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Depósito Digital de Documentos de la UAB Encontrados 6 registros  La búsqueda tardó 0.01 segundos. 
1.
19 p, 556.7 KB Absolute Continuity of Solutions to Reaction-Diffusion Equations with Multiplicative Noise / Marinelli, Carlo (University College London. Department of Mathematics) ; Quer i Sardanyons, Lluís (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on L2(G), where G is an open bounded domain in ℝd with smooth boundary. [...]
2022 - 10.1007/s11118-021-09914-3
Potential Analysis, Vol. 57, Issue 2 (August 2022) , p. 243-261  
Registro completo - Creative Commons
2.
16 p, 196.4 KB Strong solutions for stochastic porous media equations with jumps / Barbu, Viorel ; Marinelli, Carlo ; Centre de Recerca Matemàtica
We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by locally square integrable martingales with stationary independent increments.
Centre de Recerca Matemàtica 2008 (Prepublicacions del Centre de Recerca Matemàtica ; 798)  
Registro completo - Creative Commons
3.
18 p, 235.2 KB Stochastic Fitzhugh-Nagumo equations on networks with impulsive noise / Bonaccorsi, Stefano ; Marinelli, Carlo ; Ziglio, Giacomo ; Centre de Recerca Matemàtica
Centre de Recerca Matemàtica 2007 (Prepublicacions del Centre de Recerca Matemàtica ; 780)  
Registro completo - Creative Commons
4.
18 p, 219.4 KB A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs / Marinelli, Carlo ; De Santis, Emilio ; Centre de Recerca Matemàtica
We introduce and study a class of infinite-horizon nonzero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions, the existence of a strategy that allows any player to eliminate losses after a finite random time. [...]
Centre de Recerca Matemàtica 2007 (Prepublicacions del Centre de Recerca Matemàtica ; 763)  
Registro completo - Creative Commons
5.
19 p, 234.8 KB Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise / Marinelli, Carlo ; Centre de Recerca Matemàtica
We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. [...]
Centre de Recerca Matemàtica 2007 (Prepublicacions del Centre de Recerca Matemàtica ; 759)  
Registro completo - Creative Commons
6.
29 p, 287.8 KB Variational inequalities in Hilbert spaces with measures and optimal stopping problems / Barbu, Viorel ; Marinelli, Carlo ; Centre de Recerca Matemàtica
We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. [...]
Centre de Recerca Matemàtica 2007 (Prepublicacions del Centre de Recerca Matemàtica ; 756)  
Registro completo - Creative Commons

Vea también: autores con nombres similares
1 Marinelli, Carla
1 Marinelli, Claudio
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