Zobrazeno 1 - 10
of 408
pro vyhledávání: '"Flandoli F."'
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead transfer ope
Externí odkaz:
http://arxiv.org/abs/2310.13972
Akademický článek
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Publikováno v:
Annals of Probability 2016, Vol. 44, No. 3, 1985-2023
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose nonlinear drift parts are sums of the sub-differential of a convex function and a bounded part. This generaliz
Externí odkaz:
http://arxiv.org/abs/1404.5418
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper extends our
Externí odkaz:
http://arxiv.org/abs/1309.5506
Publikováno v:
Commun. Math. Stat. 1 (2013), no. 3, 281-304
In this paper we develop a new technique to prove existence of solutions of Fokker-Planck equations on Hilbert spaces for Kolmogorov operators with non trace-class second order coefficients or equivalently with an associated stochastic partial differ
Externí odkaz:
http://arxiv.org/abs/1307.5200
Publikováno v:
Annals of Probability 2013, Vol. 41, No. 5, 3306-3344
We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on $\mathbb{R}^d$ to i
Externí odkaz:
http://arxiv.org/abs/1109.0363
Autor:
Attanasio, S., Flandoli, F.
A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness of weak $L^
Externí odkaz:
http://arxiv.org/abs/1007.4102
Autor:
Fedrizzi, E., Flandoli, F.
Publikováno v:
Stochastics 83 (2011), no. 3, 241-257
A new proof of a pathwise uniqueness result of Krylov and R\"{o}ckner is given. It concerns SDEs with drift having only certain integrability properties. In spite of the poor regularity of the drift, pathwise continuous dependence on initial conditio
Externí odkaz:
http://arxiv.org/abs/1004.3485
The motion of a finite number of point vortices on a two-dimensional periodic domain is considered. In the deterministic case it is known to be well posed only for almost every initial configuration. Coalescence of vortices may occur for certain init
Externí odkaz:
http://arxiv.org/abs/1004.1407
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Holder continuous drift term. We prove existence of a global flow of diffeomorphisms by means of a special transformation of the drift of Ito-Tanaka type. Th
Externí odkaz:
http://arxiv.org/abs/0907.3668