Davar Khoshnevisan
- Analysis of the gradient of the solution to a stochastic heat equation\n via fractional Brownian motion
2014/06/19 by Mohammud Foondun, Foondun, Mohammud, Davar Khoshnevisan +3 · 5 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #47B80 #60G17 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Fractional Differential Equations Solutions #Mathematical Biology Tumor Growth #Nonlinear Partial Differential Equations #Primary. 60H15 #Probability (math.PR) #Secondary. 60H10 #Stochastic processes and financial applications
- On the multifractal local behavior of parabolic stochastic PDEs
2017/04/26 by Jingyu Huang, Davar Khoshnevisan, Huang, Jingyu +1 · 4 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals
- Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
2007/04/10 by Robert C. Dalang, Davar Khoshnevisan, Dalang, Robert C. +3 · 3 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stochastic processes and statistical mechanics
- Instantaneous everywhere-blowup of parabolic SPDEs
2023/05/15 by Mohammud Foondun, Foondun, Mohammud, Davar Khoshnevisan +3 · 6 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #60F05 #60H07 #60H15 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- On the Stochastic Heat Equation with Spatially-Colored Random forcing
2010/03/01 by Mohammud Foondun, Davar Khoshnevisan, Foondun, Mohammud +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Biology Tumor Growth
- Small-ball constants, and exceptional flat points of SPDEs
2023/12/10 by Davar Khoshnevisan, Khoshnevisan, Davar, Kunwoo Kim +3 · 5 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Geometric Analysis and Curvature Flows
- An Extreme-Value Analysis of the LIL for Brownian Motion
2004/11/17 by Davar Khoshnevisan, David A. Levin, Khoshnevisan, Davar +3 · 1 citation
Mathematics · #60F05 (Secondary) #60J65 (Primary) 60G70 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60F05 #msc:60G70 #msc:60J65
- On the chaotic character of the stochastic heat equation, II
2011/11/21 by Daniel Conus, Conus, Daniel, Mathew Joseph +5 · 1 citation
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Semi-discrete semi-linear parabolic SPDEs
2015/10/01 by Nicos Georgiou, Mathew Joseph, Davar Khoshnevisan +1 · 1 citation
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
2021/10/21 by Le Chen, Davar Khoshnevisan, David Nualart +1 · 2 citations
Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Random Matrices and Applications #Theoretical and Computational Physics
- Delocalization of a (1+1)-dimensional stochastic wave equation
2016/10/25 by Jingyu Huang, Huang, Jingyu, Davar Khoshnevisan +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #Differential Equations and Numerical Methods
- Dense blowup for parabolic SPDEs
2017/02/27 by Le Chen, Chen, Le, Jingyu Huang +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Strong invariance and noise-comparison principles for some parabolic\n stochastic PDEs
2014/04/28 by Mathew Joseph, Joseph, Mathew, Davar Khoshnevisan +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #35K57 (Secondary) #60H15 (Primary) #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics