Related papers: Second order Lyapunov exponents for parabolic and …
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…
Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic…
In this paper, we study spatial averages for the parabolic Anderson model in the Skorohod sense driven by rough Gaussian noise, which is colored in space and time. We include the case of a fractional noise with Hurst parameters $H_0$ in…
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space…
In this paper, we consider an inference problem for the first order autoregressive process driven by a long memory stationary Gaussian process. Suppose that the covariance function of the noise can be expressed as $\abs{k}^{2H-2}$ times a…
In this article, we study the asymptotic behavior of the spatial integral of the solution to the hyperbolic Anderson model in dimension $d\leq 2$, as the domain of the integral gets large (for fixed time $t$). This equation is driven by a…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump L\'evy white noise in a finite-variance setting. Motivated by recent active research on limit theorems for stochastic partial…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
In this article, we study the asymptotic behaviour of the spatial integral $F_R(t)$ of the solution to the hyperbolic Anderson model in dimension $d=1$, driven by the L\'evy colored noise introduced in Balan and Jim\'enez (2026). We assume…
Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity $ \kappa > 0 $: $$ \partial_{t} u(t,x) = \kappa \Delta u(t,x) + \xi(t, x) u(t,x), \quad…
A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = \Delta…
We study the non-stationary Anderson parabolic problem on the lattice $Z^d$, i.e., the equation \begin{equation}\label{andersonmodel} \begin{aligned} \frac{\partial u}{\partial t} &=\varkappa \mathcal{A}u(t,x)+\xi_{t}(x)u(t,x) u(0,x)…
This article aims at a proper definition and resolution of the parabolic Anderson model on Heisenberg groups $\mathbf{H}_{n}$. This stochastic PDE is understood in a pathwise (Stratonovich) sense. We consider a noise which is smoother than…
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
We sharpen in this work the tools of paracontrolled calculus in order to provide a complete analysis of the parabolic Anderson model equation and Burgers system with multiplicative noise, in a $3$-dimensional Riemannian setting, in either…
In this paper, we study the {\it parabolic Anderson model} starting from the Dirac delta initial data: \[ \left(\frac{\partial}{\partial t} -\frac{\nu}{2}\frac{\partial^2}{\partial x^2} \right) u(t,x) = \lambda u(t,x) \dot{W}(t,x), \qquad…
In this paper, we consider fractional parabolic equation of the form $ \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x)$, where $-(-\Delta)^{\frac{\alpha}{2}}$ with $\alpha\in(0,2]$ is a fractional Laplacian and…