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1

A Feynman-Kac-Type Formula for the Deterministic and Stochastic Wave Equations and Other P.D.E.'s

Robert C. Dalang, Carl Mueller and Roger Tribe

Journal:

Transactions of the American Mathematical Society

Année:

2008

Langue:

english

Fichier:

PDF, 1.53 MB

english, 2008

2

Equivalent martingale measures and no-arbitrage in stochastic securities market models

Dalang, Robert, Morton, Andrew, Willinger, Walter

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

1990

Langue:

english

Fichier:

PDF, 652 KB

english, 1990

3

Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions

Chen, Le, Dalang, Robert C.

Journal:

The Annals of Probability

Année:

2015

Langue:

english

Fichier:

PDF, 437 KB

english, 2015

4

Path properties of the solution to the stochastic heat equation with Lévy noise

Chong, Carsten, Dalang, Robert C., Humeau, Thomas

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Année:

2019

Langue:

english

Fichier:

PDF, 759 KB

english, 2019

5

Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions

Le Chen,Robert C. Dalang

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Année:

2014

Langue:

english

Fichier:

PDF, 374 KB

english, 2014

6

Advanced Problems: 6622-6624

Robert C. Dalang, Ernesto Bruno Cossi and K. A. Ross

Journal:

American Mathematical Monthly

Année:

1990

Langue:

english

Fichier:

PDF, 242 KB

english, 1990

7

Hitting Properties of Parabolic S.P.D.E.'s with Reflection

Robert C. Dalang, C. Mueller and L. Zambotti

Journal:

The Annals of Probability

Année:

2006

Langue:

english

Fichier:

PDF, 2.06 MB

english, 2006

8

Criteria for hitting probabilities with applications to systems of stochastic wave equations

Dalang, Robert C., Sanz-Solé, Marta

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 235 KB

english, 2010

9

Polarity of points for Gaussian random fields

Dalang, Robert C., Mueller, Carl, Xiao, Yimin

Journal:

The Annals of Probability

Année:

2017

Langue:

english

Fichier:

PDF, 423 KB

english, 2017

10

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

Dalang, Robert C., Pu, Fei

Journal:

Stochastic Processes and their Applications

Année:

2021

Fichier:

PDF, 1.89 MB

2021

11

A prediction problem for the Brownian sheet

Robert C. Dalang, Francesco Russo

Journal:

Journal of Multivariate Analysis

Année:

1988

Langue:

english

Fichier:

PDF, 1.29 MB

english, 1988

12

Regularity of the sample paths of a class of second-order spde's

Robert. C. Dalang, Marta Sanz-Solé

Journal:

Journal of Functional Analysis

Année:

2005

Langue:

english

Fichier:

PDF, 370 KB

english, 2005

13

Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise

Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart

Journal:

Probability Theory and Related Fields

Année:

2009

Langue:

english

Fichier:

PDF, 537 KB

english, 2009

14

The sharp Markov property of the Brownian sheet and related processes

Robert C. Dalang, John B. Walsh

Journal:

Acta Mathematica

Année:

1992

Langue:

english

Fichier:

PDF, 2.61 MB

english, 1992

15

Seminar on Stochastic Analysis, Random Fields and Applications || A Compactness Principle for Bounded Sequences of Martingales with Applications

Dalang, Robert C., Dozzi, Marco, Russo, Francesco

Année:

1999

Langue:

english

Fichier:

PDF, 3.80 MB

english, 1999

16

The stochastic wave equation in two spatial dimensions

Dalang, Robert C., Frangos, N. E.

Journal:

The Annals of Probability

Année:

1998

Langue:

english

Fichier:

PDF, 159 KB

english, 1998

17

Seminar on Stochastic Analysis, Random Fields and Applications V ||

Dalang, Robert C., Russo, Francesco, Dozzi, Marco

Année:

2008

Langue:

english

Fichier:

PDF, 6.05 MB

english, 2008

18

Seminar on Stochastic Analysis, Random Fields and Applications III || Classical Solutions for Kolmogorov Equations in Hilbert Spaces

Dalang, Robert C., Dozzi, Marco, Russo, Francesco

Année:

2002

Langue:

english

Fichier:

PDF, 1.21 MB

english, 2002

19

Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation

Chen, Le, Dalang, Robert C.

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Année:

2015

Langue:

english

Fichier:

PDF, 699 KB

english, 2015

20

Jordan Curves in the Level Sets of Additive Brownian Motion

Robert C. Dalang and T. Mountford

Journal:

Transactions of the American Mathematical Society

Année:

2001

Langue:

english

Fichier:

PDF, 1.37 MB

english, 2001

21

Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces

Robert C. Dalang

Journal:

Transactions of the American Mathematical Society

Année:

1989

Langue:

english

Fichier:

PDF, 1.60 MB

english, 1989

22

Non-Independence of Excursions of the Brownian Sheet and of Additive Brownian Motion

Robert C. Dalang and T. Mountford

Journal:

Transactions of the American Mathematical Society

Année:

2003

Langue:

english

Fichier:

PDF, 1.61 MB

english, 2003

23

Second-Order Hyperbolic S.P.D.E.'s Driven by Homogeneous Gaussian Noise on a Hyperplane

Robert C. Dalang and Olivier Lévêque

Journal:

Transactions of the American Mathematical Society

Année:

2006

Langue:

english

Fichier:

PDF, 2.29 MB

english, 2006

24

The Stochastic Wave Equation in Two Spatial Dimensions

Robert C. Dalang and N. E. Frangos

Journal:

The Annals of Probability

Année:

1998

Langue:

english

Fichier:

PDF, 1.46 MB

english, 1998

25

6622

Robert C. Dalang and Marcin E. Kuczma

Journal:

American Mathematical Monthly

Année:

1991

Langue:

english

Fichier:

PDF, 175 KB

english, 1991

26

A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s

Dalang, Robert C., Mueller, Carl, Tribe, Roger

Journal:

Transactions of the American Mathematical Society

Année:

2008

Langue:

english

Fichier:

PDF, 323 KB

english, 2008

27

Lévy processes and Lévy white noise as tempered distributions

Dalang, Robert C., Humeau, Thomas

Journal:

The Annals of Probability

Année:

2017

Langue:

english

Fichier:

PDF, 293 KB

english, 2017

28

Intermittency properties in a hyperbolic Anderson problem

Dalang, Robert C., Mueller, Carl

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Année:

2009

Fichier:

PDF, 241 KB

2009

29

On randomized stopping points and perfect graphs

Robert C Dalang, L.E Trotter Jr., D de Werra

Journal:

Journal of Combinatorial Theory, Series B

Année:

1988

Langue:

english

Fichier:

PDF, 1.34 MB

english, 1988

30

Obituary

Robert C. Dalang

Journal:

Expositiones Mathematicae

Année:

2008

Fichier:

PDF, 67 KB

2008

31

Stochastic integrals for spde’s: A comparison

Robert C. Dalang, Lluís Quer-Sardanyons

Journal:

Expositiones Mathematicae

Année:

2011

Langue:

english

Fichier:

PDF, 486 KB

english, 2011

32

Recurrent lines in two-parameter isotropic stable Lévy sheets

Robert C. Dalang, Davar Khoshnevisan

Journal:

Stochastic Processes and their Applications

Année:

2004

Langue:

english

Fichier:

PDF, 456 KB

english, 2004

33

Heinz Bauer (1928–2002)

Robert C. Dalang

Journal:

Expositiones Mathematicae

Année:

2002

Fichier:

PDF, 15 KB

2002

34

On infinite perfect graphs and randomized stopping points on the plane

Robert C. Dalang

Journal:

Probability Theory and Related Fields

Année:

1988

Langue:

english

Fichier:

PDF, 973 KB

english, 1988

35

Geography of the level sets of the Brownian sheet

Robert C. Dalang, John B. Walsh

Journal:

Probability Theory and Related Fields

Année:

1993

Langue:

english

Fichier:

PDF, 1.21 MB

english, 1993

36

The structure of a Brownian bubble

Robert C. Dalang, John B. Walsh

Journal:

Probability Theory and Related Fields

Année:

1993

Langue:

english

Fichier:

PDF, 1.40 MB

english, 1993

37

Points of increase of the Brownian sheet

Robert C. Dalang, T. Mountford

Journal:

Probability Theory and Related Fields

Année:

1997

Langue:

english

Fichier:

PDF, 321 KB

english, 1997

38

On Markov properties of Lévy waves in two dimensions

Robert C. Dalang, Qiang Hou

Journal:

Stochastic Processes and their Applications

Année:

1997

Langue:

english

Fichier:

PDF, 1.08 MB

english, 1997

39

Seminar on Stochastic Analysis, Random Fields and Applications IV || Optimal Portfolio in a Multiple-Priors Model

Dalang, Robert C., Dozzi, Marco, Russo, Francesco

Année:

2004

Langue:

english

Fichier:

PDF, 2.48 MB

english, 2004

40

Seminar on Stochastic Analysis, Random Fields and Applications || A Microscopic Model of Phase Field Type

Dalang, Robert C., Dozzi, Marco, Russo, Francesco

Année:

1999

Langue:

english

Fichier:

PDF, 840 KB

english, 1999

41

[Progress in Probability] Seminar on Stochastic Analysis, Random Fields and Applications V Volume 59 || Detection of Dynamical Systems from Noisy Multivariate Time Series

Dalang, Robert C., Russo, Francesco, Dozzi, Marco

Année:

2008

Langue:

english

Fichier:

PDF, 790 KB

english, 2008

42

Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension(k ge 1)

Robert C. Dalang, Davar Khoshnevisan…

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Année:

2013

Langue:

english

Fichier:

PDF, 517 KB

english, 2013

43

Hölder Continuity of Solutions of SPDEs with Reflection

Robert C. Dalang, Tusheng Zhang

Journal:

Communications in Mathematics and Statistics

Année:

2013

Langue:

english

Fichier:

PDF, 421 KB

english, 2013

44

Seminar on Stochastic Analysis, Random Fields and Applications VII ||

Dalang, Robert C., Dozzi, Marco, Russo, Francesco

Année:

2013

Langue:

english

Fichier:

PDF, 5.11 MB

english, 2013

45

Seminar on Stochastic Analysis, Random Fields and Applications VI || Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

Dalang, Robert, Dozzi, Marco, Russo, Francesco

Année:

2011

Langue:

english

Fichier:

PDF, 607 KB

english, 2011

46

Seminar on Stochastic Analysis, Random Fields and Applications VI ||

Dalang, Robert, Dozzi, Marco, Russo, Francesco

Année:

2011

Langue:

english

Fichier:

PDF, 5.48 MB

english, 2011

47

Potential theory for hyperbolic SPDEs

Nualart, Eulalia, Dalang, Robert C.

Journal:

The Annals of Probability

Année:

2004

Langue:

english

Fichier:

PDF, 382 KB

english, 2004

48

Optimal expulsion and optimal confinement of a Brownian particle with a switching cost

Dalang, Robert C., Vinckenbosch, Laura

Journal:

Stochastic Processes and their Applications

Année:

2014

Langue:

english

Fichier:

PDF, 447 KB

english, 2014

49

B || Second-Order Linear Hyperbolic SPDEs Driven by Isotropic Gaussian Noise on a Sphere

Robert C. Dalang and Olivier Lévêque

Journal:

The Annals of Probability

Année:

2004

Langue:

english

Fichier:

PDF, 2.34 MB

english, 2004

50

Moment bounds and asymptotics for the stochastic wave equation

Chen, Le, Dalang, Robert C.

Journal:

Stochastic Processes and their Applications

Année:

2015

Langue:

english

Fichier:

PDF, 366 KB

english, 2015