Publications (22)
Hitting properties of parabolic s.p.d.e.'s with reflection
Robert C. Dalang, C. Mueller, L. Zambotti
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
Le Chen, Robert C. Dalang
Critical Brownian sheet does not have double points
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart +2
Some non-linear s.p.d.e.'s that are second order in time
Robert C. Dalang, Carl Mueller
Hitting Probabilities for Systems of Non-Linear Stochastic Heat Equations with Additive Noise
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart
Hlder-Sobolev regularity of the solution to the stochastic wave equation in dimension 3
Robert C. Dalang, Marta Sanz-Solé
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $k\geq 1$
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart
The law of the supremum of a stable Lévy process with no negative jumps
Violetta Bernyk, Robert C. Dalang, Goran Peskir
Hitting probabilities for non-linear systems of stochastic waves
Robert C. Dalang, Marta Sanz-Solé
Optimal expulsion and optimal confinement of a Brownian particle with a switching cost
Robert C. Dalang, Laura Vinckenbosch
Regularity of the sample paths of a class of second order spde's
Robert C. Dalang, Marta Sanz-Solé
The right time to sell a stock whose price is driven by Markovian noise
Robert C. Dalang, M. -O. Hongler
Moments, Intermittency and Growth Indices for the Nonlinear Fractional Stochastic Heat Equation
Le Chen, Robert C. Dalang
Predicting the ultimate supremum of a stable Lévy process with no negative jumps
Violetta Bernyk, Robert C. Dalang, Goran Peskir
The nonlinear stochastic heat equation with rough initial data:a summary of some new results
Le Chen, Robert C. Dalang
Polarity of points for Gaussian random fields
Robert C. Dalang, Carl Mueller, Yimin Xiao
A Feynman-Kac-type formula for the deterministic and stochastic wave equations
Robert C. Dalang, Carl Mueller, Roger Tribe
A quickest detection problem with an observation cost
Robert C. Dalang, Albert N. Shiryaev
Criteria for hitting probabilities with applications to systems of stochastic wave equations
Robert C. Dalang, Marta Sanz-Solé
Stochastic integrals for spde's: a comparison
Robert C. Dalang, Lluis Quer-Sardanyons
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart
Moment bounds in spde's with application to the stochastic wave equation
Le Chen, Robert C. Dalang