M
Marco Dozzi
Researcher at University of Lorraine
Publications - 44
Citations - 707
Marco Dozzi is an academic researcher from University of Lorraine. The author has contributed to research in topics: Fractional Brownian motion & Stochastic differential equation. The author has an hindex of 16, co-authored 39 publications receiving 634 citations. Previous affiliations of Marco Dozzi include Institut Élie Cartan de Lorraine & Henri Poincaré University.
Papers
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Journal ArticleDOI
On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
Latifa Debbi,Marco Dozzi +1 more
TL;DR: In this paper, the existence, uniqueness and regularity of the trajectories of mild solutions of one-dimensional nonlinear stochastic fractional partial differential equations of order α > 1 containing derivatives of entire order and perturbed by space-time white noise are studied.
Book
"Seminar on Stochastic Analysis, Random Fields and Applications Iv": "Centro Stefano Franscini, Ascona, May 2002"
TL;DR: In this article, the convergence rate in Diffusion Approximation of a Particle Motion under Random Forcing is estimated for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut's Integration-by-Part Formula.
BookDOI
Seminar on stochastic analysis, random fields and applications IV
TL;DR: A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints and Generalizations of Merton's Mutual Fund Theorem in Infinite-Dimensional Financial Models.
Journal ArticleDOI
Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-Linear SPDE
TL;DR: In this paper, the authors considered stochastic equations of the prototype d u (t, x) = ( Δ u ( t, x ) + u( t, x ) 1 + β ) d t + κ u(t, x) d W t on a smooth domain D ⊂ R d, with Dirichlet boundary condition, where β, κ are positive constants and { W t, t ≥ 0 } is a one-dimensional standard Wiener process.