Chong, Carsten
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
2020/06/29 by Chong, Carsten, Dalang, Robert C. · 3 citations
#11M41 #46E35 #60F25 #60G17 #60H15 #FOS: Mathematics #Probability (math.PR)
- Extremes of the stochastic heat equation with additive Lévy noise
2022/03/11 by Carsten Chong, Chong, Carsten, Péter Kevei +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60F15 #60G51 #60G70 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Primary: 60H15 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #secondary: 60G17
- A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise
2022/04/01 by Carsten Chong, Chong, Carsten, Péter Kevei +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Complex Systems and Time Series Analysis