Hassan Allouba
Email Address
allouba@math.kent.edu
Contact Information
iPhone: (330) 338-6857
Office: (330) 672-9028
Math Dept: (330) 672-9045
FAX: (330) 672-2209
Postal Address
Department of Mathematical Sciences
Mathematics & Computer Sciences Building
Summit Street
Kent State University
Kent, OH 44242-0001
Dr. Allouba's research interests include Stochastic Analysis, Stochastic Partial Differential Equations (SPDEs), and Probability-PDEs connections. His publications, which can be found in the Annals of Probability, Transactions of the AMS, Comptes Rendus Mathematiques and other mathematical journals, cover both theory and applications to SPDEs, Mathematical Finance, Mathematical Physics, and PDEs.
publications: |
2006 14. Allouba, Hassan A Brownian-time excursion into fourth order PDEs, linearized Kuramoto-Sivashinsky, and BTP-SPDEs on $\Rp\times\Rd$. Stoch. Dyn. 6 (2006), no. 4, 521-534. 13. Allouba, Hassan A differentiation theory for Itô's calculus. Stoch. Anal. Appl. 24 (2006), no. 2, 367--380. 2004 12. Allouba, H.; Langa, J. A. Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise. I. Existence and finite dimensional asymptotic behavior. Stoch. Dyn. 4 (2004), no. 2, 223--244. 2003 11. Allouba, Hassan SDDEs limits solutions to sublinear reaction-diffusion SPDEs. Electron. J. Differential Equations 2003, No. 111, 21 pp. (electronic). 10. Allouba, Hassan; Langa, José A. Semimartingale attractors for generalized Allen-Cahn SPDEs driven by space-time white noise. C. R. Math. Acad. Sci. Paris 337 (2003), no. 3, 201--206. 9. Allouba, Hassan A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process. C. R. Math. Acad. Sci. Paris 336 (2003), no. 4, 309--314. 8. Allouba, Hassan; Goodman, Victor Market price of risk and random field driven models of term structure: a space-time change of measure look. Finite and infinite dimensional analysis in honor of Leonard Gross (New Orleans, LA, 2001), 37--44, Contemp. Math., 317, Amer. Math. Soc., Providence, RI, 2003. 2002 7. Allouba, Hassan Brownian-time processes: the PDE connection. II. And the corresponding Feynman-Kac formula. Trans. Amer. Math. Soc. 354 (2002), no. 11, 4627--4637 (electronic). 2001 6. Allouba, Hassan; Zheng, Weian Brownian-time processes: the PDE connection and the half-derivative generator. Ann. Probab. 29 (2001), no. 4, 1780--1795. 2000 5. Allouba, Hassan SPDEs law equivalence and the compact support property: applications to the Allen-Cahn SPDE. C. R. Acad. Sci. Paris Sér. I Math. 331 (2000), no. 3, 245--250. 4. Allouba, Hassan Uniqueness in law for the Allen-Cahn SPDE via change of measure. C. R. Acad. Sci. Paris Sér. I Math. 330 (2000), no. 5, 371--376. 1998 3. Allouba, H. Different types of SPDEs in the eyes of Girsanov's theorem. Stochastic Anal. Appl. 16 (1998), no. 5, 787--810. 2. Allouba, Hassan A non-nonstandard proof of Reimers' existence result for heat SPDEs. J. Appl. Math. Stochastic Anal. 11 (1998), no. 1, 29--41. 1997 1. Allouba, Hassan; Durrett, Rick; Hawkes, John; Perkins, Edwin Super-tree random measures. J. Theoret. Probab. 10 (1997), no. 3, 773--794.
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