Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Francesco Russo"'
Publikováno v:
Ann. Inst. H. Poincaré Probab. Statist. 53, no. 4 (2017), 2043-2073
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random realizations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08266d178e64b0541f798a16f069bd9f
https://pub.uni-bielefeld.de/record/2916350
https://pub.uni-bielefeld.de/record/2916350
Two generalizations of It\^o formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when they occur in examples and it is applied to the case of a group gene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d63756fff838035c3f35ef023f9fdeeb
https://repository.ist.ac.at/712/
https://repository.ist.ac.at/712/
Autor:
Michael Röckner, Francesco Russo
The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We also provide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98bfd519b055a1db0aa77eb6caae9ba6
http://arxiv.org/abs/1609.00165
http://arxiv.org/abs/1609.00165
Publikováno v:
Metrika
Metrika, Springer Verlag, 2014, 77 (1), pp.51-104. ⟨10.1007/s00184-013-0472-6⟩
Metrika, 2014, 77 (1), pp.51-104. ⟨10.1007/s00184-013-0472-6⟩
Metrika, Springer Verlag, 2014, 77 (1), pp.51-104. ⟨10.1007/s00184-013-0472-6⟩
Metrika, 2014, 77 (1), pp.51-104. ⟨10.1007/s00184-013-0472-6⟩
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space B and a corresponding covariation. This is more general than the classical one of Métivier and Pellaumail. Those notions are associated with s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7838f5176a779969e832d4d3853989ec
http://arxiv.org/abs/1301.5715
http://arxiv.org/abs/1301.5715
Autor:
Gerald Trutnau, Francesco Russo
Publikováno v:
Ann. Probab. 35, no. 6 (2007), 2213-2262
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realizat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aec359105fbadd6ebbcb598830178c61
http://arxiv.org/abs/math/0602669
http://arxiv.org/abs/math/0602669