number = {2},
pages = {209--231},
issn = {0022-4715},
mrclass = {82B31 (60K35)},
mrnumber = {2659278},
mrreviewer = {Patr\'{i}cia Gon\c{c}alves},
doi = {10.1007/s10955-010-9990-z},
url = {https://doi.org/10.1007/s10955-010-9990-z}
}
@article{sasamoto.spohn:10:exact,
author = {Sasamoto, Tomohiro and Spohn, Herbert},
title = {Exact height distributions for the {KPZ} equation with narrow wedge initial condition},
journal = {Nuclear Phys. B},
fjournal = {Nuclear Physics. B. Theoretical, Phenomenological, and Experimental High Energy Physics. Quantum Field Theory and Statistical Systems},
volume = {834},
year = {2010},
number = {3},
pages = {523--542},
issn = {0550-3213},
mrclass = {82C44},
mrnumber = {2628936},
doi = {10.1016/j.nuclphysb.2010.03.026},
url = {https://doi.org/10.1016/j.nuclphysb.2010.03.026}
}
@article{sasamoto:05:spatial,
author = {Sasamoto, T.},
title = {Spatial correlations of the 1{D} {KPZ} surface on a flat substrate},
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year = {2005},
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mrnumber = {2165697},
doi = {10.1088/0305-4470/38/33/L01},
url = {https://doi.org/10.1088/0305-4470/38/33/L01}
}
@article{sasamoto:16:1d,
author = {Sasamoto, Tomohiro},
title = {The 1{D} {K}ardar-{P}arisi-{Z}hang equation: height distribution and universality},
journal = {PTEP. Prog. Theor. Exp. Phys.},
fjournal = {PTEP. Progress of Theoretical and Experimental Physics},
year = {2016},
number = {2},
pages = {022A01, 15},
mrclass = {82C24},
mrnumber = {3471265},
doi = {10.1093/ptep/ptw002},
url = {https://doi.org/10.1093/ptep/ptw002}
}
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journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {53},
year = {2017},
number = {1},
pages = {287--321},
issn = {0246-0203},
mrclass = {60K35 (60F05)},
mrnumber = {3606743},
mrreviewer = {Ji\v{r}\'{i} \v{C}ern\'{y}},
doi = {10.1214/15-AIHP717},
url = {https://doi.org/10.1214/15-AIHP717}
}
@article{seppalainen:00:strong,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Strong law of large numbers for the interface in ballistic deposition},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
volume = {36},
year = {2000},
number = {6},
pages = {691--736},
issn = {0246-0203},
mrclass = {60K35 (82C43)},
mrnumber = {1797390},
mrreviewer = {Rahul Roy},
doi = {10.1016/S0246-0203(00)00137-0},
url = {https://doi.org/10.1016/S0246-0203(00)00137-0}
}
@incollection{seppalainen:00:variational,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {A variational coupling for a totally asymmetric exclusion process with long jumps but no passing},
booktitle = {Hydrodynamic limits and related topics ({T}oronto, {ON}, 1998)},
series = {Fields Inst. Commun.},
volume = {27},
pages = {117--130},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2000},
mrclass = {60K35 (82C22 90B20)},
mrnumber = {1798648},
mrreviewer = {Pablo A. Ferrari}
}
@article{seppalainen:01:hydrodynamic,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Hydrodynamic profiles for the totally asymmetric exclusion process with a slow bond},
journal = {J. Statist. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {102},
year = {2001},
number = {1-2},
pages = {69--96},
issn = {0022-4715},
mrclass = {82C22 (60K35)},
mrnumber = {1819699},
mrreviewer = {Herv\'{e} Jean F. Guiol},
doi = {10.1023/A:1026508625058},
url = {https://doi.org/10.1023/A:1026508625058}
}
@article{seppalainen:01:perturbation,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Perturbation of the equilibrium for a totally asymmetric stick process in one dimension},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {29},
year = {2001},
number = {1},
pages = {176--204},
issn = {0091-1798},
mrclass = {60K35},
mrnumber = {1825147},
mrreviewer = {Rossana Marra},
doi = {10.1214/aop/1008956327},
url = {https://doi.org/10.1214/aop/1008956327}
}
@article{seppalainen:01:second,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Second class particles as microscopic characteristics in totally asymmetric nearest-neighbor {$K$}-exclusion processes},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {353},
year = {2001},
number = {12},
pages = {4801--4829},
issn = {0002-9947},
mrclass = {60K35 (82C22)},
mrnumber = {1852083},
mrreviewer = {Dimitri Petritis},
doi = {10.1090/S0002-9947-01-02872-0},
url = {https://doi.org/10.1090/S0002-9947-01-02872-0}
}
@article{seppalainen:02:diffusive,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Diffusive fluctuations for one-dimensional totally asymmetric interacting random dynamics},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {229},
year = {2002},
number = {1},
pages = {141--182},
issn = {0010-3616},
mrclass = {82C22 (60F05 60K35 82C05)},
mrnumber = {1917677},
mrreviewer = {Ellen Saada},
doi = {10.1007/s002200200660},
url = {https://doi.org/10.1007/s002200200660}
}
@article{seppalainen:05:second-order,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {33},
year = {2005},
number = {2},
pages = {759--797},
issn = {0091-1798},
mrclass = {60K35 (82C22)},
mrnumber = {2123209},
mrreviewer = {Ellen Saada},
doi = {10.1214/009117904000000946},
url = {https://doi.org/10.1214/009117904000000946}
}
@incollection{seppalainen:07:growth,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {A growth model in multiple dimensions and the height of a random partial order},
booktitle = {Asymptotics: particles, processes and inverse problems},
series = {IMS Lecture Notes Monogr. Ser.},
volume = {55},
pages = {204--233},
publisher = {Inst. Math. Statist., Beachwood, OH},
year = {2007},
mrclass = {60K35 (82C22)},
mrnumber = {2459941},
mrreviewer = {N. N. Ganikhodjaev},
doi = {10.1214/074921707000000373},
url = {https://doi.org/10.1214/074921707000000373}
}
@incollection{seppalainen:08:directed,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Directed random growth models on the plane},
booktitle = {Analysis and stochastics of growth processes and interface models},
pages = {9--38},
publisher = {Oxford Univ. Press, Oxford},
year = {2008},
mrclass = {60K35 (60F10 82C43)},
mrnumber = {2603217},
mrreviewer = {M\'{a}rton Bal\'{a}zs},
doi = {10.1093/acprof:oso/9780199239252.003.0001},
url = {https://doi.org/10.1093/acprof:oso/9780199239252.003.0001}
}
@book{seppalainen:10:current,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Current fluctuations for stochastic particle systems with drift in one spatial dimension},
series = {Ensaios Matem\'{a}ticos [Mathematical Surveys]},
volume = {18},
publisher = {Sociedade Brasileira de Matem\'{a}tica, Rio de Janeiro},
year = {2010},
pages = {ii+81},
isbn = {978-85-85818-44-9},
mrclass = {60K35},
mrnumber = {2724800},
mrreviewer = {Rongfeng Sun}
}
@article{seppalainen:12:scaling,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Scaling for a one-dimensional directed polymer with boundary conditions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {40},
year = {2012},
number = {1},
pages = {19--73},
issn = {0091-1798},
mrclass = {60K35 (60K37 82B41 82D60)},
mrnumber = {2917766},
mrreviewer = {Jonathon R. Peterson},
doi = {10.1214/10-AOP617},
url = {https://doi.org/10.1214/10-AOP617}
}
@inproceedings{seppalainen:14:variational,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Variational formulas for directed polymer and percolation models},
booktitle = {Proceedings of the {I}nternational {C}ongress of {M}athematicians---{S}eoul 2014. {V}ol. {IV}},
pages = {185--197},
publisher = {Kyung Moon Sa, Seoul},
year = {2014},
mrclass = {60K35 (60K37 82B43 82D60)},
mrnumber = {3727608},
mrreviewer = {Andrew R. Wade}
}
@article{seppalainen:17:erratum,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Erratum to ``{S}caling for a one-dimensional directed polymer with boundary conditions'' [ {MR}2917766]},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {45},
year = {2017},
number = {3},
pages = {2056--2058},
issn = {0091-1798},
mrclass = {60K35 (60K37 82B41 82D60)},
mrnumber = {3650421},
doi = {10.1214/16-AOP1096},
url = {https://doi.org/10.1214/16-AOP1096}
}
@incollection{seppalainen:18:corner,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {The corner growth model with exponential weights},
booktitle = {Random growth models},
series = {Proc. Sympos. Appl. Math.},
volume = {75},
pages = {133--201},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2018},
mrclass = {60K35 (60K37 82B43)},
mrnumber = {3838898},
mrreviewer = {Patr\'{i}cia Gon\c{c}alves},
doi = {10.1090/psapm/075},
url = {https://doi.org/10.1090/psapm/075}
}
@article{seppalainen:20:existence,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Existence, uniqueness and coalescence of directed planar geodesics: proof via the increment-stationary growth process},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
volume = {56},
year = {2020},
number = {3},
pages = {1775--1791},
issn = {0246-0203},
mrclass = {60K35 (60K37)},
mrnumber = {4116707},
mrreviewer = {Daniel Boivin},
doi = {10.1214/19-AIHP1016},
url = {https://doi.org/10.1214/19-AIHP1016}
}
@book{seppalainen:91:large,
author = {Seppalainen, Timo Olavi},
title = {Large deviations for processes with stationarily random distributions},
note = {Thesis (Ph.D.)--University of Minnesota},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {1991},
pages = {201},
mrclass = {Thesis},
mrnumber = {2686279},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:9130200}
}
@article{seppalainen:93:large,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Large deviations for lattice systems. {I}. {P}arametrized independent fields},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {96},
year = {1993},
number = {2},
pages = {241--260},
issn = {0178-8051},
mrclass = {60F10 (60G60)},
mrnumber = {1227034},
mrreviewer = {Francis Comets},
doi = {10.1007/BF01192135},
url = {https://doi.org/10.1007/BF01192135}
}
@article{seppalainen:93:large*1,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Large deviations for lattice systems. {II}. {N}onstationary independent fields},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {97},
year = {1993},
number = {1-2},
pages = {103--112},
issn = {0178-8051},
mrclass = {60F10 (60G60)},
mrnumber = {1240718},
mrreviewer = {Francis Comets},
doi = {10.1007/BF01199314},
url = {https://doi.org/10.1007/BF01199314}
}
@article{seppalainen:94:large,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Large deviations for {M}arkov chains with random transitions},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {22},
year = {1994},
number = {2},
pages = {713--748},
issn = {0091-1798},
mrclass = {60F10 (60J05)},
mrnumber = {1288129},
mrreviewer = {Francis Comets},
url = {http://links.jstor.org/sici?sici=0091-1798(199404)22:2<713:LDFMCW>2.0.CO;2-9&origin=MSN}
}
@article{seppalainen:95:entropy,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Entropy, limit theorems, and variational principles for disordered lattice systems},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {171},
year = {1995},
number = {2},
pages = {233--277},
issn = {0010-3616},
mrclass = {82B44 (60F10 60G60 82B20)},
mrnumber = {1344727},
mrreviewer = {Christian Maes},
url = {http://projecteuclid.org/euclid.cmp/1104273563}
}
@article{seppalainen:95:maximum,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Maximum entropy principles for disordered spins},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {101},
year = {1995},
number = {4},
pages = {547--576},
issn = {0178-8051},
mrclass = {60F10 (60K35 82B44)},
mrnumber = {1327225},
mrreviewer = {Luiz R. G. Fontes},
doi = {10.1007/BF01202784},
url = {https://doi.org/10.1007/BF01202784}
}
@article{seppalainen:96:microscopic,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {A microscopic model for the {B}urgers equation and longest increasing subsequences},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {1},
year = {1996},
pages = {no. 5, approx. 51 pp.},
issn = {1083-6489},
mrclass = {60K35 (35Q53 60C05 82C22)},
mrnumber = {1386297},
mrreviewer = {Shui Feng},
doi = {10.1214/EJP.v1-5},
url = {https://doi.org/10.1214/EJP.v1-5}
}
@article{seppalainen:97:increasing,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Increasing sequences of independent points on the planar lattice},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {7},
year = {1997},
number = {4},
pages = {886--898},
issn = {1050-5164},
mrclass = {60K35},
mrnumber = {1484789},
mrreviewer = {Bernard Ycart},
doi = {10.1214/aoap/1043862416},
url = {https://doi.org/10.1214/aoap/1043862416}
}
@article{seppalainen:97:scaling,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {A scaling limit for queues in series},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {7},
year = {1997},
number = {4},
pages = {855--872},
issn = {1050-5164},
mrclass = {60K35},
mrnumber = {1484787},
mrreviewer = {Pablo A. Ferrari},
doi = {10.1214/aoap/1043862414},
url = {https://doi.org/10.1214/aoap/1043862414}
}
@incollection{seppalainen:98:coupling,
author = {Sepp\"{a}l\"{a}inen, T.},
title = {Coupling the totally asymmetric simple exclusion process with a moving interface},
note = {I Brazilian School in Probability (Rio de Janeiro, 1997)},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {4},
year = {1998},
number = {4},
pages = {593--628},
issn = {1024-2953},
mrclass = {60K35 (60F10 82C22 82C24)},
mrnumber = {1677061}
}
@article{seppalainen:98:entropy,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Entropy for translation-invariant random-cluster measures},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {26},
year = {1998},
number = {3},
pages = {1139--1178},
issn = {0091-1798},
mrclass = {60F10 (60K35 82B43)},
mrnumber = {1634417},
mrreviewer = {Agoston Pisztora},
doi = {10.1214/aop/1022855747},
url = {https://doi.org/10.1214/aop/1022855747}
}
@article{seppalainen:98:exact,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Exact limiting shape for a simplified model of first-passage percolation on the plane},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {26},
year = {1998},
number = {3},
pages = {1232--1250},
issn = {0091-1798},
mrclass = {60K35 (82B43 82C22)},
mrnumber = {1640344},
mrreviewer = {Olle H\"{a}ggstr\"{o}m},
doi = {10.1214/aop/1022855751},
url = {https://doi.org/10.1214/aop/1022855751}
}
@article{seppalainen:98:hydrodynamic,
author = {Sepp\"{a}l\"{a}inen, T.},
title = {Hydrodynamic scaling, convex duality and asymptotic shapes of growth models},
journal = {Markov Process. Related Fields},
fjournal = {Markov Processes and Related Fields},
volume = {4},
year = {1998},
number = {1},
pages = {1--26},
issn = {1024-2953},
mrclass = {60K35 (82C22)},
mrnumber = {1625007},
mrreviewer = {Jean-Pierre Fouque}
}
@article{seppalainen:98:large,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Large deviations for increasing sequences on the plane},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {112},
year = {1998},
number = {2},
pages = {221--244},
issn = {0178-8051},
mrclass = {60F10 (20C30 60B15 60C05)},
mrnumber = {1653841},
mrreviewer = {Philippe Barbe},
doi = {10.1007/s004400050188},
url = {https://doi.org/10.1007/s004400050188}
}
@article{seppalainen:99:existence,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Existence of hydrodynamics for the totally asymmetric simple {$K$}-exclusion process},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {27},
year = {1999},
number = {1},
pages = {361--415},
issn = {0091-1798},
mrclass = {60K35 (82C22)},
mrnumber = {1681094},
mrreviewer = {Francis Comets},
doi = {10.1214/aop/1022677266},
url = {https://doi.org/10.1214/aop/1022677266}
}
@incollection{seppalainen:99:recent,
author = {Sepp\"{a}l\"{a}inen, Timo},
title = {Recent results and open problems on the hydrodynamics of disordered asymmetric exclusion and zero-range processes},
note = {II Brazilian School of Probability (Portuguese) (Barra de Sah\'{y}, 1998)},
journal = {Resenhas},
fjournal = {Resenhas do Instituto de Matem\'{a}tica e Estat\'{i}stica da Universidade de S\~{a}o Paulo},
volume = {4},
year = {1999},
number = {1},
pages = {1--15},
issn = {0104-3854},
mrclass = {60K35},
mrnumber = {1712846}
}
@article{seroussi.zeitouni:22:lower,
author = {Seroussi, Inbar and Zeitouni, Ofer},
title = {Lower bounds on the generalization error of nonlinear learning models},
journal = {IEEE Trans. Inform. Theory},
fjournal = {Institute of Electrical and Electronics Engineers. Transactions on Information Theory},
volume = {68},
year = {2022},
number = {12},
pages = {7956--7970},
issn = {0018-9448,1557-9654},
mrclass = {62J02 (60B20)},
mrnumber = {4544926}
}
@article{shamis.zeitouni:18:curie-weiss,
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year = {2018},
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doi = {10.1007/s10955-017-1812-0},
url = {https://doi.org/10.1007/s10955-017-1812-0}
}
@article{shandarin.zel-dovich:89:large-scale,
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fjournal = {Reviews of Modern Physics},
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number = {2},
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doi = {10.1103/RevModPhys.61.185},
url = {https://doi.org/10.1103/RevModPhys.61.185}
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@article{shang.zhai.ea:19:strong,
author = {Shang, Shijie and Zhai, Jianliang and Zhang, Tusheng},
title = {Strong solutions for a stochastic model of two-dimensional second grade fluids driven by {L}\'{e}vy noise},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {471},
year = {2019},
number = {1-2},
pages = {126--146},
issn = {0022-247X},
mrclass = {76D03 (35D35 35Q35 35R60 60H30 76A05)},
mrnumber = {3906317},
mrreviewer = {Hee Chul Pak},
doi = {10.1016/j.jmaa.2018.10.068},
url = {https://doi.org/10.1016/j.jmaa.2018.10.068}
}
@article{shang.zhang:19:talagrand,
author = {Shang, Shijie and Zhang, Tusheng},
title = {Talagrand concentration inequalities for stochastic heat-type equations under uniform distance},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {24},
year = {2019},
pages = {Paper No. 129, 15},
mrclass = {60H15 (28A33 60E15)},
mrnumber = {4040989},
doi = {10.1214/19-ejp388},
url = {https://doi.org/10.1214/19-ejp388}
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@article{shang.zhang:20:approximations,
author = {Shang, Shijie and Zhang, Tusheng},
title = {Approximations of stochastic {N}avier-{S}tokes equations},
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fjournal = {Stochastic Processes and their Applications},
volume = {130},
year = {2020},
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doi = {10.1016/j.spa.2019.07.007},
url = {https://doi.org/10.1016/j.spa.2019.07.007}
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@article{shang.zhang:21:global,
title = {Global well-posedness to stochastic reaction-diffusion equations on the real line $\mathbb{R}$ with superlinear drifts driven by multiplicative space-time white noise},
author = {Shijie Shang and Tusheng Zhang},
year = {2021},
month = {June},
journal = {preprint arXiv:2106.02879},
url = {http://arXiv.org/abs/2106.02879}
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@article{shang.zhang:22:stochastic,
author = {Shang, Shijie and Zhang, Tusheng},
title = {Stochastic heat equations with logarithmic nonlinearity},
journal = {J. Differential Equations},
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volume = {313},
year = {2022},
pages = {85--121},
issn = {0022-0396},
mrclass = {60H15 (35R60)},
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mrreviewer = {Jinlong Wei},
doi = {10.1016/j.jde.2021.12.033},
url = {https://doi.org/10.1016/j.jde.2021.12.033}
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@article{shangerganesh.barani-balan.ea:14:existence,
author = {Shangerganesh, L. and Barani Balan, N. and Balachandran, K.},
title = {Existence and uniqueness of solutions of degenerate chemotaxis system},
journal = {Taiwanese J. Math.},
fjournal = {Taiwanese Journal of Mathematics},
volume = {18},
year = {2014},
number = {5},
pages = {1605--1622},
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mrclass = {35K51 (35A01 35A02 35D30 35K59 35K65 92C17)},
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doi = {10.11650/tjm.18.2014.3080},
url = {https://doi.org/10.11650/tjm.18.2014.3080}
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author = {Shea, Daniel F. and Wainger, Stephen},
title = {Variants of the {W}iener-{L}\'{e}vy theorem, with applications to stability problems for some {V}olterra integral equations},
journal = {Amer. J. Math.},
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url = {https://doi.org/10.2307/2373715}
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@article{sheffield:05:random,
author = {Sheffield, Scott},
title = {Random surfaces},
journal = {Ast\'{e}risque},
fjournal = {Ast\'{e}risque},
number = {304},
year = {2005},
pages = {vi+175},
issn = {0303-1179},
mrclass = {82B41 (60D05 82-02 82B24)},
mrnumber = {2251117},
mrreviewer = {Richard Kenyon}
}
@article{sheffield:07:gaussian,
author = {Sheffield, Scott},
title = {Gaussian free fields for mathematicians},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {139},
year = {2007},
number = {3-4},
pages = {521--541},
issn = {0178-8051},
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mrreviewer = {Ofer Zeitouni},
doi = {10.1007/s00440-006-0050-1},
url = {https://doi.org/10.1007/s00440-006-0050-1}
}
@article{shen.shen.ea:13:asymptotic,
author = {Shen, Wenxian and Shen, Zhongwei and Zhou, Shengfan},
title = {Asymptotic dynamics of a class of coupled oscillators driven by white noises},
journal = {Stoch. Dyn.},
fjournal = {Stochastics and Dynamics},
volume = {13},
year = {2013},
number = {4},
pages = {1350002, 23},
issn = {0219-4937,1793-6799},
mrclass = {34F05 (34D45 37H10 60H10)},
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mrreviewer = {Zaitang\ Huang},
doi = {10.1142/S0219493713500020},
url = {https://doi.org/10.1142/S0219493713500020}
}
@article{shen.shen.ea:22:population,
author = {Shen, Wenxian and Shen, Zhongwei and Xue, Shuwen and Zhou, Dun},
title = {Population dynamics under climate change: persistence criterion and effects of fluctuations},
journal = {J. Math. Biol.},
fjournal = {Journal of Mathematical Biology},
volume = {84},
year = {2022},
number = {4},
pages = {Paper No. 30, 42},
issn = {0303-6812,1432-1416},
mrclass = {92D25 (35C07 35K57 92D40)},
mrnumber = {4392478},
doi = {10.1007/s00285-022-01728-0},
url = {https://doi.org/10.1007/s00285-022-01728-0}
}
@article{shen.shen:16:transition,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Transition fronts in nonlocal {F}isher-{KPP} equations in time heterogeneous media},
journal = {Commun. Pure Appl. Anal.},
fjournal = {Communications on Pure and Applied Analysis},
volume = {15},
year = {2016},
number = {4},
pages = {1193--1213},
issn = {1534-0392,1553-5258},
mrclass = {35R09 (35B35 35B65 35C07 47J35 92D25)},
mrnumber = {3503652},
doi = {10.3934/cpaa.2016.15.1193},
url = {https://doi.org/10.3934/cpaa.2016.15.1193}
}
@article{shen.shen:17:regularity,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Regularity and stability of transition fronts in nonlocal equations with time heterogeneous ignition nonlinearity},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {262},
year = {2017},
number = {5},
pages = {3390--3430},
issn = {0022-0396,1090-2732},
mrclass = {35K57 (35B35 35B51 35B65 35C07 35K91 35R09)},
mrnumber = {3584896},
doi = {10.1016/j.jde.2016.11.032},
url = {https://doi.org/10.1016/j.jde.2016.11.032}
}
@article{shen.shen:17:regularity*1,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Regularity of transition fronts in nonlocal dispersal evolution equations},
journal = {J. Dynam. Differential Equations},
fjournal = {Journal of Dynamics and Differential Equations},
volume = {29},
year = {2017},
number = {3},
pages = {1071--1102},
issn = {1040-7294,1572-9222},
mrclass = {35K91 (35A18 35B65 35C07 35K57 92C42)},
mrnumber = {3694821},
doi = {10.1007/s10884-016-9528-4},
url = {https://doi.org/10.1007/s10884-016-9528-4}
}
@article{shen.shen:17:stability,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Stability, uniqueness and recurrence of generalized traveling waves in time heterogeneous media of ignition type},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {369},
year = {2017},
number = {4},
pages = {2573--2613},
issn = {0002-9947,1088-6850},
mrclass = {35K58 (35C07 35K57 92D10 92D25)},
mrnumber = {3592521},
mrreviewer = {Thomas\ Giletti},
doi = {10.1090/tran/6726},
url = {https://doi.org/10.1090/tran/6726}
}
@article{shen.shen:17:transition,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Transition fronts in time heterogeneous and random media of ignition type},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {262},
year = {2017},
number = {1},
pages = {454--485},
issn = {0022-0396,1090-2732},
mrclass = {35K91 (35C07 35K57)},
mrnumber = {3567491},
mrreviewer = {Thomas\ Giletti},
doi = {10.1016/j.jde.2016.09.030},
url = {https://doi.org/10.1016/j.jde.2016.09.030}
}
@article{shen.shen:17:transition*1,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Transition fronts in nonlocal equations with time heterogeneous ignition nonlinearity},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {37},
year = {2017},
number = {2},
pages = {1013--1037},
issn = {1078-0947,1553-5231},
mrclass = {35K91 (35K57 92D25)},
mrnumber = {3583509},
mrreviewer = {Stefano\ Melchionna},
doi = {10.3934/dcds.2017042},
url = {https://doi.org/10.3934/dcds.2017042}
}
@article{shen.shen:20:existence,
author = {Shen, Wenxian and Shen, Zhongwei},
title = {Existence, uniqueness and stability of transition fronts of non-local equations in time heterogeneous bistable media},
journal = {European J. Appl. Math.},
fjournal = {European Journal of Applied Mathematics},
volume = {31},
year = {2020},
number = {4},
pages = {601--645},
issn = {0956-7925,1469-4425},
mrclass = {35K57 (35C07 35Q92 35R09 92D25)},
mrnumber = {4120254},
mrreviewer = {Guo-Bao\ Zhang},
doi = {10.1017/s0956792519000202},
url = {https://doi.org/10.1017/s0956792519000202}
}
@article{shen.tsai:19:stochastic,
author = {Shen, Hao and Tsai, Li-Cheng},
title = {Stochastic telegraph equation limit for the stochastic six vertex model},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {147},
year = {2019},
number = {6},
pages = {2685--2705},
issn = {0002-9939},
mrclass = {60H15 (82B20)},
mrnumber = {3951443},
doi = {10.1090/proc/14415},
url = {https://doi.org/10.1090/proc/14415}
}
@article{shen.van-vleck:94:bifurcation,
author = {Shen, Wen Xian and Van Vleck, Erik S.},
title = {Bifurcation phenomena in a condensed two-phase combustion model},
journal = {Random Comput. Dynam.},
fjournal = {Random \& Computational Dynamics},
volume = {2},
year = {1994},
number = {2},
pages = {227--245},
issn = {1061-835X},
mrclass = {35B32 (35Q99 80A25)},
mrnumber = {1274637}
}
@article{shen.vickers:07:spectral,
author = {Shen, W. and Vickers, G. T.},
title = {Spectral theory for general nonautonomous/random dispersal evolution operators},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {235},
year = {2007},
number = {1},
pages = {262--297},
issn = {0022-0396,1090-2732},
mrclass = {35K55 (35P15 37H15 39A70 45A05 47B60 47D06 47G20)},
mrnumber = {2309574},
mrreviewer = {Sergey\ G.\ Pyatkov},
doi = {10.1016/j.jde.2006.12.015},
url = {https://doi.org/10.1016/j.jde.2006.12.015}
}
@article{shen.wang.ea:16:structure,
author = {Shen, Wenxian and Wang, Yi and Zhou, Dun},
title = {Structure of {$\omega$}-limit sets for almost-periodic parabolic equations on {$S^1$} with reflection symmetry},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {261},
year = {2016},
number = {12},
pages = {6633--6667},
issn = {0022-0396,1090-2732},
mrclass = {35K59 (35B15 35K57)},
mrnumber = {3562306},
mrreviewer = {Andrea\ Tellini},
doi = {10.1016/j.jde.2016.08.048},
url = {https://doi.org/10.1016/j.jde.2016.08.048}
}
@article{shen.wang.ea:19:long-time,
author = {Shen, Wenxian and Wang, Yi and Zhou, Dun},
title = {Long-time behavior of almost periodically forced parabolic equations on the circle},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {266},
year = {2019},
number = {2-3},
pages = {1377--1413},
issn = {0022-0396,1090-2732},
mrclass = {35K59 (35B15 35B40 35K57)},
mrnumber = {3906218},
mrreviewer = {Christian\ Stinner},
doi = {10.1016/j.jde.2018.07.073},
url = {https://doi.org/10.1016/j.jde.2018.07.073}
}
@article{shen.wang.ea:20:almost,
author = {Shen, Wenxian and Wang, Yi and Zhou, Dun},
title = {Almost automorphically and almost periodically forced circle flows of almost periodic parabolic equations on {$S^1$}},
journal = {J. Dynam. Differential Equations},
fjournal = {Journal of Dynamics and Differential Equations},
volume = {32},
year = {2020},
number = {4},
pages = {1687--1729},
issn = {1040-7294,1572-9222},
mrclass = {58J35},
mrnumber = {4171873},
mrreviewer = {Joseph\ L.\ Shomberg},
doi = {10.1007/s10884-019-09786-7},
url = {https://doi.org/10.1007/s10884-019-09786-7}
}
@article{shen.wang.ea:21:non-wandering,
author = {Shen, Wenxian and Wang, Yi and Zhou, Dun},
title = {Non-wandering points for autonomous/periodic parabolic equations on the circle},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {297},
year = {2021},
pages = {110--143},
issn = {0022-0396,1090-2732},
mrclass = {35K57},
mrnumber = {4278121},
mrreviewer = {Jeffrey\ R.\ Anderson},
doi = {10.1016/j.jde.2021.06.023},
url = {https://doi.org/10.1016/j.jde.2021.06.023}
}
@article{shen.wang.ea:22:almost,
author = {Shen, Wenxian and Wang, Yi and Zhou, Dun},
title = {Almost automorphically-forced flows on {$S^{1}$} or {$\Bbb{R}$} in one-dimensional almost periodic semilinear heat equations},
journal = {Sci. China Math.},
fjournal = {Science China. Mathematics},
volume = {65},
year = {2022},
number = {9},
pages = {1875--1894},
issn = {1674-7283,1869-1862},
mrclass = {35K58 (35B15 35B40 37C60 37L05)},
mrnumber = {4470357},
mrreviewer = {Mikhail\ B.\ Sevryuk},
doi = {10.1007/s11425-021-1938-2},
url = {https://doi.org/10.1007/s11425-021-1938-2}
}
@article{shen.wang:08:carrying,
author = {Shen, Wenxian and Wang, Yi},
title = {Carrying simplices in nonautonomous and random competitive {K}olmogorov systems},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {245},
year = {2008},
number = {1},
pages = {1--29},
issn = {0022-0396,1090-2732},
mrclass = {37B55 (34C12 34D45 34F05 37H10 37N25 92D25)},
mrnumber = {2422708},
mrreviewer = {Wendi\ Wang},
doi = {10.1016/j.jde.2008.03.024},
url = {https://doi.org/10.1016/j.jde.2008.03.024}
}
@article{shen.xie:15:approximations,
author = {Shen, Wenxian and Xie, Xiaoxia},
title = {Approximations of random dispersal operators/equations by nonlocal dispersal operators/equations},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {259},
year = {2015},
number = {12},
pages = {7375--7405},
issn = {0022-0396,1090-2732},
mrclass = {35K57 (35A35 35K20 35K91 35R09 45C05 45J05 92D25)},
mrnumber = {3401600},
mrreviewer = {Christopher\ P.\ Grant},
doi = {10.1016/j.jde.2015.08.026},
url = {https://doi.org/10.1016/j.jde.2015.08.026}
}
@article{shen.xie:15:on,
author = {Shen, Wenxian and Xie, Xiaoxia},
title = {On principal spectrum points/principal eigenvalues of nonlocal dispersal operators and applications},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {35},
year = {2015},
number = {4},
pages = {1665--1696},
issn = {1078-0947,1553-5231},
mrclass = {45C05 (45K05 92D25)},
mrnumber = {3285842},
mrreviewer = {Mohamed\ Abdalla\ Darwish},
doi = {10.3934/dcds.2015.35.1665},
url = {https://doi.org/10.3934/dcds.2015.35.1665}
}
@article{shen.xie:17:spectral,
author = {Shen, Wenxian and Xie, Xiaoxia},
title = {Spectral theory for nonlocal dispersal operators with time periodic indefinite weight functions and applications},
journal = {Discrete Contin. Dyn. Syst. Ser. B},
fjournal = {Discrete and Continuous Dynamical Systems. Series B. A Journal Bridging Mathematics and Sciences},
volume = {22},
year = {2017},
number = {3},
pages = {1023--1047},
issn = {1531-3492,1553-524X},
mrclass = {35F16 (35P05 35R09 45K05 47B37 92D25)},
mrnumber = {3639154},
mrreviewer = {Eric\ Stachura},
doi = {10.3934/dcdsb.2017051},
url = {https://doi.org/10.3934/dcdsb.2017051}
}
@article{shen.xue:20:persistence,
author = {Shen, Wenxian and Xue, Shuwen},
title = {Persistence and spreading speeds of parabolic-elliptic {K}eller-{S}egel models in shifting environments},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {269},
year = {2020},
number = {7},
pages = {6236--6268},
issn = {0022-0396,1090-2732},
mrclass = {92D40 (35M31 35Q92 92C17)},
mrnumber = {4104955},
mrreviewer = {Lake\ Rylie\ Ritter},
doi = {10.1016/j.jde.2020.04.040},
url = {https://doi.org/10.1016/j.jde.2020.04.040}
}
@article{shen.xue:22:forced,
author = {Shen, Wenxian and Xue, Shuwen},
title = {Forced waves of parabolic-elliptic {K}eller-{S}egel models in shifting environments},
journal = {J. Dynam. Differential Equations},
fjournal = {Journal of Dynamics and Differential Equations},
volume = {34},
year = {2022},
number = {4},
pages = {3057--3088},
issn = {1040-7294,1572-9222},
mrclass = {35M10},
mrnumber = {4506792},
doi = {10.1007/s10884-020-09924-6},
url = {https://doi.org/10.1007/s10884-020-09924-6}
}
@article{shen.xue:22:persistence,
author = {Shen, Wenxian and Xue, Shuwen},
title = {Persistence and convergence in parabolic-parabolic chemotaxis system with logistic source on {$\Bbb{R}^N$}},
journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {42},
year = {2022},
number = {6},
pages = {2893--2925},
issn = {1078-0947,1553-5231},
mrclass = {92C17 (35A01 35B35 35Q92)},
mrnumber = {4421515},
doi = {10.3934/dcds.2022003},
url = {https://doi.org/10.3934/dcds.2022003}
}
@article{shen.xue:22:spreading,
author = {Shen, Wenxian and Xue, Shuwen},
title = {Spreading speeds of a parabolic-parabolic chemotaxis model with logistic source on {$\Bbb{R}^N$}},
journal = {Discrete Contin. Dyn. Syst. Ser. S},
fjournal = {Discrete and Continuous Dynamical Systems. Series S},
volume = {15},
year = {2022},
number = {10},
pages = {2981--3002},
issn = {1937-1632,1937-1179},
mrclass = {35K57 (35B40 35Q92 92C17)},
mrnumber = {4470553},
doi = {10.3934/dcdss.2022074},
url = {https://doi.org/10.3934/dcdss.2022074}
}
@article{shen.yi:95:asymptotic,
author = {Shen, Wen Xian and Yi, Yingfei},
title = {Asymptotic almost periodicity of scalar parabolic equations with almost periodic time dependence},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {122},
year = {1995},
number = {2},
pages = {373--397},
issn = {0022-0396,1090-2732},
mrclass = {35K55 (34G20 35B15 35B40 58F39)},
mrnumber = {1355896},
mrreviewer = {H.\ J.\ Kuiper},
doi = {10.1006/jdeq.1995.1152},
url = {https://doi.org/10.1006/jdeq.1995.1152}
}
@article{shen.yi:95:dynamics,
author = {Shen, Wen Xian and Yi, Yingfei},
title = {Dynamics of almost periodic scalar parabolic equations},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {122},
year = {1995},
number = {1},
pages = {114--136},
issn = {0022-0396,1090-2732},
mrclass = {35K55 (34G20 35B15 35B40 58F39)},
mrnumber = {1356132},
mrreviewer = {H.\ J.\ Kuiper},
doi = {10.1006/jdeq.1995.1141},
url = {https://doi.org/10.1006/jdeq.1995.1141}
}
@article{shen.yi:95:on,
author = {Shen, Wen Xian and Yi, Yingfei},
title = {On minimal sets of scalar parabolic equations with skew-product structures},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {347},
year = {1995},
number = {11},
pages = {4413--4431},
issn = {0002-9947,1088-6850},
mrclass = {58F39 (34C27 35B40 35K55 54H20 58F27)},
mrnumber = {1311916},
mrreviewer = {Janusz\ Mierczy\'{n}ski},
doi = {10.2307/2155044},
url = {https://doi.org/10.2307/2155044}
}
@article{shen.yi:96:ergodicity,
author = {Shen, Wenxian and Yi, Yingfei},
title = {Ergodicity of minimal sets in scalar parabolic equations},
journal = {J. Dynam. Differential Equations},
fjournal = {Journal of Dynamics and Differential Equations},
volume = {8},
year = {1996},
number = {2},
pages = {299--323},
issn = {1040-7294,1572-9222},
mrclass = {58F39 (35B40 35K60 58F11)},
mrnumber = {1388876},
mrreviewer = {Janusz\ Mierczy\'{n}ski},
doi = {10.1007/BF02218894},
url = {https://doi.org/10.1007/BF02218894}
}
@article{shen.yi:98:almost,
author = {Shen, Wenxian and Yi, Yingfei},
title = {Almost automorphic and almost periodic dynamics in skew-product semiflows},
journal = {Mem. Amer. Math. Soc.},
fjournal = {Memoirs of the American Mathematical Society},
volume = {136},
year = {1998},
number = {647},
pages = {x+93},
issn = {0065-9266,1947-6221},
mrclass = {34D05 (34C27 34C35 35K55 47H20 54H20 58F11)},
mrnumber = {1445493},
mrreviewer = {Russell\ A.\ Johnson},
doi = {10.1090/memo/0647},
url = {https://doi.org/10.1090/memo/0647}
}
@article{shen.yi:98:convergence,
author = {Shen, Wenxian and Yi, Yingfei},
title = {Convergence in almost periodic {F}isher and {K}olmogorov models},
journal = {J. Math. Biol.},
fjournal = {Journal of Mathematical Biology},
volume = {37},
year = {1998},
number = {1},
pages = {84--102},
issn = {0303-6812,1432-1416},
mrclass = {92D25 (35K57 35Q80 92D40)},
mrnumber = {1636648},
mrreviewer = {Ying\ Guo\ Lei},
doi = {10.1007/s002850050121},
url = {https://doi.org/10.1007/s002850050121}
}
@article{shen.zhang:10:spreading,
author = {Shen, Wenxian and Zhang, Aijun},
title = {Spreading speeds for monostable equations with nonlocal dispersal in space periodic habitats},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {249},
year = {2010},
number = {4},
pages = {747--795},
issn = {0022-0396,1090-2732},
mrclass = {45K05 (35R09 47G10 92D25)},
mrnumber = {2652153},
doi = {10.1016/j.jde.2010.04.012},
url = {https://doi.org/10.1016/j.jde.2010.04.012}
}
@article{shen.zhang:12:stationary,
author = {Shen, Wenxian and Zhang, Aijun},
title = {Stationary solutions and spreading speeds of nonlocal monostable equations in space periodic habitats},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {140},
year = {2012},
number = {5},
pages = {1681--1696},
issn = {0002-9939,1088-6826},
mrclass = {45K05 (45C05 45M20 47G10 92D25 92D40)},
mrnumber = {2869152},
mrreviewer = {Alfredo\ Lorenzi},
doi = {10.1090/S0002-9939-2011-11011-6},
url = {https://doi.org/10.1090/S0002-9939-2011-11011-6}
}
@article{shen.zhang:12:traveling,
author = {Shen, Wenxian and Zhang, Aijun},
title = {Traveling wave solutions of spatially periodic nonlocal monostable equations},
journal = {Comm. Appl. Nonlinear Anal.},
fjournal = {Communications on Applied Nonlinear Analysis},
volume = {19},
year = {2012},
number = {3},
pages = {73--101},
issn = {1074-133X},
mrclass = {35R09 (35C07 45G10 47G20 92D25)},
mrnumber = {2978683}
}
@article{shen.zhao:05:convergence,
author = {Shen, Wenxian and Zhao, Xiao-Qiang},
title = {Convergence in almost periodic cooperative systems with a first integral},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {133},
year = {2005},
number = {1},
pages = {203--212},
issn = {0002-9939,1088-6826},
mrclass = {34C12 (34C27 37B55)},
mrnumber = {2085171},
mrreviewer = {Addolorata\ Salvatore},
doi = {10.1090/S0002-9939-04-07556-2},
url = {https://doi.org/10.1090/S0002-9939-04-07556-2}
}
@article{shen.zhou.ea:10:one-dimensional,
author = {Shen, Zhongwei and Zhou, Shengfan and Shen, Wenxian},
title = {One-dimensional random attractor and rotation number of the stochastic damped sine-{G}ordon equation},
journal = {J. Differential Equations},
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number = {6},
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doi = {10.1016/j.jde.2009.10.007},
url = {https://doi.org/10.1016/j.jde.2009.10.007}
}
@incollection{shen:01:dynamical,
author = {Shen, Wenxian},
title = {Dynamical systems and traveling waves in almost periodic structures},
note = {Special issue in celebration of Jack K. Hale's 70th birthday, Part 4 (Atlanta, GA/Lisbon, 1998)},
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issn = {0022-0396,1090-2732},
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mrreviewer = {Stephen\ A.\ Gourley},
doi = {10.1006/jdeq.2000.3906},
url = {https://doi.org/10.1006/jdeq.2000.3906}
}
@article{shen:01:global,
author = {Shen, Wenxian},
title = {Global attractor in quasi-periodically forced {J}osephson junctions},
journal = {Far East J. Dyn. Syst.},
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volume = {3},
year = {2001},
number = {1},
pages = {51--80},
issn = {0972-1118},
mrclass = {37C70 (34D45 78A99)},
mrnumber = {1848718},
mrreviewer = {Alexandr\ A.\ Zevin}
}
@article{shen:03:dynamics,
author = {Shen, Wenxian},
title = {Dynamics in coupled oscillators with recurrent/random forcing, a {PDE} approach},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {288},
year = {2003},
number = {2},
pages = {586--605},
issn = {0022-247X,1096-0813},
mrclass = {37J45 (34C15 35Q99 37L99 60H15)},
mrnumber = {2020183},
mrreviewer = {Xiao\ Ping\ Yuan},
doi = {10.1016/j.jmaa.2003.09.014},
url = {https://doi.org/10.1016/j.jmaa.2003.09.014}
}
@article{shen:03:traveling,
author = {Shen, Wenxian},
title = {Traveling waves in time periodic lattice differential equations},
journal = {Nonlinear Anal.},
fjournal = {Nonlinear Analysis. Theory, Methods \& Applications. An International Multidisciplinary Journal},
volume = {54},
year = {2003},
number = {2},
pages = {319--339},
issn = {0362-546X,1873-5215},
mrclass = {37L60 (34K13 35K55)},
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doi = {10.1016/S0362-546X(03)00065-8},
url = {https://doi.org/10.1016/S0362-546X(03)00065-8}
}
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year = {2004},
number = {4},
pages = {1011--1060},
issn = {1040-7294,1572-9222},
mrclass = {35K57 (35K15 37H10 37L05)},
mrnumber = {2110054},
mrreviewer = {Bogdan\ A.\ Ka\'{z}mierczak},
doi = {10.1007/s10884-004-7832-x},
url = {https://doi.org/10.1007/s10884-004-7832-x}
}
@article{shen:06:traveling,
author = {Shen, Wenxian},
title = {Traveling waves in time dependent bistable equations},
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volume = {19},
year = {2006},
number = {3},
pages = {241--278},
issn = {0893-4983},
mrclass = {35K55 (35K15 74N99 92D25)},
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mrreviewer = {Mo\ Xun\ Tang}
}
@article{shen:07:global,
author = {Shen, Wenxian},
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journal = {Discrete Contin. Dyn. Syst.},
fjournal = {Discrete and Continuous Dynamical Systems. Series A},
volume = {18},
year = {2007},
number = {2-3},
pages = {597--611},
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mrnumber = {2291913},
doi = {10.3934/dcds.2007.18.597},
url = {https://doi.org/10.3934/dcds.2007.18.597}
}
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year = {2007},
number = {2},
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url = {https://doi.org/10.4310/MRL.2007.v14.n2.a4}
}
@article{shen:09:spreading,
author = {Shen, Wenxian},
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journal = {Front. Math. China},
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doi = {10.1007/s11464-009-0032-6},
url = {https://doi.org/10.1007/s11464-009-0032-6}
}
@article{shen:10:variational,
author = {Shen, Wenxian},
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fjournal = {Transactions of the American Mathematical Society},
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year = {2010},
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issn = {0002-9947,1088-6850},
mrclass = {35K91 (35A15 35B10 35B15 35C07 35K57)},
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mrreviewer = {Carlota\ M.\ Cuesta},
doi = {10.1090/S0002-9947-10-04950-0},
url = {https://doi.org/10.1090/S0002-9947-10-04950-0}
}
@article{shen:11:existence,
author = {Shen, Wenxian},
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year = {2011},
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doi = {10.1007/s10884-010-9200-3},
url = {https://doi.org/10.1007/s10884-010-9200-3}
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@article{shen:11:existence*1,
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volume = {153},
year = {1999},
number = {2},
pages = {374--406},
issn = {0022-0396},
mrclass = {35K57 (35B40)},
mrnumber = {1683627},
mrreviewer = {Thomas Wanner},
doi = {10.1006/jdeq.1998.3535},
url = {https://doi.org/10.1006/jdeq.1998.3535}
}
@article{sowers:92:large,
author = {Sowers, Richard B.},
title = {Large deviations for a reaction-diffusion equation with non-{G}aussian perturbations},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {20},
year = {1992},
number = {1},
pages = {504--537},
issn = {0091-1798},
mrclass = {60H15 (35K55 60G60)},
mrnumber = {1143433},
mrreviewer = {Ralf Manthey},
url = {http://links.jstor.org/sici?sici=0091-1798(199201)20:1<504:LDFARE>2.0.CO;2-W&origin=MSN}
}
@article{spitzer.stone:60:class,
author = {Spitzer, F. L. and Stone, C. J.},
title = {A class of {T}oeplitz forms and their application to probability theory},
journal = {Illinois J. Math.},
fjournal = {Illinois Journal of Mathematics},
volume = {4},
year = {1960},
pages = {253--277},
issn = {0019-2082},
mrclass = {60.00},
mrnumber = {117773},
mrreviewer = {U.\ Grenander},
url = {http://projecteuclid.org/euclid.ijm/1255455868}
}
@article{spitzer.wan:76:characterization,
author = {Spitzer, Frank and Wan, Jr., Henry},
title = {The characterization of optimal saving programs in a quadratic model},
journal = {J. Math. Econom.},
fjournal = {Journal of Mathematical Economics},
volume = {3},
year = {1976},
number = {1},
pages = {43--79},
issn = {0304-4068,1873-1538},
mrclass = {90A15},
mrnumber = {401103},
mrreviewer = {Mukul\ Majumdar},
doi = {10.1016/0304-4068(76)90006-9},
url = {https://doi.org/10.1016/0304-4068(76)90006-9}
}
@article{spitzer.widom:61:circumference,
author = {Spitzer, F. and Widom, H.},
title = {The circumference of a convex polygon},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {12},
year = {1961},
pages = {506--509},
issn = {0002-9939,1088-6826},
mrclass = {52.10},
mrnumber = {130616},
mrreviewer = {A.\ Dvoretzky},
doi = {10.2307/2034228},
url = {https://doi.org/10.2307/2034228}
}
@book{spitzer:53:on,
author = {Spitzer, Frank Ludvig},
title = {O{N} {THE} {THEORY} {OF} {THE} {STOCHASTIC} {PROCESSES} {WHICH} {APPEAR} {IN} {THE} {DESCRIPTIONOF} {TWO} {DIMENSIONAL} {BROWNIAN} {MOTION} {BY} {POLAR} {COORDINATES}},
note = {Thesis (Ph.D.)--University of Michigan},
publisher = {ProQuest LLC, Ann Arbor, MI},
year = {1953},
pages = {41},
mrclass = {99-05},
mrnumber = {2612045},
url = {http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:0005099}
}
@article{spitzer:55:on,
author = {Spitzer, Frank},
title = {On a class of random variables},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {6},
year = {1955},
pages = {494--505},
issn = {0002-9939,1088-6826},
mrclass = {60.0X},
mrnumber = {68768},
mrreviewer = {H.\ P.\ McKean, Jr.},
doi = {10.2307/2032795},
url = {https://doi.org/10.2307/2032795}
}
@article{spitzer:56:combinatorial,
author = {Spitzer, Frank},
title = {A combinatorial lemma and its application to probability theory},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {82},
year = {1956},
pages = {323--339},
issn = {0002-9947,1088-6850},
mrclass = {60.0X},
mrnumber = {79851},
mrreviewer = {J.\ L.\ Snell},
doi = {10.2307/1993051},
url = {https://doi.org/10.2307/1993051}
}
@article{spitzer:56:on,
author = {Spitzer, Frank},
title = {On interval recurrent sums of independent random variables},
journal = {Proc. Amer. Math. Soc.},
fjournal = {Proceedings of the American Mathematical Society},
volume = {7},
year = {1956},
pages = {164--171},
issn = {0002-9939,1088-6826},
mrclass = {60.0X},
mrnumber = {90915},
mrreviewer = {G.\ Kallianpur},
doi = {10.2307/2033263},
url = {https://doi.org/10.2307/2033263}
}
@article{spitzer:57:wiener-hopf,
author = {Spitzer, Frank},
title = {The {W}iener-{H}opf equation whose kernel is a probability density},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
volume = {24},
year = {1957},
pages = {327--343},
issn = {0012-7094,1547-7398},
mrclass = {60.0X},
mrnumber = {90917},
mrreviewer = {J.\ Kiefer},
url = {http://projecteuclid.org/euclid.dmj/1077467479}
}
@article{spitzer:58:some,
author = {Spitzer, Frank},
title = {Some theorems concerning {$2$}-dimensional {B}rownian motion},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {87},
year = {1958},
pages = {187--197},
issn = {0002-9947,1088-6850},
mrclass = {60.00},
mrnumber = {104296},
mrreviewer = {S.\ K.\ Zaremba},
doi = {10.2307/1993096},
url = {https://doi.org/10.2307/1993096}
}
@article{spitzer:59:some,
author = {Spitzer, Frank},
title = {Some probability limit theorems},
journal = {Bull. Amer. Math. Soc.},
fjournal = {Bulletin of the American Mathematical Society},
volume = {65},
year = {1959},
pages = {117--119},
issn = {0002-9904},
mrclass = {60.00},
mrnumber = {105739},
mrreviewer = {J.\ Kiefer},
doi = {10.1090/S0002-9904-1959-10284-6},
url = {https://doi.org/10.1090/S0002-9904-1959-10284-6}
}
@incollection{spitzer:60:recurrent,
author = {Spitzer, Frank},
title = {Recurrent random walk and logarithmic potential},
booktitle = {Proc. 4th {B}erkeley {S}ympos. {M}ath. {S}tatist. and {P}rob., {V}ol. {II}},
pages = {515--534},
publisher = {Univ. California Press, Berkeley-Los Angeles, Calif.},
year = {1960},
mrclass = {60.66},
mrnumber = {142159},
mrreviewer = {W.\ Wasow}
}
@article{spitzer:60:tauberian,
author = {Spitzer, Frank},
title = {A {T}auberian theorem and its probability interpretation},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {94},
year = {1960},
pages = {150--169},
issn = {0002-9947,1088-6850},
mrclass = {60.00},
mrnumber = {111066},
mrreviewer = {J.\ L.\ Snell},
doi = {10.2307/1993283},
url = {https://doi.org/10.2307/1993283}
}
@article{spitzer:60:wiener-hopf,
author = {Spitzer, Frank},
title = {The {W}iener-{H}opf equation whose kernel is a probability density. {II}},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
volume = {27},
year = {1960},
pages = {363--372},
issn = {0012-7094,1547-7398},
mrclass = {60.00},
mrnumber = {121829},
mrreviewer = {J.\ Kiefer},
url = {http://projecteuclid.org/euclid.dmj/1077469167}
}
@article{spitzer:61:some,
author = {Spitzer, Frank},
title = {Some properties of recurrent random walk},
journal = {Illinois J. Math.},
fjournal = {Illinois Journal of Mathematics},
volume = {5},
year = {1961},
pages = {234--245},
issn = {0019-2082},
mrclass = {60.66},
mrnumber = {123369},
mrreviewer = {J.\ L.\ Snell},
url = {http://projecteuclid.org/euclid.ijm/1255629823}
}
@article{spitzer:62:hitting,
author = {Spitzer, Frank},
title = {Hitting probabilities},
journal = {J. Math. Mech.},
fjournal = {J. Math. Mech.},
volume = {11},
year = {1962},
pages = {593--614},
mrclass = {60.66},
mrnumber = {139219},
mrreviewer = {J.\ Gillis}
}
@article{spitzer:64:electrostatic,
author = {Spitzer, Frank},
title = {Electrostatic capacity, heat flow, and {B}rownian motion},
journal = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete},
fjournal = {Zeitschrift f\"{u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume = {3},
year = {1964},
pages = {110--121},
mrclass = {60.62},
mrnumber = {172343},
mrreviewer = {H.\ P.\ McKean, Jr.},
doi = {10.1007/BF00535970},
url = {https://doi.org/10.1007/BF00535970}
}
@book{spitzer:64:principles,
author = {Spitzer, Frank},
title = {Principles of random walk},
series = {The University Series in Higher Mathematics},
publisher = {D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-London},
year = {1964},
pages = {xi+406},
mrclass = {60.66},
mrnumber = {171290},
mrreviewer = {T.\ Watanabe}
}
@incollection{spitzer:67:renewal,
author = {Spitzer, F.},
title = {Renewal theorems for {M}arkov chains},
booktitle = {Proc. {F}ifth {B}erkeley {S}ympos. {M}ath. {S}tatist. and {P}robability ({B}erkeley, {C}alif., 1965/66), {V}ol. {II}: {C}ontributions to {P}robability {T}heory, {P}art 2},
pages = {311--320},
publisher = {Univ. California Press, Berkeley, CA},
year = {1967},
mrclass = {60.65 (60.70)},
mrnumber = {214144},
mrreviewer = {J.\ Wolfowitz}
}
@incollection{spitzer:67:two,
author = {Spitzer, F.},
title = {Two explicit {M}artin boundary constructions},
booktitle = {Symposium on {P}robability {M}ethods in {A}nalysis ({L}outraki, 1966)},
series = {Lecture Notes in Math.},
volume = {No. 31},
pages = {296--298},
publisher = {Springer, Berlin-New York},
year = {1967},
mrclass = {60.65},
mrnumber = {224165},
mrreviewer = {J.\ L.\ Snell}
}
@article{spitzer:68:uniform,
author = {Spitzer, Frank},
title = {Uniform motion with elastic collision of an infinite particle system},
journal = {J. Math. Mech.},
fjournal = {J. Math. Mech.},
volume = {18},
year = {1968/69},
pages = {973--989},
mrclass = {60.90 (82.00)},
mrnumber = {243646},
mrreviewer = {H.\ P.\ McKean, Jr.}
}
@incollection{spitzer:69:random,
author = {Spitzer, Frank},
title = {Random processes defined through the interaction of an infinite particle system},
booktitle = {Probability and {I}nformation {T}heory ({P}roc. {I}nternat. {S}ympos., {M}c{M}aster {U}niv., {H}amilton, {O}nt., 1968)},
series = {Lecture Notes in Math.},
volume = {Vol. 89},
pages = {201--223},
publisher = {Springer, Berlin-New York},
year = {1969},
mrclass = {60.62},
mrnumber = {268964},
mrreviewer = {D.\ W.\ Stroock}
}
@article{spitzer:70:interaction,
author = {Spitzer, Frank},
title = {Interaction of {M}arkov processes},
journal = {Advances in Math.},
fjournal = {Advances in Mathematics},
volume = {5},
year = {1970},
pages = {246--290 (1970)},
issn = {0001-8708},
mrclass = {60.60},
mrnumber = {268959},
mrreviewer = {B. Weiss},
doi = {10.1016/0001-8708(70)90034-4},
url = {https://doi.org/10.1016/0001-8708(70)90034-4}
}
@book{spitzer:70:principes,
author = {Spitzer, F.},
title = {Principes des cheminements al\'{e}atoires},
series = {Centre Interarm\'{e}s de Recherche Op\'{e}rationnelle},
volume = {2},
note = {Traduit de l'anglais par E. Baverez et J.-L. Guignard},
publisher = {Dunod, Paris},
year = {1970},
pages = {xi+411},
mrclass = {60.66},
mrnumber = {260039}
}
@article{spitzer:71:markov,
author = {Spitzer, Frank},
title = {Markov random fields and {G}ibbs ensembles},
journal = {Amer. Math. Monthly},
fjournal = {American Mathematical Monthly},
volume = {78},
year = {1971},
pages = {142--154},
issn = {0002-9890,1930-0972},
mrclass = {60.60 (82.00)},
mrnumber = {277036},
mrreviewer = {S.\ J.\ Taylor},
doi = {10.2307/2317621},
url = {https://doi.org/10.2307/2317621}
}
@book{spitzer:71:random,
author = {Spitzer, F.},
title = {Random fields and interacting particle systems},
note = {Notes on lectures given at the 1971 MAA Summer Seminar, Williams College, Williamstown, Mass},
publisher = {Mathematical Association of America, Washington, DC},
year = {1971},
pages = {i+126 pp. (not consecutively paged)},
mrclass = {60K35},
mrnumber = {381041},
mrreviewer = {Donald\ A.\ Dawson}
}
@article{spitzer:72:variational,
author = {Spitzer, Frank},
title = {A variational characterization of finite {M}arkov chains},
journal = {Ann. Math. Statist.},
fjournal = {Annals of Mathematical Statistics},
volume = {43},
year = {1972},
pages = {303--307},
issn = {0003-4851},
mrclass = {60J10},
mrnumber = {300346},
mrreviewer = {B.\ Kronfeld},
doi = {10.1214/aoms/1177692723},
url = {https://doi.org/10.1214/aoms/1177692723}
}
@incollection{spitzer:74:introduction,
author = {Spitzer, Frank L.},
title = {Introduction aux processus de {M}arkov \`a parametre dans {$Z\sb{\nu }$}},
booktitle = {\'{E}cole d'\'{E}t\'{e} de {P}robabilit\'{e}s de {S}aint-{F}lour, {III}--1973},
series = {Lecture Notes in Math.},
volume = {Vol. 390},
pages = {114--189},
publisher = {Springer, Berlin-New York},
year = {1974},
mrclass = {60K35},
mrnumber = {436388},
mrreviewer = {Hans-Otto\ Georgii}
}
@article{spitzer:74:recurrent,
author = {Spitzer, Frank},
title = {Recurrent random walk of an infinite particle system},
journal = {Trans. Amer. Math. Soc.},
fjournal = {Transactions of the American Mathematical Society},
volume = {198},
year = {1974},
pages = {191--199},
issn = {0002-9947,1088-6850},
mrclass = {60K35},
mrnumber = {375533},
mrreviewer = {T.\ M.\ Liggett},
doi = {10.2307/1996754},
url = {https://doi.org/10.2307/1996754}
}
@article{spitzer:75:markov,
author = {Spitzer, Frank},
title = {Markov random fields on an infinite tree},
journal = {Ann. Probability},
fjournal = {The Annals of Probability},
volume = {3},
year = {1975},
number = {3},
pages = {387--398},
issn = {0091-1798},
mrclass = {60K35},
mrnumber = {378152},
mrreviewer = {T.\ M.\ Liggett},
doi = {10.1214/aop/1176996347},
url = {https://doi.org/10.1214/aop/1176996347}
}
@article{spitzer:75:phase,
author = {Spitzer, Frank},
title = {Phase transition in one-dimensional nearest-neighbor systems},
journal = {J. Functional Analysis},
fjournal = {Journal of Functional Analysis},
volume = {20},
year = {1975},
number = {3},
pages = {240--255},
issn = {0022-1236},
mrclass = {60K35},
mrnumber = {388583},
mrreviewer = {Richard\ Holley},
doi = {10.1016/0022-1236(75)90043-9},
url = {https://doi.org/10.1016/0022-1236(75)90043-9}
}
@article{spitzer:75:random,
author = {Spitzer, Frank},
title = {Random time evolution of infinite particle systems},
journal = {Advances in Math.},
fjournal = {Advances in Mathematics},
volume = {16},
year = {1975},
pages = {139--143},
issn = {0001-8708},
mrclass = {60K35},
mrnumber = {365776},
mrreviewer = {T.\ M.\ Liggett},
doi = {10.1016/0001-8708(75)90146-2},
url = {https://doi.org/10.1016/0001-8708(75)90146-2}
}
@inproceedings{spitzer:75:random*1,
author = {Spitzer, Frank},
title = {Random time evolution of infinite particle systems},
booktitle = {Proceedings of the {I}nternational {C}ongress of {M}athematicians ({V}ancouver, {B}.{C}., 1974), {V}ol. 2},
pages = {169--171},
publisher = {Canad. Math. Congr., Montreal, QC},
year = {1975},
mrclass = {60K35},
mrnumber = {415810}
}
@book{spitzer:76:principles,
author = {Spitzer, Frank},
title = {Principles of random walk},
series = {Graduate Texts in Mathematics},
volume = {Vol. 34},
edition = {Second},
publisher = {Springer-Verlag, New York-Heidelberg},
year = {1976},
pages = {xiii+408},
mrclass = {60J15},
mrnumber = {388547}
}
@incollection{spitzer:76:random,
author = {Spitzer, Frank},
title = {Random time evolution of infinite particle systems},
booktitle = {Surveys in applied mathematics ({P}roc. {F}irst {L}os {A}lamos {S}ympos. {M}ath. in {N}atural {S}ci., {L}os {A}lamos, {N}.{M}., 1974)},
pages = {123--127},
publisher = {Academic Press, New York-London},
year = {1976},
mrclass = {60K35},
mrnumber = {652304}
}
@article{spitzer:77:stochastic,
author = {Spitzer, Frank},
title = {Stochastic time evolution of one dimensional infinite particle systems},
journal = {Bull. Amer. Math. Soc.},
fjournal = {Bulletin of the American Mathematical Society},
volume = {83},
year = {1977},
number = {5},
pages = {880--890},
issn = {0002-9904},
mrclass = {60K35 (60J25)},
mrnumber = {448632},
mrreviewer = {T.\ M.\ Liggett},
doi = {10.1090/S0002-9904-1977-14322-X},
url = {https://doi.org/10.1090/S0002-9904-1977-14322-X}
}
@article{spitzer:81:infinite,
author = {Spitzer, Frank},
title = {Infinite systems with locally interacting components},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {9},
year = {1981},
number = {3},
pages = {349--364},
issn = {0091-1798},
mrclass = {60K35 (82A05)},
mrnumber = {614623},
mrreviewer = {M. Roussignol},
url = {http://links.jstor.org/sici?sici=0091-1798(198106)9:3<349:ISWLIC>2.0.CO;2-P&origin=MSN}
}
@incollection{spitzer:86:multidimensional,
author = {Spitzer, Frank},
title = {A multidimensional renewal theorem},
booktitle = {Probability, statistical mechanics, and number theory},
series = {Adv. Math. Suppl. Stud.},
volume = {9},
pages = {147--155},
publisher = {Academic Press, Orlando, FL},
year = {1986},
isbn = {0-12-598543-6},
mrclass = {60K15},
mrnumber = {875451},
mrreviewer = {T.\ M.\ Liggett}
}
@article{spohn:06:exact,
author = {Spohn, Herbert},
title = {Exact solutions for {KPZ}-type growth processes, random matrices, and equilibrium shapes of crystals},
journal = {Phys. A},
fjournal = {Physica A. Statistical Mechanics and its Applications},
volume = {369},
year = {2006},
number = {1},
pages = {71--99},
issn = {0378-4371},
mrclass = {82C31 (82-02 82B31 82D25)},
mrnumber = {2246567},
mrreviewer = {Rapha\"{e}l Cerf},
doi = {10.1016/j.physa.2006.04.006},
url = {https://doi.org/10.1016/j.physa.2006.04.006}
}
@book{spohn:12:large,
title = {Large scale dynamics of interacting particles},
author = {Spohn, H.},
isbn = {9783642843716},
series = {Theoretical and Mathematical Physics},
year = {2012},
publisher = {Springer Berlin Heidelberg}
}
@article{sritharan.sundar:06:large,
author = {Sritharan, S. S. and Sundar, P.},
title = {Large deviations for the two-dimensional {N}avier-{S}tokes equations with multiplicative noise},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {116},
year = {2006},
number = {11},
pages = {1636--1659},
issn = {0304-4149},
mrclass = {60H15 (35Q30 37L55 60F10 76D06 76M35 93E15)},
mrnumber = {2269220},
mrreviewer = {Marek Capi\'{n}ski},
doi = {10.1016/j.spa.2006.04.001},
url = {https://doi.org/10.1016/j.spa.2006.04.001}
}
@book{srivastava.choi:01:series,
author = {Srivastava, H. M. and Choi, Junesang},
title = {Series associated with the zeta and related functions},
publisher = {Kluwer Academic Publishers, Dordrecht},
year = {2001},
pages = {x+388},
isbn = {0-7923-7054-6},
mrclass = {11Mxx (11Y60)},
mrnumber = {1849375},
mrreviewer = {Richard B. Paris},
doi = {10.1007/978-94-015-9672-5},
url = {https://doi.org/10.1007/978-94-015-9672-5}
}
@book{stanley:12:enumerative,
author = {Stanley, Richard P.},
title = {Enumerative combinatorics. {V}olume 1},
series = {Cambridge Studies in Advanced Mathematics},
volume = {49},
edition = {Second},
publisher = {Cambridge University Press, Cambridge},
year = {2012},
pages = {xiv+626},
isbn = {978-1-107-60262-5},
mrclass = {05-02 (05A15 06-02)},
mrnumber = {2868112}
}
@incollection{starke.reichert.ea:07:stochastic,
author = {Starke, J. and Reichert, C. and Eiswirth, M. and Oelschl\"{a}ger, K.},
title = {Stochastic modeling and deterministic limit of catalytic surface processes},
booktitle = {Reactive flows, diffusion and transport},
pages = {341--370},
publisher = {Springer, Berlin},
year = {2007},
isbn = {978-3-540-28379-9; 3-540-28379-X},
mrclass = {92E20 (37N20 60K35 60K40)},
mrnumber = {2275766},
doi = {10.1007/978-3-540-28396-6\_13},
url = {https://doi.org/10.1007/978-3-540-28396-6_13}
}
@article{stefanov.tindel:23:sampling,
author = {Stefanov, Plamen and Tindel, Samy},
title = {Sampling linear inverse problems with noise},
journal = {Asymptot. Anal.},
fjournal = {Asymptotic Analysis},
volume = {132},
year = {2023},
number = {3-4},
pages = {331--382},
issn = {0921-7134,1875-8576},
mrclass = {15A29 (15A06 94A20)},
mrnumber = {4569904}
}
@book{stein.shakarchi:03:complex,
author = {Stein, Elias M. and Shakarchi, Rami},
title = {Complex analysis},
series = {Princeton Lectures in Analysis},
volume = {2},
publisher = {Princeton University Press, Princeton, NJ},
year = {2003},
pages = {xviii+379},
isbn = {0-691-11385-8},
mrclass = {30-01},
mrnumber = {1976398},
mrreviewer = {Heinrich Begehr}
}
@book{stein.shakarchi:03:fourier,
author = {Stein, Elias M. and Shakarchi, Rami},
title = {Fourier analysis},
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@book{talagrand:11:mean*1,
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url = {https://doi.org/10.1007/BF01019683}
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@incollection{tracy.widom:00:distribution,
author = {Tracy, Craig A. and Widom, Harold},
title = {The distribution of the largest eigenvalue in the {G}aussian ensembles: {$\beta=1,2,4$}},
booktitle = {Calogero-{M}oser-{S}utherland models ({M}ontr\'{e}al, {QC}, 1997)},
series = {CRM Ser. Math. Phys.},
pages = {461--472},
publisher = {Springer, New York},
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mrclass = {82B41 (15A52 60F99)},
mrnumber = {1844228},
mrreviewer = {Oleksiy Khorunzhiy}
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@incollection{tracy.widom:00:universality,
author = {Tracy, Craig A. and Widom, Harold},
title = {Universality of the distribution functions of random matrix theory},
booktitle = {Integrable systems: from classical to quantum ({M}ontr\'{e}al, {QC}, 1999)},
series = {CRM Proc. Lecture Notes},
volume = {26},
pages = {251--264},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2000},
mrclass = {15A52 (34M55 47B99 60G55 60G70 82B44)},
mrnumber = {1791893},
mrreviewer = {Boris A. Khoruzhenko},
doi = {10.1090/crmp/026/12},
url = {https://doi.org/10.1090/crmp/026/12}
}
@article{tracy.widom:01:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the distributions of the lengths of the longest monotone subsequences in random words},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {119},
year = {2001},
number = {3},
pages = {350--380},
issn = {0178-8051},
mrclass = {60C05 (05A15 68R05)},
mrnumber = {1821139},
mrreviewer = {David J. Aldous},
doi = {10.1007/PL00008763},
url = {https://doi.org/10.1007/PL00008763}
}
@incollection{tracy.widom:02:airy,
author = {Tracy, Craig A. and Widom, Harold},
title = {Airy kernel and {P}ainlev\'{e} {II}},
booktitle = {Isomonodromic deformations and applications in physics ({M}ontr\'{e}al, {QC}, 2000)},
series = {CRM Proc. Lecture Notes},
volume = {31},
pages = {85--96},
publisher = {Amer. Math. Soc., Providence, RI},
year = {2002},
mrclass = {82B41 (15A52 33E17 34M55 60K35 82-02)},
mrnumber = {1887350},
doi = {10.1090/crmp/031/07},
url = {https://doi.org/10.1090/crmp/031/07}
}
@inproceedings{tracy.widom:02:distribution,
author = {Tracy, Craig A. and Widom, Harold},
title = {Distribution functions for largest eigenvalues and their applications},
booktitle = {Proceedings of the {I}nternational {C}ongress of {M}athematicians, {V}ol. {I} ({B}eijing, 2002)},
pages = {587--596},
publisher = {Higher Ed. Press, Beijing},
year = {2002},
mrclass = {82B44 (60K37 82-02 82D30)},
mrnumber = {1989209}
}
@incollection{tracy.widom:02:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On a distribution function arising in computational biology},
booktitle = {Math{P}hys odyssey, 2001},
series = {Prog. Math. Phys.},
volume = {23},
pages = {467--474},
publisher = {Birkh\"{a}user Boston, Boston, MA},
year = {2002},
mrclass = {62E10 (33E99 62P10 92D20)},
mrnumber = {1903987}
}
@article{tracy.widom:02:on*1,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the limit of some {T}oeplitz-like determinants},
journal = {SIAM J. Matrix Anal. Appl.},
fjournal = {SIAM Journal on Matrix Analysis and Applications},
volume = {23},
year = {2002},
number = {4},
pages = {1194--1196},
issn = {0895-4798},
mrclass = {47B35},
mrnumber = {1920941},
mrreviewer = {A. B\"{o}ttcher},
doi = {10.1137/S0895479801395367},
url = {https://doi.org/10.1137/S0895479801395367}
}
@article{tracy.widom:03:system,
author = {Tracy, Craig A. and Widom, Harold},
title = {A system of differential equations for the {A}iry process},
journal = {Electron. Comm. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {8},
year = {2003},
pages = {93--98},
issn = {1083-589X},
mrclass = {82B44 (33E17)},
mrnumber = {1987098},
mrreviewer = {Dimitri Petritis},
doi = {10.1214/ECP.v8-1074},
url = {https://doi.org/10.1214/ECP.v8-1074}
}
@article{tracy.widom:04:differential,
author = {Tracy, Craig A. and Widom, Harold},
title = {Differential equations for {D}yson processes},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {252},
year = {2004},
number = {1-3},
pages = {7--41},
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mrnumber = {2103903},
doi = {10.1007/s00220-004-1182-8},
url = {https://doi.org/10.1007/s00220-004-1182-8}
}
@article{tracy.widom:04:limit,
author = {Tracy, Craig A. and Widom, Harold},
title = {A limit theorem for shifted {S}chur measures},
journal = {Duke Math. J.},
fjournal = {Duke Mathematical Journal},
volume = {123},
year = {2004},
number = {1},
pages = {171--208},
issn = {0012-7094},
mrclass = {60F05 (05E05 05E10 33E17 47B35 47N30)},
mrnumber = {2060026},
mrreviewer = {Werner Linde},
doi = {10.1215/S0012-7094-04-12316-4},
url = {https://doi.org/10.1215/S0012-7094-04-12316-4}
}
@article{tracy.widom:05:matrix,
author = {Tracy, Craig A. and Widom, Harold},
title = {Matrix kernels for the {G}aussian orthogonal and symplectic ensembles},
journal = {Ann. Inst. Fourier (Grenoble)},
fjournal = {Universit\'{e} de Grenoble. Annales de l'Institut Fourier},
volume = {55},
year = {2005},
number = {6},
pages = {2197--2207},
issn = {0373-0956},
mrclass = {82C31 (47B34 47N30 60F99 82C22)},
mrnumber = {2187952},
mrreviewer = {Bruce A. Watson},
url = {http://aif.cedram.org/item?id=AIF_2005__55_6_2197_0}
}
@article{tracy.widom:06:pearcey,
author = {Tracy, Craig A. and Widom, Harold},
title = {The {P}earcey process},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {263},
year = {2006},
number = {2},
pages = {381--400},
issn = {0010-3616},
mrclass = {82C31 (15A52 60G55 60J65 82C41)},
mrnumber = {2207649},
mrreviewer = {Arno B. J. Kuijlaars},
doi = {10.1007/s00220-005-1506-3},
url = {https://doi.org/10.1007/s00220-005-1506-3}
}
@article{tracy.widom:07:nonintersecting,
author = {Tracy, Craig A. and Widom, Harold},
title = {Nonintersecting {B}rownian excursions},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {17},
year = {2007},
number = {3},
pages = {953--979},
issn = {1050-5164},
mrclass = {60K35 (33E17 60J65)},
mrnumber = {2326237},
mrreviewer = {Olivier Raimond},
doi = {10.1214/105051607000000041},
url = {https://doi.org/10.1214/105051607000000041}
}
@article{tracy.widom:08:dynamics,
author = {Tracy, Craig A. and Widom, Harold},
title = {The dynamics of the one-dimensional delta-function {B}ose gas},
journal = {J. Phys. A},
fjournal = {Journal of Physics. A. Mathematical and Theoretical},
volume = {41},
year = {2008},
number = {48},
pages = {485204, 6},
issn = {1751-8113},
mrclass = {82C10},
mrnumber = {2515881},
doi = {10.1088/1751-8113/41/48/485204},
url = {https://doi.org/10.1088/1751-8113/41/48/485204}
}
@article{tracy.widom:08:fredholm,
author = {Tracy, Craig A. and Widom, Harold},
title = {A {F}redholm determinant representation in {ASEP}},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {132},
year = {2008},
number = {2},
pages = {291--300},
issn = {0022-4715},
mrclass = {82C22 (47B35 47N30 60K35)},
mrnumber = {2415104},
mrreviewer = {M\'{a}rton Bal\'{a}zs},
doi = {10.1007/s10955-008-9562-7},
url = {https://doi.org/10.1007/s10955-008-9562-7}
}
@article{tracy.widom:08:integral,
author = {Tracy, Craig A. and Widom, Harold},
title = {Integral formulas for the asymmetric simple exclusion process},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {279},
year = {2008},
number = {3},
pages = {815--844},
issn = {0010-3616},
mrclass = {60K35 (05A17 82B23 82C22)},
mrnumber = {2386729},
mrreviewer = {C\'{e}dric Bernardin},
doi = {10.1007/s00220-008-0443-3},
url = {https://doi.org/10.1007/s00220-008-0443-3}
}
@article{tracy.widom:09:asymptotics,
author = {Tracy, Craig A. and Widom, Harold},
title = {Asymptotics in {ASEP} with step initial condition},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {290},
year = {2009},
number = {1},
pages = {129--154},
issn = {0010-3616},
mrclass = {60K35 (47N30 82C22)},
mrnumber = {2520510},
mrreviewer = {Timo Sepp\"{a}l\"{a}inen},
doi = {10.1007/s00220-009-0761-0},
url = {https://doi.org/10.1007/s00220-009-0761-0}
}
@article{tracy.widom:09:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the distribution of a second-class particle in the asymmetric simple exclusion process},
journal = {J. Phys. A},
fjournal = {Journal of Physics. A. Mathematical and Theoretical},
volume = {42},
year = {2009},
number = {42},
pages = {425002, 6},
issn = {1751-8113},
mrclass = {60K35 (82C22)},
mrnumber = {2546037},
mrreviewer = {Pablo A. Ferrari},
doi = {10.1088/1751-8113/42/42/425002},
url = {https://doi.org/10.1088/1751-8113/42/42/425002}
}
@article{tracy.widom:09:on*1,
author = {Tracy, Craig A. and Widom, Harold},
title = {On {ASEP} with step {B}ernoulli initial condition},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {137},
year = {2009},
number = {5-6},
pages = {825--838},
issn = {0022-4715},
mrclass = {60K35 (82C22)},
mrnumber = {2570751},
mrreviewer = {Timo Sepp\"{a}l\"{a}inen},
doi = {10.1007/s10955-009-9867-1},
url = {https://doi.org/10.1007/s10955-009-9867-1}
}
@article{tracy.widom:09:total,
author = {Tracy, Craig A. and Widom, Harold},
title = {Total current fluctuations in the asymmetric simple exclusion process},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {50},
year = {2009},
number = {9},
pages = {095204, 4},
issn = {0022-2488},
mrclass = {82C22 (60F05 60K35)},
mrnumber = {2566884},
mrreviewer = {Anton Klimovsky},
doi = {10.1063/1.3136630},
url = {https://doi.org/10.1063/1.3136630}
}
@article{tracy.widom:10:formulas,
author = {Tracy, Craig A. and Widom, Harold},
title = {Formulas for {ASEP} with two-sided {B}ernoulli initial condition},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {140},
year = {2010},
number = {4},
pages = {619--634},
issn = {0022-4715},
mrclass = {60K35},
mrnumber = {2670733},
mrreviewer = {Dimitri Petritis},
doi = {10.1007/s10955-010-0013-x},
url = {https://doi.org/10.1007/s10955-010-0013-x}
}
@article{tracy.widom:10:formulas*1,
author = {Tracy, Craig A. and Widom, Harold},
title = {Formulas for joint probabilities for the asymmetric simple exclusion process},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {51},
year = {2010},
number = {6},
pages = {063302, 10},
issn = {0022-2488},
mrclass = {82C22},
mrnumber = {2675194},
doi = {10.1063/1.3431977},
url = {https://doi.org/10.1063/1.3431977}
}
@article{tracy.widom:11:erratum,
author = {Tracy, Craig A. and Widom, Harold},
title = {Erratum to: {I}ntegral formulas for the asymmetric simple exclusion process [MR2386729]},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {304},
year = {2011},
number = {3},
pages = {875--878},
issn = {0010-3616},
mrclass = {60K35 (05A17 82B23 82C22)},
mrnumber = {2794549},
doi = {10.1007/s00220-011-1249-2},
url = {https://doi.org/10.1007/s00220-011-1249-2}
}
@article{tracy.widom:11:formulas,
author = {Tracy, Craig A. and Widom, Harold},
title = {Formulas and asymptotics for the asymmetric simple exclusion process},
journal = {Math. Phys. Anal. Geom.},
fjournal = {Mathematical Physics, Analysis and Geometry. An International Journal Devoted to the Theory and Applications of Analysis and Geometry to Physics},
volume = {14},
year = {2011},
number = {3},
pages = {211--235},
issn = {1385-0172},
mrclass = {60K35},
mrnumber = {2824604},
mrreviewer = {Ingemar Kaj},
doi = {10.1007/s11040-011-9095-1},
url = {https://doi.org/10.1007/s11040-011-9095-1}
}
@article{tracy.widom:11:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On asymmetric simple exclusion process with periodic step {B}ernoulli initial condition},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {52},
year = {2011},
number = {2},
pages = {023303, 6},
issn = {0022-2488},
mrclass = {60K35 (82C22)},
mrnumber = {2798398},
mrreviewer = {Marina Vachkovskaia},
doi = {10.1063/1.3552139},
url = {https://doi.org/10.1063/1.3552139}
}
@article{tracy.widom:11:painleve,
author = {Tracy, Craig A. and Widom, Harold},
title = {Painlev\'{e} functions in statistical physics},
journal = {Publ. Res. Inst. Math. Sci.},
fjournal = {Publications of the Research Institute for Mathematical Sciences},
volume = {47},
year = {2011},
number = {1},
pages = {361--374},
issn = {0034-5318},
mrclass = {60K35 (34M55 82B23)},
mrnumber = {2827730},
mrreviewer = {Timo Sepp\"{a}l\"{a}inen},
doi = {10.2977/PRIMS/38},
url = {https://doi.org/10.2977/PRIMS/38}
}
@article{tracy.widom:13:asymmetric,
author = {Tracy, Craig A. and Widom, Harold},
title = {The asymmetric simple exclusion process with an open boundary},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {54},
year = {2013},
number = {10},
pages = {103301, 16},
issn = {0022-2488},
mrclass = {60K35 (82B23 82B40)},
mrnumber = {3134598},
mrreviewer = {Pablo A. Ferrari},
doi = {10.1063/1.4822418},
url = {https://doi.org/10.1063/1.4822418}
}
@article{tracy.widom:13:bose,
author = {Tracy, Craig A. and Widom, Harold},
title = {The {B}ose gas and asymmetric simple exclusion process on the half-line},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {150},
year = {2013},
number = {1},
pages = {1--12},
issn = {0022-4715},
mrclass = {60K35 (82B23 82B40)},
mrnumber = {3018876},
mrreviewer = {Ivan Corwin},
doi = {10.1007/s10955-012-0686-4},
url = {https://doi.org/10.1007/s10955-012-0686-4}
}
@article{tracy.widom:13:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the asymmetric simple exclusion process with multiple species},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {150},
year = {2013},
number = {3},
pages = {457--470},
issn = {0022-4715},
mrclass = {60K35 (82C22 82C44)},
mrnumber = {3024137},
mrreviewer = {Anja Vo\ss -B\"{o}hme},
doi = {10.1007/s10955-012-0531-9},
url = {https://doi.org/10.1007/s10955-012-0531-9}
}
@article{tracy.widom:13:on*1,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the diagonal susceptibility of the two-dimensional {I}sing model},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {54},
year = {2013},
number = {12},
pages = {123302, 9},
issn = {0022-2488},
mrclass = {81V35 (81R12)},
mrnumber = {3156118},
mrreviewer = {Anja Vo\ss -B\"{o}hme},
doi = {10.1063/1.4836779},
url = {https://doi.org/10.1063/1.4836779}
}
@article{tracy.widom:14:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the singularities in the susceptibility expansion for the two-dimensional {I}sing model},
journal = {J. Stat. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {156},
year = {2014},
number = {6},
pages = {1125--1135},
issn = {0022-4715},
mrclass = {82B20 (82B26)},
mrnumber = {3240873},
doi = {10.1007/s10955-014-1061-4},
url = {https://doi.org/10.1007/s10955-014-1061-4}
}
@article{tracy.widom:16:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the ground state energy of the {$\delta$}-function {B}ose gas},
journal = {J. Phys. A},
fjournal = {Journal of Physics. A. Mathematical and Theoretical},
volume = {49},
year = {2016},
number = {29},
pages = {294001, 17},
issn = {1751-8113},
mrclass = {82D05},
mrnumber = {3512121},
doi = {10.1088/1751-8113/49/29/294001},
url = {https://doi.org/10.1088/1751-8113/49/29/294001}
}
@article{tracy.widom:16:on*1,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the ground state energy of the delta-function {F}ermi gas},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {57},
year = {2016},
number = {10},
pages = {103301, 14},
issn = {0022-2488},
mrclass = {76Y05 (81V70 82D05)},
mrnumber = {3555152},
mrreviewer = {Reinhard Redlinger},
doi = {10.1063/1.4964252},
url = {https://doi.org/10.1063/1.4964252}
}
@article{tracy.widom:17:blocks,
author = {Tracy, Craig A. and Widom, Harold},
title = {Blocks in the asymmetric simple exclusion process},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {58},
year = {2017},
number = {12},
pages = {123302, 11},
issn = {0022-2488},
mrclass = {60K35 (82C22)},
mrnumber = {3738542},
mrreviewer = {B. M. Gurevich},
doi = {10.1063/1.4996345},
url = {https://doi.org/10.1063/1.4996345}
}
@incollection{tracy.widom:17:natural,
author = {Tracy, Craig A. and Widom, Harold},
title = {Natural boundary for a sum involving {T}oeplitz determinants},
booktitle = {Large truncated {T}oeplitz matrices, {T}oeplitz operators, and related topics},
series = {Oper. Theory Adv. Appl.},
volume = {259},
pages = {703--718},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {2017},
mrclass = {47B35 (30E15 82B20)},
mrnumber = {3674645},
mrreviewer = {Hari Bercovici}
}
@article{tracy.widom:18:blocks,
author = {Tracy, Craig A. and Widom, Harold},
title = {Blocks and gaps in the asymmetric simple exclusion process: asymptotics},
journal = {J. Math. Phys.},
fjournal = {Journal of Mathematical Physics},
volume = {59},
year = {2018},
number = {9},
pages = {091401, 13},
issn = {0022-2488},
mrclass = {60K35 (81R12)},
mrnumber = {3816452},
mrreviewer = {Eunghyun Lee},
doi = {10.1063/1.5021353},
url = {https://doi.org/10.1063/1.5021353}
}
@incollection{tracy.widom:18:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On the ground state energy of the delta-function {F}ermi gas {II}: further asymptotics},
booktitle = {Geometric methods in physics {XXXV}},
series = {Trends Math.},
pages = {201--212},
publisher = {Birkh\"{a}user/Springer, Cham},
year = {2018},
mrclass = {81V80 (47B35)},
mrnumber = {3803638},
mrreviewer = {Dimitri Petritis}
}
@incollection{tracy.widom:93:introduction,
author = {Tracy, Craig A. and Widom, Harold},
title = {Introduction to random matrices},
booktitle = {Geometric and quantum aspects of integrable systems ({S}cheveningen, 1992)},
series = {Lecture Notes in Phys.},
volume = {424},
pages = {103--130},
publisher = {Springer, Berlin},
year = {1993},
mrclass = {82B41},
mrnumber = {1253763},
doi = {10.1007/BFb0021444},
url = {https://doi.org/10.1007/BFb0021444}
}
@article{tracy.widom:93:level-spacing,
author = {Tracy, Craig A. and Widom, Harold},
title = {Level-spacing distributions and the {A}iry kernel},
journal = {Phys. Lett. B},
fjournal = {Physics Letters. B. Particle Physics, Nuclear Physics and Cosmology},
volume = {305},
year = {1993},
number = {1-2},
pages = {115--118},
issn = {0370-2693},
mrclass = {82B41 (82B20)},
mrnumber = {1215903},
doi = {10.1016/0370-2693(93)91114-3},
url = {https://doi.org/10.1016/0370-2693(93)91114-3}
}
@article{tracy.widom:94:fredholm,
author = {Tracy, Craig A. and Widom, Harold},
title = {Fredholm determinants, differential equations and matrix models},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {163},
year = {1994},
number = {1},
pages = {33--72},
issn = {0010-3616},
mrclass = {82B05 (33C90 47A75 47G10 47N55 82B10)},
mrnumber = {1277933},
mrreviewer = {Peter J. Forrester},
url = {http://projecteuclid.org/euclid.cmp/1104270379}
}
@article{tracy.widom:94:level,
author = {Tracy, Craig A. and Widom, Harold},
title = {Level spacing distributions and the {B}essel kernel},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {161},
year = {1994},
number = {2},
pages = {289--309},
issn = {0010-3616},
mrclass = {82B05 (33C90 47A75 47G10 47N55 82B10)},
mrnumber = {1266485},
mrreviewer = {Estelle L. Basor},
url = {http://projecteuclid.org/euclid.cmp/1104269903}
}
@article{tracy.widom:94:level-spacing,
author = {Tracy, Craig A. and Widom, Harold},
title = {Level-spacing distributions and the {A}iry kernel},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {159},
year = {1994},
number = {1},
pages = {151--174},
issn = {0010-3616},
mrclass = {82B05 (33C90 47A75 47G10 47N55 82B10)},
mrnumber = {1257246},
mrreviewer = {Estelle L. Basor},
url = {http://projecteuclid.org/euclid.cmp/1104254495}
}
@incollection{tracy.widom:95:systems,
author = {Tracy, C. A. and Widom, H.},
title = {Systems of partial differential equations for a class of operator determinants},
booktitle = {Partial differential operators and mathematical physics ({H}olzhau, 1994)},
series = {Oper. Theory Adv. Appl.},
volume = {78},
pages = {381--388},
publisher = {Birkh\"{a}user, Basel},
year = {1995},
mrclass = {47G10 (35Q99 82B05)},
mrnumber = {1365352},
mrreviewer = {Peter J. Forrester}
}
@article{tracy.widom:96:fredholm,
author = {Tracy, Craig A. and Widom, Harold},
title = {Fredholm determinants and the m{K}d{V}/sinh-{G}ordon hierarchies},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {179},
year = {1996},
number = {1},
pages = {1--9},
issn = {0010-3616},
mrclass = {58F07 (35Q53)},
mrnumber = {1395215},
mrreviewer = {Alexander V. Shapovalov},
url = {http://projecteuclid.org/euclid.cmp/1104286868}
}
@article{tracy.widom:96:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On orthogonal and symplectic matrix ensembles},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {177},
year = {1996},
number = {3},
pages = {727--754},
issn = {0010-3616},
mrclass = {82B44 (15A52 47N55 60H25)},
mrnumber = {1385083},
mrreviewer = {Oleksiy Khorunzhiy},
url = {http://projecteuclid.org/euclid.cmp/1104286442}
}
@article{tracy.widom:96:proofs,
author = {Tracy, C. A. and Widom, H.},
title = {Proofs of two conjectures related to the thermodynamic {B}ethe ansatz},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {179},
year = {1996},
number = {3},
pages = {667--680},
issn = {0010-3616},
mrclass = {82B23 (45P05 81T40)},
mrnumber = {1400757},
mrreviewer = {Rinat M. Kashaev},
url = {http://projecteuclid.org/euclid.cmp/1104287120}
}
@article{tracy.widom:97:on,
author = {Tracy, Craig A. and Widom, Harold},
title = {On exact solutions to the cylindrical {P}oisson-{B}oltzmann equation with applications to polyelectrolytes},
journal = {Phys. A},
fjournal = {Physica A},
volume = {244},
year = {1997},
number = {1-4},
pages = {402--413},
issn = {0378-4371},
mrclass = {82D99 (58F40 81V55)},
mrnumber = {1612163},
mrreviewer = {Vitor R. Vieira},
doi = {10.1016/S0378-4371(97)00229-X},
url = {https://doi.org/10.1016/S0378-4371(97)00229-X}
}
@inproceedings{tracy.widom:97:thermodynamic,
author = {Tracy, Craig A. and Widom, Harold},
title = {The thermodynamic {B}ethe ansatz and a connection with {P}ainlev\'{e} equations},
booktitle = {Proceedings of the {C}onference on {E}xactly {S}oluble {M}odels in {S}tatistical {M}echanics: {H}istorical {P}erspectives and {C}urrent {S}tatus ({B}oston, {MA}, 1996)},
journal = {Internat. J. Modern Phys. B},
fjournal = {International Journal of Modern Physics B},
volume = {11},
year = {1997},
number = {1-2},
pages = {69--74},
issn = {0217-9792},
mrclass = {82B23 (45A05 45G10)},
mrnumber = {1435056},
doi = {10.1142/S0217979297000095},
url = {https://doi.org/10.1142/S0217979297000095}
}
@article{tracy.widom:98:asymptotics,
author = {Tracy, Craig A. and Widom, Harold},
title = {Asymptotics of a class of solutions to the cylindrical {T}oda equations},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {190},
year = {1998},
number = {3},
pages = {697--721},
issn = {0010-3616},
mrclass = {35Q99 (47G10 47N20 58F19)},
mrnumber = {1600492},
mrreviewer = {Spyridon Kamvissis},
doi = {10.1007/s002200050257},
url = {https://doi.org/10.1007/s002200050257}
}
@article{tracy.widom:98:correlation,
author = {Tracy, Craig A. and Widom, Harold},
title = {Correlation functions, cluster functions, and spacing distributions for random matrices},
journal = {J. Statist. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {92},
year = {1998},
number = {5-6},
pages = {809--835},
issn = {0022-4715},
mrclass = {82B44 (82B41)},
mrnumber = {1657844},
mrreviewer = {Estelle L. Basor},
doi = {10.1023/A:1023084324803},
url = {https://doi.org/10.1023/A:1023084324803}
}
@incollection{tracy.widom:99:asymptotics,
author = {Tracy, Craig A. and Widom, Harold},
title = {Asymptotics of a class of {F}redholm determinants},
booktitle = {Spectral problems in geometry and arithmetic ({I}owa {C}ity, {IA}, 1997)},
series = {Contemp. Math.},
volume = {237},
pages = {167--174},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1999},
mrclass = {47G10 (34E05 37K60 47B35 82B41)},
mrnumber = {1710795},
doi = {10.1090/conm/237/1710795},
url = {https://doi.org/10.1090/conm/237/1710795}
}
@article{tracy.widom:99:random,
author = {Tracy, Craig A. and Widom, Harold},
title = {Random unitary matrices, permutations and {P}ainlev\'{e}},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {207},
year = {1999},
number = {3},
pages = {665--685},
issn = {0010-3616},
mrclass = {15A52 (33E17 34M55 60C05 60F99)},
mrnumber = {1727236},
doi = {10.1007/s002200050741},
url = {https://doi.org/10.1007/s002200050741}
}
@incollection{tracy.widom:99:universality,
author = {Tracy, Craig A. and Widom, Harold},
title = {Universality of the distribution functions of random matrix theory},
booktitle = {Statistical physics on the eve of the 21st century},
series = {Ser. Adv. Statist. Mech.},
volume = {14},
pages = {230--239},
publisher = {World Sci. Publ., River Edge, NJ},
year = {1999},
mrclass = {82B41 (82-02)},
mrnumber = {1704004}
}
@article{tracy:85:complete,
author = {Tracy, Craig A.},
title = {Complete integrability in statistical mechanics and the {Y}ang-{B}axter equations},
journal = {Phys. D},
fjournal = {Physica D. Nonlinear Phenomena},
volume = {14},
year = {1985},
number = {2},
pages = {253--264},
issn = {0167-2789},
mrclass = {82A05 (58F07 82A68)},
mrnumber = {784957},
mrreviewer = {Anatoliy Prykarpatsky},
doi = {10.1016/0167-2789(85)90183-6},
url = {https://doi.org/10.1016/0167-2789(85)90183-6}
}
@article{tracy:85:embedded,
author = {Tracy, Craig A.},
title = {Embedded elliptic curves and the {Y}ang-{B}axter equations},
journal = {Phys. D},
fjournal = {Physica D. Nonlinear Phenomena},
volume = {16},
year = {1985},
number = {2},
pages = {203--220},
issn = {0167-2789},
mrclass = {58F07 (14K25 82A05 82A68)},
mrnumber = {796270},
mrreviewer = {L. A. Takhtajan (Takhtadzhyan)},
doi = {10.1016/0167-2789(85)90058-2},
url = {https://doi.org/10.1016/0167-2789(85)90058-2}
}
@article{tracy:86:zn,
author = {Tracy, Craig A.},
title = {{$Z_n$} {B}axter model: critical behavior},
journal = {J. Statist. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {44},
year = {1986},
number = {1-2},
pages = {183--191},
issn = {0022-4715},
mrclass = {82A67 (82A25 82A68)},
mrnumber = {854403},
mrreviewer = {Paul A. Pearce},
doi = {10.1007/BF01010910},
url = {https://doi.org/10.1007/BF01010910}
}
@article{tracy:87:emerging,
author = {Tracy, Craig A.},
title = {The emerging role of number theory in exactly solvable models in lattice statistical mechanics},
journal = {Phys. D},
fjournal = {Physica D. Nonlinear Phenomena},
volume = {25},
year = {1987},
number = {1-3},
pages = {1--19},
issn = {0167-2789},
mrclass = {82A68 (11F03 11F27 58F40 58G40 82-02 82A69)},
mrnumber = {887458},
mrreviewer = {L. A. Takhtajan (Takhtadzhyan)},
doi = {10.1016/0167-2789(87)90094-7},
url = {https://doi.org/10.1016/0167-2789(87)90094-7}
}
@article{tracy:88:universality,
author = {Tracy, Craig A.},
title = {Universality classes of some aperiodic {I}sing models},
journal = {J. Phys. A},
fjournal = {Journal of Physics. A. Mathematical and General},
volume = {21},
year = {1988},
number = {11},
pages = {L603--L605},
issn = {0305-4470},
mrclass = {82A68 (82-04 82A25)},
mrnumber = {953188},
url = {http://stacks.iop.org/0305-4470/21/L603}
}
@article{tracy:88:universality*1,
author = {Tracy, Craig A.},
title = {Universality class of a {F}ibonacci {I}sing model},
journal = {J. Statist. Phys.},
fjournal = {Journal of Statistical Physics},
volume = {51},
year = {1988},
number = {3-4},
pages = {481--490},
issn = {0022-4715},
mrclass = {82A68},
mrnumber = {952944},
mrreviewer = {Peter J. Forrester},
doi = {10.1007/BF01028467},
url = {https://doi.org/10.1007/BF01028467}
}
@incollection{tracy:89:introduction,
author = {Tracy, Craig A.},
title = {Introduction to exactly solvable models in statistical mechanics},
booktitle = {Theta functions---{B}owdoin 1987, {P}art 1 ({B}runswick, {ME}, 1987)},
series = {Proc. Sympos. Pure Math.},
volume = {49},
pages = {355--375},
publisher = {Amer. Math. Soc., Providence, RI},
year = {1989},
mrclass = {82A05 (11P57 58F07 82A68 82A69)},
mrnumber = {1013141}
}
@article{tracy:89:monodromy,
author = {Tracy, Craig A.},
title = {Monodromy preserving deformation theory of the {K}lein-{G}ordon equation in the hyperbolic plane},
journal = {Phys. D},
fjournal = {Physica D. Nonlinear Phenomena},
volume = {34},
year = {1989},
number = {3},
pages = {347--365},
issn = {0167-2789},
mrclass = {35Q20 (58F19 58G25 81E99)},
mrnumber = {991293},
mrreviewer = {Anatoliy Prykarpatsky},
doi = {10.1016/0167-2789(89)90260-1},
url = {https://doi.org/10.1016/0167-2789(89)90260-1}
}
@incollection{tracy:90:monodromy,
author = {Tracy, Craig A.},
title = {Monodromy preserving deformation of linear ordinary and partial differential equations},
booktitle = {Solitons in physics, mathematics, and nonlinear optics ({M}inneapolis, {MN}, 1988--89)},
series = {IMA Vol. Math. Appl.},
volume = {25},
pages = {165--174},
publisher = {Springer, New York},
year = {1990},
mrclass = {58F07 (34A30 35Q51)},
mrnumber = {1060544},
mrreviewer = {Allan P. Fordy},
doi = {10.1007/978-1-4613-9033-6\_9},
url = {https://doi.org/10.1007/978-1-4613-9033-6_9}
}
@article{tracy:91:asymptotics,
author = {Tracy, Craig A.},
title = {Asymptotics of a {$\tau$}-function arising in the two-dimensional {I}sing model},
journal = {Comm. Math. Phys.},
fjournal = {Communications in Mathematical Physics},
volume = {142},
year = {1991},
number = {2},
pages = {297--311},
issn = {0010-3616},
mrclass = {82B20 (82B23)},
mrnumber = {1137066},
mrreviewer = {Edward P. Osipov},
url = {http://projecteuclid.org/euclid.cmp/1104248587}
}
@article{trauthwein:22:quantitative,
title = {Quantitative CLTs on the Poisson space via Skorohod estimates and $p$-Poincar� inequalities},
author = {Tara Trauthwein},
year = {2022},
month = {December},
journal = {preprint arXiv:2212.03782},
url = {http://arXiv.org/abs/2212.03782}
}
@book{treves:22:analytic,
author = {Treves, Fran\c{c}ois},
title = {Analytic partial differential equations},
series = {Grundlehren der mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]},
volume = {359},
publisher = {Springer, Cham},
year = {[2022] \copyright 2022},
pages = {xiii+1228},
isbn = {978-3-030-94054-6; 978-3-030-94055-3},
mrclass = {35-02 (35A01 35A09 35A10 46-02)},
mrnumber = {4436039},
doi = {10.1007/978-3-030-94055-3},
url = {https://doi.org/10.1007/978-3-030-94055-3}
}
@book{treves:75:basic,
author = {Tr\`eves, Fran\c{c}ois},
title = {Basic linear partial differential equations},
series = {Pure and Applied Mathematics, Vol. 62},
publisher = {Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London},
year = {1975},
pages = {xvii+470},
mrclass = {35-02},
mrnumber = {0447753},
mrreviewer = {Jeffrey Rauch}
}
@article{tribe:95:large,
author = {Tribe, Roger},
title = {Large time behavior of interface solutions to the heat equation with {F}isher-{W}right white noise},
journal = {Probab. Theory Related Fields},
fjournal = {Probability Theory and Related Fields},
volume = {102},
year = {1995},
number = {3},
pages = {289--311},
issn = {0178-8051},
mrclass = {60H15 (60G60)},
mrnumber = {1339735},
mrreviewer = {Robert C. Dalang},
doi = {10.1007/BF01192463},
url = {https://doi.org/10.1007/BF01192463}
}
@article{tribe:96:travelling,
author = {Tribe, Roger},
title = {A travelling wave solution to the {K}olmogorov equation with noise},
journal = {Stochastics Stochastics Rep.},
fjournal = {Stochastics and Stochastics Reports},
volume = {56},
year = {1996},
number = {3-4},
pages = {317--340},
issn = {1045-1129},
mrclass = {60H15 (35K55 35R60)},
mrnumber = {1396765},
mrreviewer = {Isamu D\^{o}ku},
doi = {10.1080/17442509608834047},
url = {https://doi.org/10.1080/17442509608834047}
}
@book{tricomi:85:integral,
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url = {https://doi.org/10.1016/j.jde.2010.02.008}
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url = {https://doi.org/10.1080/03605300903473426}
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volume = {33},
year = {2010},
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issn = {0170-4214},
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doi = {10.1002/mma.1146},
url = {https://doi.org/10.1002/mma.1146}
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year = {2011},
number = {2},
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issn = {0022-247X},
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mrnumber = {2825180},
mrreviewer = {Youshan Tao},
doi = {10.1016/j.jmaa.2011.05.057},
url = {https://doi.org/10.1016/j.jmaa.2011.05.057}
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title = {Global solutions in a fully parabolic chemotaxis system with singular sensitivity},
journal = {Math. Methods Appl. Sci.},
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volume = {34},
year = {2011},
number = {2},
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issn = {0170-4214},
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doi = {10.1002/mma.1346},
url = {https://doi.org/10.1002/mma.1346}
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@article{winkler:13:finite-time,
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title = {Finite-time blow-up in the higher-dimensional parabolic-parabolic {K}eller-{S}egel system},
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year = {2013},
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doi = {10.1016/j.matpur.2013.01.020},
url = {https://doi.org/10.1016/j.matpur.2013.01.020}
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@article{winkler:14:global,
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volume = {257},
year = {2014},
number = {4},
pages = {1056--1077},
issn = {0022-0396},
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mrreviewer = {Philippe Lauren\c{c}ot},
doi = {10.1016/j.jde.2014.04.023},
url = {https://doi.org/10.1016/j.jde.2014.04.023}
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year = {2014},
number = {5},
pages = {809--855},
issn = {0938-8974},
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mrreviewer = {Christopher P. Grant},
doi = {10.1007/s00332-014-9205-x},
url = {https://doi.org/10.1007/s00332-014-9205-x}
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@article{winkler:15:boundedness,
author = {Winkler, Michael},
title = {Boundedness and large time behavior in a three-dimensional chemotaxis-{S}tokes system with nonlinear diffusion and general sensitivity},
journal = {Calc. Var. Partial Differential Equations},
fjournal = {Calculus of Variations and Partial Differential Equations},
volume = {54},
year = {2015},
number = {4},
pages = {3789--3828},
issn = {0944-2669},
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mrnumber = {3426095},
mrreviewer = {Reinhard Redlinger},
doi = {10.1007/s00526-015-0922-2},
url = {https://doi.org/10.1007/s00526-015-0922-2}
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@article{winkler:16:global,
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title = {Global weak solutions in a three-dimensional chemotaxis--{N}avier-{S}tokes system},
journal = {Ann. Inst. H. Poincar\'{e} C Anal. Non Lin\'{e}aire},
fjournal = {Annales de l'Institut Henri Poincar\'{e} C. Analyse Non Lin\'{e}aire},
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year = {2016},
number = {5},
pages = {1329--1352},
issn = {0294-1449},
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mrreviewer = {Emil Wiedemann},
doi = {10.1016/j.anihpc.2015.05.002},
url = {https://doi.org/10.1016/j.anihpc.2015.05.002}
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@article{winkler:16:two-dimensional,
author = {Winkler, Michael},
title = {The two-dimensional {K}eller-{S}egel system with singular sensitivity and signal absorption: global large-data solutions and their relaxation properties},
journal = {Math. Models Methods Appl. Sci.},
fjournal = {Mathematical Models and Methods in Applied Sciences},
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year = {2016},
number = {5},
pages = {987--1024},
issn = {0218-2025},
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mrreviewer = {Youshan Tao},
doi = {10.1142/S0218202516500238},
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@article{winkler:17:emergence,
author = {Winkler, Michael},
title = {Emergence of large population densities despite logistic growth restrictions in fully parabolic chemotaxis systems},
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year = {2017},
number = {7},
pages = {2777--2793},
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url = {https://doi.org/10.3934/dcdsb.2017135}
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title = {How far do chemotaxis-driven forces influence regularity in the {N}avier-{S}tokes system?},
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mrreviewer = {J\"{u}rgen Socolowsky},
doi = {10.1090/tran/6733},
url = {https://doi.org/10.1090/tran/6733}
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@article{winkler:18:does,
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title = {Does fluid interaction affect regularity in the three-dimensional {K}eller-{S}egel system with saturated sensitivity?},
journal = {J. Math. Fluid Mech.},
fjournal = {Journal of Mathematical Fluid Mechanics},
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url = {https://doi.org/10.1007/s00021-018-0395-0}
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@article{winkler:18:finite-time,
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title = {Finite-time blow-up in low-dimensional {K}eller-{S}egel systems with logistic-type superlinear degradation},
journal = {Z. Angew. Math. Phys.},
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year = {2018},
number = {2},
pages = {Paper No. 69, 40},
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url = {https://doi.org/10.1007/s00033-018-0935-8}
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title = {Renormalized radial large-data solutions to the higher-dimensional {K}eller-{S}egel system with singular sensitivity and signal absorption},
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@article{zabczyk:70:sur,
author = {Zabczyk, J.},
title = {Sur la th\'{e}orie semi-classique du potentiel pour les processus \`a accroissements ind\'{e}pendants},
journal = {Studia Math.},
fjournal = {Polska Akademia Nauk. Instytut Matematyczny. Studia Mathematica},
volume = {35},
year = {1970},
pages = {227--247},
issn = {0039-3223,1730-6337},
mrclass = {60.62},
mrnumber = {267643},
mrreviewer = {J.\ A.\ Beekman},
doi = {10.4064/sm-35-3-227-247},
url = {https://doi.org/10.4064/sm-35-3-227-247}
}
@article{zabczyk:72:mathematical,
author = {Zabczyk, Jerzy},
title = {A mathematical correction problem},
journal = {Kybernetika (Prague)},
fjournal = {Kybernetika},
volume = {8},
year = {1972},
pages = {317--322},
issn = {0023-5954,1805-949X},
mrclass = {93E20},
mrnumber = {339879},
mrreviewer = {R.\ S.\ Bucy}
}
@article{zabczyk:72:on,
author = {Zabczyk, J.},
title = {On some integral equation},
journal = {Colloq. Math.},
fjournal = {Colloquium Mathematicum},
volume = {25},
year = {1972},
pages = {315--318},
issn = {0010-1354,1730-6302},
mrclass = {45A05},
mrnumber = {326321},
mrreviewer = {M.\ Rossler},
doi = {10.4064/cm-25-2-315-318},
url = {https://doi.org/10.4064/cm-25-2-315-318}
}
@article{zabczyk:73:optimal,
author = {Zabczyk, J.},
title = {Optimal control by means of switchings},
journal = {Studia Math.},
fjournal = {Polska Akademia Nauk. Instytut Matematyczny. Studia Mathematica},
volume = {45},
year = {1973},
pages = {161--171},
issn = {0039-3223,1730-6337},
mrclass = {93E20},
mrnumber = {441528},
doi = {10.4064/sm-45-2-161-171},
url = {https://doi.org/10.4064/sm-45-2-161-171}
}
@article{zabczyk:73:remarks,
author = {Zabczyk, J.},
title = {Remarks on stochastic derivation},
journal = {Bull. Acad. Polon. Sci. S\'{e}r. Sci. Math. Astronom. Phys.},
fjournal = {Bulletin de l'Acad\'{e}mie Polonaise des Sciences. S\'{e}rie des Sciences Math\'{e}matiques, Astronomiques et Physiques},
volume = {21},
year = {1973},
pages = {263--269},
issn = {0001-4117},
mrclass = {60H99},
mrnumber = {321182},
mrreviewer = {M.\ Cs\"{o}rg\H{o}}
}
@incollection{zabczyk:73:stochastic,
author = {Zabczyk, J.},
title = {Stochastic control with at most denumerable number of corrections},
booktitle = {Fifth {C}onference on {O}ptimization {T}echniques ({R}ome, 1973), {P}art {I}},
series = {Lecture Notes in Comput. Sci.},
volume = {Vol. 3},
pages = {370--374},
publisher = {Springer, Berlin-New York},
year = {1973},
mrclass = {93E20},
mrnumber = {456882}
}
@article{zabczyk:74:remarks,
author = {Zabczyk, J.},
title = {Remarks on the control of discrete-time distributed parameter systems},
journal = {SIAM J. Control},
fjournal = {SIAM J. Control},
volume = {12},
year = {1974},
pages = {721--735},
mrclass = {49A25 (93C55)},
mrnumber = {410506},
mrreviewer = {R.\ N. P. Singh}
}
@incollection{zabczyk:75:note,
author = {Zabczyk, J.},
title = {A note on semipolar sets for processes with independent increments},
booktitle = {Probability---{W}inter {S}chool ({P}roc. {F}ourth {W}inter {S}chool, {K}arpacz, 1975)},
series = {Lecture Notes in Math.},
volume = {Vol. 472},
pages = {277--283},
publisher = {Springer, Berlin-New York},
year = {1975},
mrclass = {60J30},
mrnumber = {394895},
mrreviewer = {Jacques\ Az\'{e}ma}
}
@article{zabczyk:75:note*1,
author = {Zabczyk, Jerzy},
title = {A note on the exponential stability of a matrix {R}iccati equation of stochastic control},
journal = {Kybernetika (Prague)},
fjournal = {Kybernetika},
volume = {11},
year = {1975},
number = {3},
pages = {218--222},
issn = {0023-5954,1805-949X},
mrclass = {34D05 (93E20)},
mrnumber = {393693},
mrreviewer = {Ruth\ Curtain}
}
@article{zabczyk:75:note*2,
author = {Zabczyk, J.},
title = {A note on {$C\sb{0}$}-semigroups},
journal = {Bull. Acad. Polon. Sci. S\'{e}r. Sci. Math. Astronom. Phys.},
fjournal = {Bulletin de l'Acad\'{e}mie Polonaise des Sciences. S\'{e}rie des Sciences Math\'{e}matiques, Astronomiques et Physiques},
volume = {23},
year = {1975},
number = {8},
pages = {895--898},
issn = {0001-4117},
mrclass = {47D05},
mrnumber = {383144},
mrreviewer = {Marshall\ Slemrod}
}
@article{zabczyk:75:on,
author = {Zabczyk, Jerzy},
title = {On optimal stochastic control of discrete-time systems in {H}ilbert space},
journal = {SIAM J. Control},
fjournal = {SIAM J. Control},
volume = {13},
year = {1975},
number = {6},
pages = {1217--1234},
mrclass = {93E20},
mrnumber = {384291},
mrreviewer = {Ruth\ Curtain}
}
@article{zabczyk:75:remarks,
author = {Zabczyk, J.},
title = {Remarks on the algebraic {R}iccati equation in {H}ilbert space},
journal = {Appl. Math. Optim.},
fjournal = {Applied Mathematics and Optimization},
volume = {2},
year = {1975/76},
number = {3},
pages = {251--258},
issn = {0095-4616,1432-0606},
mrclass = {93C25 (47A50 49A25 93B05)},
mrnumber = {479550},
doi = {10.1007/BF01464270},
url = {https://doi.org/10.1007/BF01464270}
}
@incollection{zabczyk:76:introduction,
author = {Zabczyk, J.},
title = {An introduction to probability theory},
booktitle = {Control theory and topics in functional analysis ({I}nternat. {S}em., {I}nternat. {C}entre {T}heoret. {P}hys., {T}rieste, 1974), {V}ol. {I}},
pages = {418--462},
publisher = {Internat. Atomic Energy Agency, Vienna},
year = {1976},
mrclass = {60-01 (60G35 93EXX)},
mrnumber = {517120}
}
@incollection{zabczyk:76:stochastic,
author = {Zabczyk, J.},
title = {Stochastic control of discrete-time systems},
booktitle = {Control theory and topics in functional analysis ({I}nternat. {S}em., {I}nternat. {C}entre {T}heoret. {P}hys., {T}rieste, 1974), {V}ol. {III}},
pages = {187--224},
publisher = {Internat. Atomic Energy Agency, Vienna},
year = {1976},
mrclass = {93E20},
mrnumber = {529600}
}
@article{zabczyk:77:infinite-dimensional,
author = {Zabczyk, Jerzy},
title = {Infinite-dimensional systems in control theory},
note = {With discussion},
journal = {Bull. Inst. Internat. Statist.},
fjournal = {Bulletin de l'Institut International de Statistique},
volume = {47},
year = {1977},
number = {2},
pages = {286--310, 311--314},
mrclass = {93C25 (93B05 93E20)},
mrnumber = {617581},
mrreviewer = {M.\ H. A. Davis}
}
@incollection{zabczyk:77:selection,
author = {Zabczyk, J.},
title = {A selection problem associated to a renewal process},
booktitle = {New trends in systems analysis ({P}roc. {I}nternat. {S}ympos., {V}ersailles, 1976)},
series = {Lect. Notes Control Inf. Sci.},
volume = {Vol. 2},
pages = {508--515},
publisher = {Springer, Berlin-New York},
year = {1977},
isbn = {3-540-08406-1},
mrclass = {60G40 (62L15)},
mrnumber = {488270},
mrreviewer = {S.\ M.\ Samuels}
}
@article{zabczyk:77:stability,
author = {Zabczyk, Jerzy},
title = {Stability properties of the discrete {R}iccati operator equation},
journal = {Kybernetika (Prague)},
fjournal = {Kybernetika},
volume = {13},
year = {1977},
number = {1},
pages = {1--10},
issn = {0023-5954,1805-949X},
mrclass = {93D99},
mrnumber = {453080},
mrreviewer = {K.\ B.\ Datta}
}
@article{zabczyk:78:on,
author = {Zabczyk, Jerzy},
title = {On decomposition of generators},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {16},
year = {1978},
number = {4},
pages = {523--534},
issn = {0363-0129},
mrclass = {47D05 (34G05)},
mrnumber = {512915},
mrreviewer = {H.\ O.\ Fattorini},
doi = {10.1137/0316035},
url = {https://doi.org/10.1137/0316035}
}
@incollection{zabczyk:78:semigroup,
author = {Zabczyk, Jerzy},
title = {A semigroup approach to boundary value control},
booktitle = {Control of distributed parameter systems ({P}roc. {S}econd {IFAC} {S}ympos., {C}oventry, 1977)},
pages = {99--107},
publisher = {IFAC, D\"{u}sseldorf},
year = {1978},
isbn = {0-08-022018-5},
mrclass = {93C99},
mrnumber = {534864},
mrreviewer = {Andrzej\ W.\ Olbrot}
}
@incollection{zabczyk:79:introduction,
author = {Zabczyk, J.},
title = {Introduction to the theory of optimal stopping},
booktitle = {Stochastic control theory and stochastic differential systems ({P}roc. {W}orkshop, {D}eutsch. {F}orschungsgemeinsch., {U}niv. {B}onn, {B}ad {H}onnef, 1979)},
series = {Lect. Notes Control Inf. Sci.},
volume = {16},
pages = {227--250},
publisher = {Springer, Berlin-New York},
year = {1979},
isbn = {3-540-09480-6},
mrclass = {60G40 (62L15)},
mrnumber = {547474}
}
@incollection{zabczyk:79:on,
author = {Zabczyk, Jerzy},
title = {On the stability of infinite-dimensional linear stochastic systems},
booktitle = {Probability theory ({P}apers, {VII}th {S}emester, {S}tefan {B}anach {I}nternat. {M}ath. {C}enter, {W}arsaw, 1976)},
series = {Banach Center Publ.},
volume = {5},
pages = {273--281},
publisher = {PWN, Warsaw},
year = {1979},
isbn = {83-01-01492-X},
mrclass = {93E15 (60H10)},
mrnumber = {561486},
mrreviewer = {T.\ K.\ Sirazetdinov}
}
@incollection{zabczyk:79:stabilization,
author = {Zabczyk, J.},
title = {Stabilization of boundary control systems},
booktitle = {International {S}ymposium on {S}ystems {O}ptimization and {A}nalysis ({R}ocquencourt, 1978)},
series = {Lect. Notes Control Inf. Sci.},
volume = {14},
pages = {321--332},
publisher = {Springer, Berlin-New York},
year = {1979},
isbn = {3-540-09447-4},
mrclass = {93D99 (93B05)},
mrnumber = {557355}
}
@article{zabczyk:80:erratum,
author = {Zabczyk, Jerzy},
title = {Erratum: ``{O}n decomposition of generators'' [{SIAM} {J}. {C}ontrol {O}ptim. {\bf 16} (1978), no. 4, 523--534; {MR} {\bf 58} \#23757]},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {18},
year = {1980},
number = {3},
pages = {325},
issn = {0363-0129},
mrclass = {47D05},
mrnumber = {569022},
doi = {10.1137/0318024},
url = {https://doi.org/10.1137/0318024}
}
@article{zabczyk:81:controllability,
author = {Zabczyk, Jerzy},
title = {Controllability of stochastic linear systems},
journal = {Systems Control Lett.},
fjournal = {Systems \& Control Letters},
volume = {1},
year = {1981/82},
number = {1},
pages = {25--31},
issn = {0167-6911,1872-7956},
mrclass = {93E99},
mrnumber = {667324},
doi = {10.1016/S0167-6911(81)80008-4},
url = {https://doi.org/10.1016/S0167-6911(81)80008-4}
}
@incollection{zabczyk:82:controllability,
author = {Zabczyk, J.},
title = {Controllability of stochastic systems},
booktitle = {Stochastic differential systems ({B}ad {H}onnef, 1982)},
series = {Lect. Notes Control Inf. Sci.},
volume = {43},
pages = {144--154},
publisher = {Springer, Berlin},
year = {1982},
isbn = {3-540-12061-0},
mrclass = {93E03},
mrnumber = {814113},
doi = {10.1007/BFb0044295},
url = {https://doi.org/10.1007/BFb0044295}
}
@article{zabczyk:83:stationary,
author = {Zabczyk, Jerzy},
title = {Stationary distribution for linear equations driven by general noise},
journal = {Bull. Polish Acad. Sci. Math.},
fjournal = {Bulletin of the Polish Academy of Sciences. Mathematics},
volume = {31},
year = {1983},
number = {3-4},
pages = {197--209},
issn = {0239-7269},
mrclass = {60H10 (60G10)},
mrnumber = {742808},
mrreviewer = {Ludwig\ Arnold}
}
@incollection{zabczyk:83:stopping,
author = {Zabczyk, J.},
title = {Stopping games and {D}irichlet spaces},
booktitle = {Control of distributed parameter systems, 1982 ({T}oulouse, 1982)},
pages = {413--417},
publisher = {IFAC, Laxenburg},
year = {1983},
isbn = {0-08-029361-1},
mrclass = {90D15 (49A60 60J45)},
mrnumber = {811257}
}
@inproceedings{zabczyk:84:stopping,
author = {Zabczyk, J.},
title = {Stopping problems in stochastic control},
booktitle = {Proceedings of the {I}nternational {C}ongress of {M}athematicians, {V}ol. 1, 2 ({W}arsaw, 1983)},
pages = {1425--1437},
publisher = {PWN, Warsaw},
year = {1984},
isbn = {83-01-05523-5},
mrclass = {60G40 (90C40 93E05)},
mrnumber = {804789},
mrreviewer = {P.\ Neumann}
}
@article{zabczyk:84:stopping*1,
author = {Zabczyk, J.},
title = {Stopping games for symmetric {M}arkov processes},
journal = {Probab. Math. Statist.},
fjournal = {Probability and Mathematical Statistics},
volume = {4},
year = {1984},
number = {2},
pages = {185--196},
issn = {0208-4147},
mrclass = {49A60 (60J45 93E05)},
mrnumber = {792784},
mrreviewer = {M.\ Fukushima}
}
@article{zabczyk:85:exit,
author = {Zabczyk, J.},
title = {Exit problem and control theory},
journal = {Systems Control Lett.},
fjournal = {Systems \& Control Letters},
volume = {6},
year = {1985},
number = {3},
pages = {165--172},
issn = {0167-6911},
mrclass = {93E15},
mrnumber = {801866},
mrreviewer = {Kimio Kanai},
doi = {10.1016/0167-6911(85)90036-2},
url = {https://doi.org/10.1016/0167-6911(85)90036-2}
}
@incollection{zabczyk:85:structural,
author = {Zabczyk, J.},
title = {Structural properties and limit behaviour of linear stochastic systems in {H}ilbert spaces},
booktitle = {Mathematical control theory},
series = {Banach Center Publ.},
volume = {14},
pages = {591--609},
publisher = {PWN, Warsaw},
year = {1985},
mrclass = {93E15 (93C25)},
mrnumber = {851253},
mrreviewer = {Akira Ichikawa}
}
@incollection{zabczyk:86:stability,
author = {Zabczyk, J.},
title = {Stability under small perturbations},
booktitle = {Stochastic differential systems ({B}ad {H}onnef, 1985)},
series = {Lect. Notes Control Inf. Sci.},
volume = {78},
pages = {362--367},
publisher = {Springer, Berlin},
year = {1986},
mrclass = {60H10 (58F11 58F30)},
mrnumber = {903058},
mrreviewer = {J. M. Stoyanov},
doi = {10.1007/BFb0041178},
url = {https://doi.org/10.1007/BFb0041178}
}
@incollection{zabczyk:87:exit,
author = {Zabczyk, J.},
title = {Exit problem for infinite-dimensional systems},
booktitle = {Stochastic partial differential equations and applications ({T}rento, 1985)},
series = {Lecture Notes in Math.},
volume = {1236},
pages = {239--257},
publisher = {Springer, Berlin},
year = {1987},
mrclass = {60H15 (58F25 58G32 60H10 93C25 93E20)},
mrnumber = {899307},
mrreviewer = {I. Gy\"{o}ngy},
doi = {10.1007/BFb0072894},
url = {https://doi.org/10.1007/BFb0072894}
}
@article{zabczyk:87:stable,
author = {Zabczyk, J.},
title = {Stable dynamical systems under small perturbations},
journal = {J. Math. Anal. Appl.},
fjournal = {Journal of Mathematical Analysis and Applications},
volume = {125},
year = {1987},
number = {2},
pages = {568--588},
issn = {0022-247X},
mrclass = {60H10 (34F05 58G32 60J60 93E03)},
mrnumber = {896181},
mrreviewer = {Ludwig Arnold},
doi = {10.1016/0022-247X(87)90107-7},
url = {https://doi.org/10.1016/0022-247X(87)90107-7}
}
@incollection{zabczyk:89:on,
author = {Zabczyk, J.},
title = {On large deviations for stochastic evolution equations},
booktitle = {Stochastic systems and optimization ({W}arsaw, 1988)},
series = {Lect. Notes Control Inf. Sci.},
volume = {136},
pages = {240--253},
publisher = {Springer, Berlin},
year = {1989},
mrclass = {60F10 (34F05 60H10)},
mrnumber = {1180783},
doi = {10.1007/BFb0002685},
url = {https://doi.org/10.1007/BFb0002685}
}
@article{zabczyk:89:some,
author = {Zabczyk, J.},
title = {Some comments on stabilizability},
journal = {Appl. Math. Optim.},
fjournal = {Applied Mathematics and Optimization},
volume = {19},
year = {1989},
number = {1},
pages = {1--9},
issn = {0095-4616},
mrclass = {93D15 (93C15 93D20)},
mrnumber = {955087},
mrreviewer = {Enrique Zuazua},
doi = {10.1007/BF01448189},
url = {https://doi.org/10.1007/BF01448189}
}
@inproceedings{zabczyk:89:some*1,
author = {Zabczyk, Jerzy},
title = {Some interplays between control theory and stochastic systems},
booktitle = {Proceedings of the 28th {IEEE} {C}onference on {D}ecision and {C}ontrol, {V}ol. 1--3 ({T}ampa, {FL}, 1989)},
pages = {229--231},
publisher = {IEEE, New York},
year = {1989},
mrclass = {93E03 (93C25)},
mrnumber = {1038935},
mrreviewer = {Akira Ichikawa}
}
@incollection{zabczyk:89:symmetric,
author = {Zabczyk, J.},
title = {Symmetric solutions of semilinear stochastic equations},
booktitle = {Stochastic partial differential equations and applications, {II} ({T}rento, 1988)},
series = {Lecture Notes in Math.},
volume = {1390},
pages = {237--256},
publisher = {Springer, Berlin},
year = {1989},
mrclass = {60H10 (60F10 60H15 60J25)},
mrnumber = {1019609},
mrreviewer = {Wlodzimierz Smolenski},
doi = {10.1007/BFb0083952},
url = {https://doi.org/10.1007/BFb0083952}
}
@incollection{zabczyk:91:law,
author = {Zabczyk, J.},
title = {Law equivalence of {O}rnstein-{U}hlenbeck processes},
booktitle = {Gaussian random fields ({N}agoya, 1990)},
series = {Ser. Probab. Statist.},
volume = {1},
pages = {420--432},
publisher = {World Sci. Publ., River Edge, NJ},
year = {1991},
mrclass = {60G30 (60H05 93E03)},
mrnumber = {1163628},
mrreviewer = {A. F. Gualtierotti}
}
@book{zabczyk:92:mathematical,
author = {Zabczyk, Jerzy},
title = {Mathematical control theory: an introduction},
series = {Systems \& Control: Foundations \& Applications},
publisher = {Birkh\"{a}user Boston, Inc., Boston, MA},
year = {1992},
pages = {x+260},
isbn = {0-8176-3645-5},
mrclass = {49-01 (34H05 47N70 49Kxx 93-01 93Bxx)},
mrnumber = {1193920}
}
@incollection{zabczyk:93:fractional,
author = {Zabczyk, J.},
title = {The fractional calculus and stochastic evolution equations},
booktitle = {Barcelona {S}eminar on {S}tochastic {A}nalysis ({S}t. {F}eliu de {G}u\'{i}xols, 1991)},
series = {Progr. Probab.},
volume = {32},
pages = {222--234},
publisher = {Birkh\"{a}user, Basel},
year = {1993},
mrclass = {60H15},
mrnumber = {1265052},
mrreviewer = {Jan I. Seidler}
}
@book{zabczyk:96:chance,
author = {Zabczyk, J.},
title = {Chance and decision},
series = {Scuola Normale Superiore di Pisa. Quaderni. [Publications of the Scuola Normale Superiore of Pisa]},
note = {Stochastic control in discrete time},
publisher = {Scuola Normale Superiore, Pisa},
year = {1996},
pages = {viii+191},
mrclass = {93E20 (60G35 90A05 93C55)},
mrnumber = {1678432},
mrreviewer = {George Yin}
}
@incollection{zabczyk:96:pricing,
author = {Zabczyk, Jerzy},
title = {Pricing options by dynamic programming},
booktitle = {Stochastic processes and related topics ({S}iegmundsberg, 1994)},
series = {Stochastics Monogr.},
volume = {10},
pages = {153--160},
publisher = {Gordon and Breach, Yverdon},
year = {1996},
mrclass = {90A09 (90C39)},
mrnumber = {1393504}
}
@article{zabczyk:97:stopping,
author = {Zabczyk, Jerzy},
title = {Stopping problems on {P}olish spaces},
journal = {Ann. Univ. Mariae Curie-Sk\l odowska Sect. A},
fjournal = {Annales Universitatis Mariae Curie-Sk\l odowska. Sectio A. Mathematica},
volume = {51},
year = {1997},
number = {1},
pages = {181--199},
issn = {0365-1029},
mrclass = {60G40 (90A09)},
mrnumber = {1610181},
mrreviewer = {Jak\v{s}a Cvitani\'{c}}
}
@article{zabczyk:99:infinite-dimensional,
author = {Zabczyk, J.},
title = {Infinite-dimensional diffusions in modelling and analysis},
journal = {Jahresber. Deutsch. Math.-Verein.},
fjournal = {Jahresbericht der Deutschen Mathematiker-Vereinigung},
volume = {101},
year = {1999},
number = {2},
pages = {47--59},
issn = {0012-0456},
mrclass = {35R15 (35R60 60J60)},
mrnumber = {1698550},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka}
}
@incollection{zabczyk:99:parabolic,
author = {Zabczyk, J.},
title = {Parabolic equations on {H}ilbert spaces},
booktitle = {Stochastic {PDE}'s and {K}olmogorov equations in infinite dimensions ({C}etraro, 1998)},
series = {Lecture Notes in Math.},
volume = {1715},
pages = {117--213},
publisher = {Springer, Berlin},
year = {1999},
mrclass = {35R15 (35R60 60H30 93E20)},
mrnumber = {1731796},
mrreviewer = {Andrzej Swiech},
doi = {10.1007/BFb0092419},
url = {https://doi.org/10.1007/BFb0092419}
}
@incollection{zabrodin:11:random,
author = {Zabrodin, A.},
title = {Random matrices and {L}aplacian growth},
booktitle = {The {O}xford handbook of random matrix theory},
pages = {802--823},
publisher = {Oxford Univ. Press, Oxford},
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@article{zhai.zhang:15:large,
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@article{zhai.zhang:20:2d,
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title = {2{D} stochastic chemotaxis-{N}avier-{S}tokes system},
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@article{zhang.lin.ea:22:two-dimensional,
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@article{zhang.ran:11:backward,
author = {Zhang, Tusheng and Ran, Qikang},
title = {Backward {SDE}s and {S}obolev solutions for semilinear parabolic {PDE}s with singular coefficients},
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@article{zhang.yang.ea:22:augmented,
author = {Zhang, Sheng and Yang, Xiu and Tindel, Samy and Lin, Guang},
title = {Augmented {G}aussian random field: theory and computation},
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number = {4},
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issn = {1937-1632,1937-1179},
mrclass = {60G15 (62D10)},
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doi = {10.3934/dcdss.2021098},
url = {https://doi.org/10.3934/dcdss.2021098}
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@article{zhang.yang:11:white,
author = {Zhang, Tusheng and Yang, Juan},
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@article{zhang.zhang.ea:92:modeling,
author = {Jun Zhang and Y.-C. Zhang and P. Alstr\o{}m and M.T. Levinsen},
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@article{zhang.zhang:21:quadratic,
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@article{zhang.zhao:07:stationary,
author = {Zhang, Qi and Zhao, Huaizhong},
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year = {2007},
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url = {https://doi.org/10.1016/j.jfa.2007.06.019}
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@article{zhang.zhu.ea:16:characteristic,
author = {Zhang, Jiansong and Zhu, Jiang and Zhang, Rongpei},
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journal = {Appl. Math. Comput.},
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year = {2016},
pages = {33--44},
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doi = {10.1016/j.amc.2016.01.021},
url = {https://doi.org/10.1016/j.amc.2016.01.021}
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@article{zhang.zhu.ea:16:operator,
author = {Zhang, Rongpei and Zhu, Jiang and Loula, Abimael F. D. and Yu, Xijun},
title = {Operator splitting combined with positivity-preserving discontinuous {G}alerkin method for the chemotaxis model},
journal = {J. Comput. Appl. Math.},
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mrreviewer = {Mohammad Asadzadeh},
doi = {10.1016/j.cam.2016.02.018},
url = {https://doi.org/10.1016/j.cam.2016.02.018}
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@article{zhang:06:lp-theory,
author = {Zhang, Xicheng},
title = {{$L^p$}-theory of semi-linear {SPDE}s on general measure spaces and applications},
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volume = {239},
year = {2006},
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doi = {10.1016/j.jfa.2006.01.014},
url = {https://doi.org/10.1016/j.jfa.2006.01.014}
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@article{zhang:07:large,
author = {Zhang, Tusheng},
title = {Large deviations for stochastic nonlinear beam equations},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {248},
year = {2007},
number = {1},
pages = {175--201},
issn = {0022-1236},
mrclass = {60H15 (35Q72 35R60 60F10 74H50 74K10)},
mrnumber = {2329687},
mrreviewer = {Bohdan Maslowski},
doi = {10.1016/j.jfa.2007.03.029},
url = {https://doi.org/10.1016/j.jfa.2007.03.029}
}
@article{zhang:07:regularities,
author = {Zhang, Xicheng},
title = {Regularities for semilinear stochastic partial differential equations},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {249},
year = {2007},
number = {2},
pages = {454--476},
issn = {0022-1236},
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mrnumber = {2345340},
mrreviewer = {Alexander M. Kolodiu{i}},
doi = {10.1016/j.jfa.2007.03.018},
url = {https://doi.org/10.1016/j.jfa.2007.03.018}
}
@article{zhang:08:euler,
author = {Zhang, Xicheng},
title = {Euler schemes and large deviations for stochastic {V}olterra equations with singular kernels},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {244},
year = {2008},
number = {9},
pages = {2226--2250},
issn = {0022-0396},
mrclass = {60H10 (60H35 65C30)},
mrnumber = {2413840},
mrreviewer = {Daniel Ocone},
doi = {10.1016/j.jde.2008.02.019},
url = {https://doi.org/10.1016/j.jde.2008.02.019}
}
@article{zhang:09:variational,
author = {Zhang, Tusheng},
title = {Variational inequalities and optimization for {M}arkov processes associated with semi-{D}irichlet forms},
journal = {SIAM J. Control Optim.},
fjournal = {SIAM Journal on Control and Optimization},
volume = {48},
year = {2009},
number = {3},
pages = {1743--1755},
issn = {0363-0129},
mrclass = {60J45 (31C25 49J40 60G40 60H99 60J99 93E20)},
mrnumber = {2516186},
mrreviewer = {Arie Leizarowitz},
doi = {10.1137/080737630},
url = {https://doi.org/10.1137/080737630}
}
@article{zhang:09:variational*1,
author = {Zhang, Xicheng},
title = {A variational representation for random functionals on abstract {W}iener spaces},
journal = {J. Math. Kyoto Univ.},
fjournal = {Journal of Mathematics of Kyoto University},
volume = {49},
year = {2009},
number = {3},
pages = {475--490},
issn = {0023-608X},
mrclass = {60H07 (60F10)},
mrnumber = {2583599},
doi = {10.1215/kjm/1260975036},
url = {https://doi.org/10.1215/kjm/1260975036}
}
@article{zhang:10:stochastic,
author = {Zhang, Xicheng},
title = {Stochastic {V}olterra equations in {B}anach spaces and stochastic partial differential equation},
journal = {J. Funct. Anal.},
fjournal = {Journal of Functional Analysis},
volume = {258},
year = {2010},
number = {4},
pages = {1361--1425},
issn = {0022-1236},
mrclass = {60H15 (60H20)},
mrnumber = {2565842},
mrreviewer = {Constantin Tudor},
doi = {10.1016/j.jfa.2009.11.006},
url = {https://doi.org/10.1016/j.jfa.2009.11.006}
}
@article{zhang:10:white,
author = {Zhang, Tusheng},
title = {White noise driven {SPDE}s with reflection: strong {F}eller properties and {H}arnack inequalities},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {33},
year = {2010},
number = {2},
pages = {137--151},
issn = {0926-2601},
mrclass = {60H15 (31C45)},
mrnumber = {2658979},
mrreviewer = {Nicolas Saintier},
doi = {10.1007/s11118-009-9162-4},
url = {https://doi.org/10.1007/s11118-009-9162-4}
}
@article{zhang:11:probabilistic,
author = {Zhang, Tusheng},
title = {A probabilistic approach to {D}irichlet problems of semilinear elliptic {PDE}s with singular coefficients},
journal = {Ann. Probab.},
fjournal = {The Annals of Probability},
volume = {39},
year = {2011},
number = {4},
pages = {1502--1527},
issn = {0091-1798},
mrclass = {60H30 (31B35 35A01 35A02 35J61 60H10)},
mrnumber = {2857248},
mrreviewer = {Zhongmin Qian},
doi = {10.1214/10-AOP591},
url = {https://doi.org/10.1214/10-AOP591}
}
@article{zhang:11:systems,
author = {Zhang, Tusheng},
title = {Systems of stochastic partial differential equations with reflection: existence and uniqueness},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {121},
year = {2011},
number = {6},
pages = {1356--1372},
issn = {0304-4149},
mrclass = {60H15 (35R60)},
mrnumber = {2794980},
mrreviewer = {Jan I. Seidler},
doi = {10.1016/j.spa.2011.02.003},
url = {https://doi.org/10.1016/j.spa.2011.02.003}
}
@article{zhang:12:large,
author = {Zhang, Tusheng},
title = {Large deviations for invariant measures of {SPDE}s with two reflecting walls},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {122},
year = {2012},
number = {10},
pages = {3425--3444},
issn = {0304-4149},
mrclass = {60H15 (60F10)},
mrnumber = {2956111},
mrreviewer = {Hendrik Weber},
doi = {10.1016/j.spa.2012.06.003},
url = {https://doi.org/10.1016/j.spa.2012.06.003}
}
@article{zhang:14:strong,
author = {Zhang, Tusheng},
title = {Strong convergence of {W}ong-{Z}akai approximations of reflected {SDE}s in a multidimensional general domain},
journal = {Potential Anal.},
fjournal = {Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis},
volume = {41},
year = {2014},
number = {3},
pages = {783--815},
issn = {0926-2601},
mrclass = {60H10 (60F17 60J55 60J60)},
mrnumber = {3264821},
mrreviewer = {Lijun Bo},
doi = {10.1007/s11118-014-9394-9},
url = {https://doi.org/10.1007/s11118-014-9394-9}
}
@article{zhang:16:lattice,
author = {Zhang, Tusheng},
title = {Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise},
journal = {Ann. Appl. Probab.},
fjournal = {The Annals of Applied Probability},
volume = {26},
year = {2016},
number = {6},
pages = {3602--3629},
issn = {1050-5164},
mrclass = {60H15 (60F05 60H35)},
mrnumber = {3582812},
mrreviewer = {Ciprian A. Tudor},
doi = {10.1214/16-AAP1186},
url = {https://doi.org/10.1214/16-AAP1186}
}
@article{zhang:19:stochastic,
author = {Zhang, Tusheng},
title = {Stochastic {B}urgers type equations with reflection: existence, uniqueness},
journal = {J. Differential Equations},
fjournal = {Journal of Differential Equations},
volume = {267},
year = {2019},
number = {8},
pages = {4537--4571},
issn = {0022-0396},
mrclass = {60H15 (35Q53 35R60 60J60)},
mrnumber = {3983045},
doi = {10.1016/j.jde.2019.05.008},
url = {https://doi.org/10.1016/j.jde.2019.05.008}
}
@article{zhang:90:replica,
title = {Replica scaling analysis of interfaces in random media},
author = {Zhang, Yi-Cheng},
journal = {Phys. Rev. B},
volume = {42},
issue = {7},
pages = {4897--4900},
numpages = {0},
year = {1990},
month = {Sep},
publisher = {American Physical Society},
doi = {10.1103/PhysRevB.42.4897},
url = {https://link.aps.org/doi/10.1103/PhysRevB.42.4897}
}
@article{zhao.zheng:18:global,
author = {Zhao, Xiangdong and Zheng, Sining},
title = {Global existence and asymptotic behavior to a chemotaxis-consumption system with singular sensitivity and logistic source},
journal = {Nonlinear Anal. Real World Appl.},
fjournal = {Nonlinear Analysis. Real World Applications. An International Multidisciplinary Journal},
volume = {42},
year = {2018},
pages = {120--139},
issn = {1468-1218},
mrclass = {35K51 (35B40 35K59 35Q92)},
mrnumber = {3773354},
doi = {10.1016/j.nonrwa.2017.12.007},
url = {https://doi.org/10.1016/j.nonrwa.2017.12.007}
}
@article{zhao:18:well-posedness,
author = {Zhao, Jihong},
title = {Well-posedness and {G}evrey analyticity of the generalized {K}eller-{S}egel system in critical {B}esov spaces},
journal = {Ann. Mat. Pura Appl. (4)},
fjournal = {Annali di Matematica Pura ed Applicata. Series IV},
volume = {197},
year = {2018},
number = {2},
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issn = {0373-3114},
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mrnumber = {3772916},
doi = {10.1007/s10231-017-0691-y},
url = {https://doi.org/10.1007/s10231-017-0691-y}
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@article{zheng.mu.ea:15:boundedness,
author = {Zheng, Pan and Mu, Chunlai and Hu, Xuegang and Tian, Ya},
title = {Boundedness of solutions in a chemotaxis system with nonlinear sensitivity and logistic source},
journal = {J. Math. Anal. Appl.},
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