All Questions

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bF}{\mathbb{F}} \newcommand{\cF}{\mathcal{F}} \newcommand{\eps}{\...

Let $n$ be a positive integer, $s\in \mathbb{R}$, $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\ge 0},\mathbb{P})$ be a filtered probability space whose filtration supports and is generated by an $n$-...

Let $H$ be a separable $\mathbb R$-Hilbert space, $Q\in\mathfrak L(U)$ be nonnegative and self-adjoint with $\operatorname{tr}Q<\infty$ and $(W_t)_{t\ge0}$ be a $H$-valued Wiener process on a ...

I am currently investigating the domain of the infinitesimal generator of a reflected stochastic differential equation (for a smooth and bounded domain) with Lipschitz coefficients. Namely SDEs of the ...

Denote $E = C([0, 1])$. I am consider a 1-dimensional stochastic heat equation on $h$: $$\partial_tu(t, x) = \partial_x^2u(t, x) - V'(u(t, x)) + \dot{W}(t, x), \quad\text{ for all } (t, x) \in (0, \...