Carles Rovira

On Lp-solutions of semilinear stochastic partial differential equations

We prove existence, uniqueness and comparison theorems for a class of parabolic semilinear stochastic partial differential equations with nonlinearities of polynomial growth in the case of several space dimension.

The law of the solution to a nonlinear hyperbolicSPDE

AbstractLet {

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

\dot W

Sharp Laplace Asymptotics for a Hyperbolic SPDE

s,t,(s,t∈ℝ+2} be a white noise on ℝ+2. We consider the hyperbolic stochastic partial differential equation {ie863-3} The purpose of this paper is to study the law of the solution to this equation. We analyze the existence and smoothness of the density using the tools of Malliavin Calculus. Finally we prove a large deviation principle on the space of continuous functions, for the family of probabilities obtained by perturbation of the noise in the equation.

The complex Brownian motion as a strong limit of processes constructed from a Poisson process

This is the publishers version, also available electronically from http://www.jstor.org/stable/3318580?origin=crossref&seq=1#page_scan_tab_contents.

On Itô's formula for elliptic diffusion processes

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter

Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case

H>1/2

On stochastic partial differential equations with polynomial nonlinearities

. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann--Stieltjes integral.