## Khoshnevisan, Davar

Compute Distance To:
 Author ID: khoshnevisan.davar Published as: Khoshnevisan, Davar; Khoshnevisan, D.
 Documents Indexed: 129 Publications since 1992, including 4 Books 1 Contribution as Editor Co-Authors: 47 Co-Authors with 105 Joint Publications 1,310 Co-Co-Authors
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### Co-Authors

 25 single-authored 21 Xiao, Yimin 11 Shi, Zhan 10 Kim, Kunwoo 9 Lewis, Thomas Michael 8 Chen, Le 8 Foondun, Mohammud 7 Bass, Richard F. 7 Conus, Daniel 7 Joseph, Mathew 6 Dalang, Robert C. 6 Nualart, Eulalia 5 Nualart, David 5 Pu, Fei 5 Shiu, Shang-Yuan 4 Levin, David A. 3 Burdzy, Krzysztof 3 Horváth, Lajos 3 Huang, Jingyu 3 Méndez-Hernández, Pedro J. 3 Révész, Pál 2 Csáki, Endre 2 Eisenbaum, Nathalie 2 Georgiou, Nicos 2 Hu, Yueyun 2 Müller, Carl E. 2 Schilling, René Leander 2 Shieh, Narn-Rueih 2 Wu, Dongsheng 2 Zhong, Yuquan 1 Berkes, István 1 Chen, Mu-Fa 1 Chen, Xia 1 Cranston, Michael Craig 1 Davydov, Youri 1 Ethier, Stewart N. 1 Li, Wenbo V. 1 Mahboubi, Pejman 1 Pemantle, Robin 1 Peres, Yuval 1 Quer-Sardanyons, Lluís 1 Ramos, Alex D. 1 Rassoul-Agha, Firas 1 Salminen, Paavo H. 1 Sarantsev, Andrey 1 Utzet, Frederic 1 Waymire, Edward C. 1 Wouts, Marc 1 Yor, Marc 1 Zhang, Tusheng S. 1 Zitikis, Ričardas
all top 5

### Serials

 20 The Annals of Probability 13 Stochastic Processes and their Applications 11 Probability Theory and Related Fields 9 Electronic Journal of Probability 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Transactions of the American Mathematical Society 5 Proceedings of the American Mathematical Society 4 Electronic Communications in Probability 3 The Annals of Applied Probability 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Journal of Statistical Physics 2 Periodica Mathematica Hungarica 2 Studia Scientiarum Mathematicarum Hungarica 2 Potential Analysis 2 Bernoulli 1 Communications in Mathematical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Bulletin of the London Mathematical Society 1 Illinois Journal of Mathematics 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Journal of Statistical Planning and Inference 1 Journal of Theoretical Probability 1 SIAM Journal on Mathematical Analysis 1 Expositiones Mathematicae 1 Notices of the American Mathematical Society 1 Markov Processes and Related Fields 1 Methodology and Computing in Applied Probability 1 Graduate Studies in Mathematics 1 Lecture Notes in Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 CBMS Regional Conference Series in Mathematics 1 Springer Monographs in Mathematics 1 Advanced Courses in Mathematics – CRM Barcelona
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### Fields

 127 Probability theory and stochastic processes (60-XX) 25 Partial differential equations (35-XX) 19 Measure and integration (28-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Potential theory (31-XX) 3 Operator theory (47-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Convex and discrete geometry (52-XX) 2 Statistics (62-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

119 Publications have been cited 1,297 times in 714 Documents Cited by Year
Multiparameter processes. An introduction to random fields. Zbl 1005.60005
Khoshnevisan, Davar
2002
Intermittence and nonlinear parabolic stochastic partial differential equations. Zbl 1190.60051
Foondun, Mohammud; Khoshnevisan, Davar
2009
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise. Zbl 1170.60322
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2007
Analysis of stochastic partial differential equations. Zbl 1304.60005
Khoshnevisan, Davar
2014
On the stochastic heat equation with spatially-colored random forcing. Zbl 1274.60202
Foondun, Mohammud; Khoshnevisan, Davar
2013
Limsup random fractals. Zbl 0949.60025
Khoshnevisan, Davar; Peres, Yuval; Xiao, Yimin
2000
Chung’s law of the iterated logarithm for iterated Brownian motion. Zbl 0859.60025
Khoshnevisan, Davar; Lewis, Thomas M.
1996
On the chaotic character of the stochastic heat equation, before the onset of intermitttency. Zbl 1286.60060
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar
2013
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise. Zbl 1178.60047
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2009
Chung’s law for integrated Brownian motion. Zbl 0902.60031
Khoshnevisan, Davar; Shi, Zhan
1998
Lévy processes: capacity and Hausdorff dimension. Zbl 1072.60040
Khoshnevisan, Davar; Xiao, Yimin
2005
Measuring the range of an additive Lévy process. Zbl 1039.60048
Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan
2003
Brownian sheet and capacity. Zbl 0962.60066
Khoshnevisan, Davar; Shi, Zhan
1999
Level sets of additive Lévy processes. Zbl 1019.60049
Khoshnevisan, Davar; Xiao, Yimin
2002
Harmonic analysis of additive Lévy processes. Zbl 1183.60019
Khoshnevisan, Davar; Xiao, Yimin
2009
A law of the iterated logarithm for stable processes in random scenery. Zbl 0932.60033
Khoshnevisan, Davar; Lewis, Thomas M.
1998
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations. Zbl 1251.60051
Conus, Daniel; Khoshnevisan, Davar
2012
Local times of additive Lévy processes. Zbl 1075.60520
Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan
2003
A local-time correspondence for stochastic partial differential equations. Zbl 1225.60103
Foondun, Mohammud; Khoshnevisan, Davar; Nualart, Eulalia
2011
On the chaotic character of the stochastic heat equation. II. Zbl 1286.60061
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2013
Brownian motion in a Brownian crack. Zbl 0937.60081
Burdzy, Krzysztof; Khoshnevisan, Davar
1998
Intermittency and multifractality: a case study via parabolic stochastic PDEs. Zbl 1418.60081
Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin
2017
Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6–11, 2012. Zbl 1308.60078
Khoshnevisan, D.
2014
Stochastic calculus for Brownian motion on a Brownian fracture. Zbl 0956.60054
Khoshnevisan, Davar; Lewis, Thomas M.
1999
Images of the Brownian sheet. Zbl 1124.60037
Khoshnevisan, Davar; Xiao, Yimin
2007
The level sets of iterated Brownian motion. Zbl 0853.60061
Burdzy, Krzysztof; Khoshnevisan, Davar
1995
The uniform modulus of continuity of iterated Brownian motion. Zbl 0880.60081
Khoshnevisan, Davar; Lewis, Thomas M.
1996
Intersections of Brownian motions. Zbl 1041.60063
Khoshnevisan, Davar
2003
Sectorial local non-determinism and the geometry of the Brownian sheet. Zbl 1111.60020
Xiao, Yimin; Khoshnevisan, Davar; Wu, Dongsheng
2006
Intersection local times and Tanaka formulas. Zbl 0798.60072
Bass, Richard F.; Khoshnevisan, Davar
1993
Initial measures for the stochastic heat equation. Zbl 1288.60077
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2014
Iterated Brownian motion and its intrinsic skeletal structure. Zbl 0943.60081
Khoshnevisan, Davar; Lewis, Thomas M.
1999
Brownian sheet images and Bessel-Riesz capacity. Zbl 0930.60055
Khoshnevisan, Davar
1999
Escape rates for Lévy processes. Zbl 0910.60061
Khoshnevisan, D.
1997
A note on a.s. finiteness of perpetual integral functionals of diffusions. Zbl 1111.60061
Khoshnevisan, Davar; Salminen, Paavo; Yor, Marc
2006
A primer on stochastic partial differential equations. Zbl 1168.60027
Khoshnevisan, Davar
2009
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups. Zbl 1322.60116
Khoshnevisan, Davar; Kim, Kunwoo
2015
Non-linear noise excitation and intermittency under high disorder. Zbl 1321.60136
Khoshnevisan, Davar; Kim, Kunwoo
2015
Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes. Zbl 1012.60053
Khoshnevisan, Davar; Xiao, Yimin
2003
From charged polymers to random walk in random scenery. Zbl 1271.60106
Chen, Xia; Khoshnevisan, Davar
2009
On the most visited sites of symmetric Markov processes. Zbl 1075.60552
Eisenbaum, Nathalie; Khoshnevisan, Davar
2002
A strong approximation for logarithmic averages. Zbl 0851.60027
Horváth, L.; Khoshnevisan, D.
1996
Exact rates of convergence to Brownian local time. Zbl 0819.60067
Khoshnevisan, Davar
1994
Packing dimension of the range of a Lévy process. Zbl 1151.60022
Khoshnevisan, Davar; Xiao, Yimin
2008
Bounds on gambler’s ruin probabilities in terms of moments. Zbl 0997.60042
Ethier, S. N.; Khoshnevisan, Davar
2002
Intermittency and chaos for a nonlinear stochastic wave equation in dimension 1. Zbl 1274.60198
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2013
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k\geq 1$$. Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2013
On the global maximum of the solution to a stochastic heat equation with compact-support initial data. Zbl 1210.35305
Foondun, Mohammud; Khoshnevisan, Davar
2010
Strong approximations to Brownian local time. Zbl 0789.60062
Bass, Richard F.; Khoshnevisan, Davar
1992
On the future infima of some transient processes. Zbl 0801.60066
Khoshnevisan, Davar; Lewis, Thomas M.; Li, Wenbo V.
1994
Packing-dimension profiles and fractional Brownian motion. Zbl 1152.28009
Khoshnevisan, Davar; Xiao, Yimin
2008
Fast sets and points for fractional Brownian motion. Zbl 0960.60038
Khoshnevisan, Davar; Shi, Zhan
2000
Local times on curves and uniform invariance principles. Zbl 0767.60070
Bass, Richard F.; Khoshnevisan, Davar
1992
An embedding of compensated compound Poisson processes with applications to local times. Zbl 0787.60097
Khoshnevisan, Davar
1993
From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet. Zbl 1382.60005
Khoshnevisan, Davar; Schilling, René
2016
Weight functions and pathwise local central limit theorems. Zbl 0841.60018
Horvath, Lajos; Khoshnevisan, Davar
1995
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs. Zbl 1367.60082
Joseph, Mathew; Khoshnevisan, Davar; Mueller, Carl
2017
Additive Lévy processes: capacity and Hausdorff dimension. Zbl 1065.60101
Khoshnevisan, Davar; Xiao, Yimin
2004
Strong approximations in a charged-polymer model. Zbl 1240.92016
Hu, Yueyun; Khoshnevisan, Davar
2010
Boundary crossings and the distribution function of the maximum of Brownian sheet. Zbl 1046.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
2000
A macroscopic multifractal analysis of parabolic stochastic PDEs. Zbl 1454.60095
Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin
2018
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
2019
Packing dimension profiles and Lévy processes. Zbl 1266.60071
Khoshnevisan, D.; Schilling, R. L.; Xiao, Y.
2012
Weak nonmild solutions to some SPDEs. Zbl 1259.60067
Conus, Daniel; Khoshnevisan, Davar
2010
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Zbl 1327.60127
Foondun, Mohammud; Khoshnevisan, Davar; Mahboubi, Pejman
2015
Some polar sets for the Brownian sheet. Zbl 0886.60039
Khoshnevisan, Davar
1997
Critical Brownian sheet does not have double points. Zbl 1269.60053
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
2012
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
2007
Rates of convergence to Brownian local time. Zbl 0783.60072
Bass, Richard F.; Khoshnevisan, Davar
1993
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
Level sets of the stochastic wave equation driven by a symmetric Lévy noise. Zbl 1163.60028
Khoshnevisan, Davar; Nualart, Eulalia
2008
Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs. Zbl 1296.60165
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar
2012
On dynamical Gaussian random walks. Zbl 1090.60066
Khoshnevisan, Davar; Levin, David A.; Méndez-Hèrnández, Pedro J.
2005
Laws of the iterated logarithm for local times of the empirical process. Zbl 0845.60079
Bass, Richard F.; Khoshnevisan, Davar
1995
A discrete fractal in $$\mathbb{Z}_ +^ 1$$. Zbl 0790.60058
Khoshnevisan, Davar
1994
On a problem of Erdös and Taylor. Zbl 0862.60068
Khoshnevisan, Davar; Lewis, Thomas M.; Shi, Zhan
1996
On the explosion of the local times along lines of Brownian sheet. Zbl 1052.60041
Khoshnevisan, Davar; Révész, Pál; Shi, Zhan
2004
Hausdorff dimension of the contours of symmetric additive Lévy processes. Zbl 1139.60010
Khoshnevisan, Davar; Shieh, Narn-Rueih; Xiao, Yimin
2008
Dynamical percolation on general trees. Zbl 1129.60095
Khoshnevisan, Davar
2008
Brownian motion and thermal capacity. Zbl 1305.60077
Khoshnevisan, Davar; Xiao, Yimin
2015
On the macroscopic fractal geometry of some random sets. Zbl 1409.60075
Khoshnevisan, Davar; Xiao, Yimin
2017
Exceptional times and invariance for dynamical random walks. Zbl 1130.60079
Khoshnevisan, Davar; Levin, David A.; Méndez-Hernández, Pedro J.
2006
Level crossings of the empirical process. Zbl 0762.60067
Khoshnevisan, Davar
1992
Intersection local time for points of infinite multiplicity. Zbl 0814.60078
Bass, Richard F.; Burdzy, Krzysztof; Khoshnevisan, Davar
1994
Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension $$d \geq 1$$. Zbl 1461.60048
Khoshnevisan, Davar; Nualart, David; Pu, Fei
2021
Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032
Berkes, István; Horváth, Lajos; Khoshnevisan, Davar
1998
Deviation inequalities for continuous martingales. Zbl 0889.60043
Khoshnevisan, D.
1996
Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization. Zbl 1252.82122
Hu, Yueyun; Khoshnevisan, Davar; Wouts, Marc
2011
An extreme-value analysis of the LIL for Brownian motion. Zbl 1112.60064
Khoshnevisan, Davar; Levin, David A.; Shi, Zhan
2005
Stochastic calculus and the continuity of local times of Lévy processes. Zbl 0778.60055
Bass, Richard; Khoshnevisan, Davar
1992
On the distribution of bubbles of the Brownian sheet. Zbl 0833.60044
Khoshnevisan, Davar
1995
The gap between the past supremum and the future infimum of a transient Bessel process. Zbl 0836.60083
Khoshnevisan, Davar
1995
Dynkin’s isomorphism theorem and the stochastic heat equation. Zbl 1210.60083
Eisenbaum, Nathalie; Foondun, Mohammud; Khoshnevisan, Davar
2011
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2021
Dissipation in parabolic SPDEs. Zbl 1434.60158
Khoshnevisan, Davar; Kim, Kunwoo; Mueller, Carl; Shiu, Shang-Yuan
2020
A minicourse on stochastic partial differential equations. Papers based on the presentations at the minicourse, Salt Lake City, UT, USA, May 8–19, 2006. Zbl 1147.60003
2009
Images and level sets of additive random walks. Zbl 0969.60052
Khoshnevisan, Davar; Xiao, Yimin
2000
Sojourn times of Brownian sheet. Zbl 1062.60054
Khoshnevisan, D.; Pemantle, R.
2000
Lévy classes and self-normalization. Zbl 0891.60036
Khoshnevisan, Davar
1996
The codimension of the zeros of a stable process in random scenery. Zbl 1040.60087
Khoshnevisan, Davar
2003
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition. Zbl 1485.60058
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2022
Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension $$d \geq 1$$. Zbl 1461.60048
Khoshnevisan, Davar; Nualart, David; Pu, Fei
2021
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2021
Dissipation in parabolic SPDEs. Zbl 1434.60158
Khoshnevisan, Davar; Kim, Kunwoo; Mueller, Carl; Shiu, Shang-Yuan
2020
Analysis of a stratified Kraichnan flow. Zbl 1462.60087
Huang, Jingyu; Khoshnevisan, Davar
2020
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
2019
Talagrand concentration inequalities for stochastic partial differential equations. Zbl 1457.60037
Khoshnevisan, Davar; Sarantsev, Andrey
2019
A macroscopic multifractal analysis of parabolic stochastic PDEs. Zbl 1454.60095
Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin
2018
The dimension of the range of a transient random walk. Zbl 1414.60028
Georgiou, Nicos; Khoshnevisan, Davar; Kim, Kunwoo; Ramos, Alex D.
2018
Intermittency and multifractality: a case study via parabolic stochastic PDEs. Zbl 1418.60081
Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin
2017
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs. Zbl 1367.60082
Joseph, Mathew; Khoshnevisan, Davar; Mueller, Carl
2017
On the macroscopic fractal geometry of some random sets. Zbl 1409.60075
Khoshnevisan, Davar; Xiao, Yimin
2017
A boundedness trichotomy for the stochastic heat equation. Zbl 1387.60096
Chen, Le; Khoshnevisan, Davar; Kim, Kunwoo
2017
Dissipation and high disorder. Zbl 1382.60103
Chen, Le; Cranston, Michael; Khoshnevisan, Davar; Kim, Kunwoo
2017
From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet. Zbl 1382.60005
Khoshnevisan, Davar; Schilling, René
2016
Decorrelation of total mass via energy. Zbl 1343.60082
Chen, Le; Khoshnevisan, Davar; Kim, Kunwoo
2016
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups. Zbl 1322.60116
Khoshnevisan, Davar; Kim, Kunwoo
2015
Non-linear noise excitation and intermittency under high disorder. Zbl 1321.60136
Khoshnevisan, Davar; Kim, Kunwoo
2015
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion. Zbl 1327.60127
Foondun, Mohammud; Khoshnevisan, Davar; Mahboubi, Pejman
2015
Brownian motion and thermal capacity. Zbl 1305.60077
Khoshnevisan, Davar; Xiao, Yimin
2015
Semi-discrete semi-linear parabolic SPDEs. Zbl 1325.60108
Georgiou, Nicos; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2015
Analysis of stochastic partial differential equations. Zbl 1304.60005
Khoshnevisan, Davar
2014
Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6–11, 2012. Zbl 1308.60078
Khoshnevisan, D.
2014
Initial measures for the stochastic heat equation. Zbl 1288.60077
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2014
Corrections and improvements to: “On the stochastic heat equation with spatially-colored random forcing”. Zbl 1285.60061
Foondun, Mohammud; Khoshnevisan, Davar
2014
On the stochastic heat equation with spatially-colored random forcing. Zbl 1274.60202
Foondun, Mohammud; Khoshnevisan, Davar
2013
On the chaotic character of the stochastic heat equation, before the onset of intermitttency. Zbl 1286.60060
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar
2013
On the chaotic character of the stochastic heat equation. II. Zbl 1286.60061
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2013
Intermittency and chaos for a nonlinear stochastic wave equation in dimension 1. Zbl 1274.60198
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar; Shiu, Shang-Yuan
2013
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k\geq 1$$. Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2013
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations. Zbl 1251.60051
Conus, Daniel; Khoshnevisan, Davar
2012
Packing dimension profiles and Lévy processes. Zbl 1266.60071
Khoshnevisan, D.; Schilling, R. L.; Xiao, Y.
2012
Critical Brownian sheet does not have double points. Zbl 1269.60053
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
2012
Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs. Zbl 1296.60165
Conus, Daniel; Joseph, Mathew; Khoshnevisan, Davar
2012
An asymptotic theory for randomly forced discrete nonlinear heat equations. Zbl 1260.60119
Foondun, Mohammud; Khoshnevisan, Davar
2012
A local-time correspondence for stochastic partial differential equations. Zbl 1225.60103
Foondun, Mohammud; Khoshnevisan, Davar; Nualart, Eulalia
2011
Charged polymers in the attractive regime: a first-order transition from Brownian scaling to four-point localization. Zbl 1252.82122
Hu, Yueyun; Khoshnevisan, Davar; Wouts, Marc
2011
Dynkin’s isomorphism theorem and the stochastic heat equation. Zbl 1210.60083
Eisenbaum, Nathalie; Foondun, Mohammud; Khoshnevisan, Davar
2011
On the global maximum of the solution to a stochastic heat equation with compact-support initial data. Zbl 1210.35305
Foondun, Mohammud; Khoshnevisan, Davar
2010
Strong approximations in a charged-polymer model. Zbl 1240.92016
Hu, Yueyun; Khoshnevisan, Davar
2010
Weak nonmild solutions to some SPDEs. Zbl 1259.60067
Conus, Daniel; Khoshnevisan, Davar
2010
Intermittence and nonlinear parabolic stochastic partial differential equations. Zbl 1190.60051
Foondun, Mohammud; Khoshnevisan, Davar
2009
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise. Zbl 1178.60047
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2009
Harmonic analysis of additive Lévy processes. Zbl 1183.60019
Khoshnevisan, Davar; Xiao, Yimin
2009
A primer on stochastic partial differential equations. Zbl 1168.60027
Khoshnevisan, Davar
2009
From charged polymers to random walk in random scenery. Zbl 1271.60106
Chen, Xia; Khoshnevisan, Davar
2009
A minicourse on stochastic partial differential equations. Papers based on the presentations at the minicourse, Salt Lake City, UT, USA, May 8–19, 2006. Zbl 1147.60003
2009
From fractals and probability to Lévy processes and stochastic PDEs. Zbl 1181.28006
Khoshnevisan, Davar
2009
Packing dimension of the range of a Lévy process. Zbl 1151.60022
Khoshnevisan, Davar; Xiao, Yimin
2008
Packing-dimension profiles and fractional Brownian motion. Zbl 1152.28009
Khoshnevisan, Davar; Xiao, Yimin
2008
Level sets of the stochastic wave equation driven by a symmetric Lévy noise. Zbl 1163.60028
Khoshnevisan, Davar; Nualart, Eulalia
2008
Hausdorff dimension of the contours of symmetric additive Lévy processes. Zbl 1139.60010
Khoshnevisan, Davar; Shieh, Narn-Rueih; Xiao, Yimin
2008
Dynamical percolation on general trees. Zbl 1129.60095
Khoshnevisan, Davar
2008
Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov’s $$\varepsilon$$-entropy. Zbl 1156.60064
Khoshnevisan, Davar; Levin, David A.; Méndez-Hernández, Pedro J.
2008
Slices of a Brownian sheet: new results and open problems. Zbl 1154.60039
Khoshnevisan, Davar
2008
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise. Zbl 1170.60322
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
2007
Images of the Brownian sheet. Zbl 1124.60037
Khoshnevisan, Davar; Xiao, Yimin
2007
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
2007
Probability. Zbl 1119.60001
Khoshnevisan, Davar
2007
Sectorial local non-determinism and the geometry of the Brownian sheet. Zbl 1111.60020
Xiao, Yimin; Khoshnevisan, Davar; Wu, Dongsheng
2006
A note on a.s. finiteness of perpetual integral functionals of diffusions. Zbl 1111.60061
Khoshnevisan, Davar; Salminen, Paavo; Yor, Marc
2006
Exceptional times and invariance for dynamical random walks. Zbl 1130.60079
Khoshnevisan, Davar; Levin, David A.; Méndez-Hernández, Pedro J.
2006
Lévy processes: capacity and Hausdorff dimension. Zbl 1072.60040
Khoshnevisan, Davar; Xiao, Yimin
2005
On dynamical Gaussian random walks. Zbl 1090.60066
Khoshnevisan, Davar; Levin, David A.; Méndez-Hèrnández, Pedro J.
2005
An extreme-value analysis of the LIL for Brownian motion. Zbl 1112.60064
Khoshnevisan, Davar; Levin, David A.; Shi, Zhan
2005
Additive Lévy processes: capacity and Hausdorff dimension. Zbl 1065.60101
Khoshnevisan, Davar; Xiao, Yimin
2004
On the explosion of the local times along lines of Brownian sheet. Zbl 1052.60041
Khoshnevisan, Davar; Révész, Pál; Shi, Zhan
2004
Brownian sheet and quasi-sure analysis. Zbl 1093.60053
Khoshnevisan, Davar
2004
Recurrent lines in two-parameter isotropic stable Lévy sheets. Zbl 1076.60041
Dalang, Robert C.; Khoshnevisan, Davar
2004
Measuring the range of an additive Lévy process. Zbl 1039.60048
Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan
2003
Local times of additive Lévy processes. Zbl 1075.60520
Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan
2003
Intersections of Brownian motions. Zbl 1041.60063
Khoshnevisan, Davar
2003
Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes. Zbl 1012.60053
Khoshnevisan, Davar; Xiao, Yimin
2003
The codimension of the zeros of a stable process in random scenery. Zbl 1040.60087
Khoshnevisan, Davar
2003
Multiparameter processes. An introduction to random fields. Zbl 1005.60005
Khoshnevisan, Davar
2002
Level sets of additive Lévy processes. Zbl 1019.60049
Khoshnevisan, Davar; Xiao, Yimin
2002
On the most visited sites of symmetric Markov processes. Zbl 1075.60552
Eisenbaum, Nathalie; Khoshnevisan, Davar
2002
Bounds on gambler’s ruin probabilities in terms of moments. Zbl 0997.60042
Ethier, S. N.; Khoshnevisan, Davar
2002
Limsup random fractals. Zbl 0949.60025
Khoshnevisan, Davar; Peres, Yuval; Xiao, Yimin
2000
Fast sets and points for fractional Brownian motion. Zbl 0960.60038
Khoshnevisan, Davar; Shi, Zhan
2000
Boundary crossings and the distribution function of the maximum of Brownian sheet. Zbl 1046.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
2000
Images and level sets of additive random walks. Zbl 0969.60052
Khoshnevisan, Davar; Xiao, Yimin
2000
Sojourn times of Brownian sheet. Zbl 1062.60054
Khoshnevisan, D.; Pemantle, R.
2000
Brownian sheet and capacity. Zbl 0962.60066
Khoshnevisan, Davar; Shi, Zhan
1999
Stochastic calculus for Brownian motion on a Brownian fracture. Zbl 0956.60054
Khoshnevisan, Davar; Lewis, Thomas M.
1999
Iterated Brownian motion and its intrinsic skeletal structure. Zbl 0943.60081
Khoshnevisan, Davar; Lewis, Thomas M.
1999
Brownian sheet images and Bessel-Riesz capacity. Zbl 0930.60055
Khoshnevisan, Davar
1999
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space. Zbl 0936.60048
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan
1999
Chung’s law for integrated Brownian motion. Zbl 0902.60031
Khoshnevisan, Davar; Shi, Zhan
1998
A law of the iterated logarithm for stable processes in random scenery. Zbl 0932.60033
Khoshnevisan, Davar; Lewis, Thomas M.
1998
Brownian motion in a Brownian crack. Zbl 0937.60081
Burdzy, Krzysztof; Khoshnevisan, Davar
1998
Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032
Berkes, István; Horváth, Lajos; Khoshnevisan, Davar
1998
Escape rates for Lévy processes. Zbl 0910.60061
Khoshnevisan, D.
1997
Some polar sets for the Brownian sheet. Zbl 0886.60039
Khoshnevisan, Davar
1997
Chung’s law of the iterated logarithm for iterated Brownian motion. Zbl 0859.60025
Khoshnevisan, Davar; Lewis, Thomas M.
1996
The uniform modulus of continuity of iterated Brownian motion. Zbl 0880.60081
Khoshnevisan, Davar; Lewis, Thomas M.
1996
A strong approximation for logarithmic averages. Zbl 0851.60027
Horváth, L.; Khoshnevisan, D.
1996
On a problem of Erdös and Taylor. Zbl 0862.60068
Khoshnevisan, Davar; Lewis, Thomas M.; Shi, Zhan
1996
Deviation inequalities for continuous martingales. Zbl 0889.60043
Khoshnevisan, D.
1996
Lévy classes and self-normalization. Zbl 0891.60036
Khoshnevisan, Davar
1996
...and 19 more Documents
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### Cited by 689 Authors

 65 Khoshnevisan, Davar 58 Xiao, Yimin 24 Dalang, Robert C. 19 Nane, Erkan 19 Nualart, David 18 Foondun, Mohammud 18 Shi, Zhan 16 Nualart, Eulalia 15 Chen, Le 15 Chen, Xia 13 Csáki, Endre 13 Wu, Dongsheng 12 Hu, Yaozhong 11 Balan, Raluca M. 11 Chen, Zhenlong 11 Kim, Kunwoo 11 Lin, Zhengyan 10 Révész, Pál 9 Földes, Antónia 9 Hu, Yueyun 8 Meerschaert, Mark Marvin 8 Orsingher, Enzo 8 Pu, Fei 8 Rosen, Jay S. 8 Shieh, Narn-Rueih 7 Ayache, Antoine 7 Berkes, István 7 Conus, Daniel 7 Guillotin-Plantard, Nadine 7 Joseph, Mathew 7 Tudor, Ciprian A. 7 Yang, Xiaochuan 6 Bass, Richard F. 6 Burdzy, Krzysztof 6 Chong, Carsten 6 Csörgő, Miklós 6 Herbin, Erick 6 Horváth, Lajos 6 Huang, Jingyu 6 Kühn, Franziska 6 Müller, Carl E. 6 Peres, Yuval 5 Alvarez-Andrade, Sergio 5 Hu, Xiaoyu 5 Lee, Cheuk-Yin 5 Lewis, Thomas Michael 5 Li, Wenbo V. 5 Mishura, Yuliya Stepanivna 5 Quer-Sardanyons, Lluís 5 Sanz-Solé, Marta 5 Shiu, Shang-Yuan 5 Sousi, Perla 5 Zhang, Rongmao 5 Zhang, Tusheng S. 4 Asselah, Amine 4 Becker-Kern, Peter 4 Cheng, Zongmao 4 Corwin, Ivan Z. 4 Du, Kai 4 Li, Yumeng 4 Méndez-Hernández, Pedro J. 4 Mijena, Jebessa B. 4 Mörters, Peter 4 Mountford, Thomas S. 4 Ohashi, Alberto Masayoshi F. 4 Ouyang, Cheng 4 Pang, Guodong 4 Pène, Françoise 4 Radchenko, Vadym Mykolaĭovych 4 Viitasaari, Lauri 4 Wang, Yizao 3 Allouba, Hassan 3 Balança, Paul 3 Beghin, Luisa 3 Bock, Wolfgang 3 Bouzebda, Salim 3 Carfagnini, Marco 3 Davydov, Youri 3 Eisenbaum, Nathalie 3 Gao, Hongjun 3 Garban, Christophe 3 Gu, Yu 3 Hambly, Ben M. 3 Hashorva, Enkelejd 3 Hinz, Michael 3 Hong, Jialin 3 Jin, Xiong 3 Kevei, Péter 3 Kong, LingTao 3 Leão, Dorival 3 Levin, David A. 3 Liu, Jiakun 3 Lototsky, Sergey V. 3 Magdziarz, Marcin 3 Ni, Wenqing 3 Pete, Gábor 3 Proksch, Katharina 3 Richard, Alexandre 3 Schapira, Bruno 3 Schilling, René Leander ...and 589 more Authors
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### Cited in 141 Serials

 89 Stochastic Processes and their Applications 73 The Annals of Probability 50 Statistics & Probability Letters 40 Journal of Theoretical Probability 25 Probability Theory and Related Fields 23 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 22 Electronic Journal of Probability 21 Bernoulli 20 Transactions of the American Mathematical Society 20 Stochastic and Partial Differential Equations. Analysis and Computations 10 The Annals of Applied Probability 10 Potential Analysis 10 Stochastics 9 Journal of Statistical Physics 9 Theory of Probability and Mathematical Statistics 9 Acta Mathematica Sinica. English Series 8 Proceedings of the American Mathematical Society 8 Electronic Communications in Probability 6 Journal of Differential Equations 6 Journal of Functional Analysis 6 Science in China. Series A 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Electronic Journal of Statistics 5 Journal of Mathematical Analysis and Applications 5 Rocky Mountain Journal of Mathematics 5 Journal of Applied Probability 5 Stochastic Analysis and Applications 5 Stochastics and Dynamics 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Communications in Mathematical Physics 4 Periodica Mathematica Hungarica 4 Journal of Multivariate Analysis 4 Mathematische Zeitschrift 4 Acta Applicandae Mathematicae 4 Acta Mathematicae Applicatae Sinica. English Series 4 Queueing Systems 4 The Journal of Fourier Analysis and Applications 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Acta Mathematica Scientia. Series B. (English Edition) 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Computers & Mathematics with Applications 3 Chaos, Solitons and Fractals 3 Advances in Mathematics 3 Annals of the Institute of Statistical Mathematics 3 Memoirs of the American Mathematical Society 3 Communications in Statistics. Theory and Methods 3 Abstract and Applied Analysis 3 Wuhan University Journal of Natural Sciences (WUJNS) 3 Fractional Calculus & Applied Analysis 3 Journal of Evolution Equations 3 Modern Stochastics. Theory and Applications 2 Advances in Applied Probability 2 Journal of Mathematical Physics 2 Lithuanian Mathematical Journal 2 Mathematische Nachrichten 2 Mathematics of Operations Research 2 Monatshefte für Mathematik 2 Osaka Journal of Mathematics 2 SIAM Journal on Control and Optimization 2 Applied Mathematics and Mechanics. (English Edition) 2 Probability and Mathematical Statistics 2 Chinese Annals of Mathematics. Series B 2 Revista Matemática Iberoamericana 2 Journal of Mathematical Sciences (New York) 2 Fractals 2 Mathematical Finance 2 Discrete Dynamics in Nature and Society 2 Extremes 2 Journal of the European Mathematical Society (JEMS) 2 Methodology and Computing in Applied Probability 2 Stochastic Models 2 Journal of Statistical Mechanics: Theory and Experiment 2 Science China. Mathematics 1 Applicable Analysis 1 Israel Journal of Mathematics 1 Journal of Computational Physics 1 Journal of Mathematical Biology 1 Mathematical Methods in the Applied Sciences 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Metrika 1 Nonlinearity 1 Reports on Mathematical Physics 1 Studia Mathematica 1 Ukrainian Mathematical Journal 1 Acta Mathematica 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Czechoslovak Mathematical Journal 1 Dissertationes Mathematicae 1 Duke Mathematical Journal 1 Illinois Journal of Mathematics 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of the Mathematical Society of Japan 1 Journal of Optimization Theory and Applications 1 Mathematica Slovaca 1 Acta Mathematica Hungarica 1 Physica D 1 Applied Numerical Mathematics ...and 41 more Serials
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### Cited in 40 Fields

 677 Probability theory and stochastic processes (60-XX) 134 Partial differential equations (35-XX) 77 Measure and integration (28-XX) 44 Statistics (62-XX) 39 Statistical mechanics, structure of matter (82-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Real functions (26-XX) 14 Operator theory (47-XX) 13 Potential theory (31-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Numerical analysis (65-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Functional analysis (46-XX) 6 Systems theory; control (93-XX) 5 Quantum theory (81-XX) 4 Number theory (11-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Convex and discrete geometry (52-XX) 3 Fluid mechanics (76-XX) 3 Operations research, mathematical programming (90-XX) 3 Biology and other natural sciences (92-XX) 2 Combinatorics (05-XX) 2 Abstract harmonic analysis (43-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 2 General topology (54-XX) 2 Computer science (68-XX) 2 Mechanics of deformable solids (74-XX) 1 General and overarching topics; collections (00-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX)