Gubinelli, Massimiliano
- Controlling Rough Paths
2003/06/30 by Massimiliano Gubinelli, Gubinelli, Massimiliano · 18 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #26A42 #60H05 #Advanced Topology and Set Theory #FOS: Mathematics #Polynomial and algebraic computation #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:26A42 #msc:60H05
- Paracontrolled distributions and singular PDEs
2012/10/09 by Gubinelli, Massimiliano, Imkeller, Peter, Perkowski, Nicolas · 21 citations
#60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- Paracontrolled approach to the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity
2018/11/19 by Gubinelli, Massimiliano, Koch, Herbert, Oh, Tadahiro · 5 citations
#35L71 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Gaussian Fluctuations for the stochastic Burgers equation in dimension d≥ 2
2023/04/12 by Cannizzaro, Giuseppe, Gubinelli, Massimiliano, Toninelli, Fabio · 6 citations
#60H15 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- A PDE construction of the Euclidean Φ43 quantum field theory
2018/10/03 by Massimiliano Gubinelli, Gubinelli, Massimiliano, Martina Hofmanová +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Analysis of PDEs (math.AP) #Complex Systems and Time Series Analysis #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- The infinitesimal generator of the stochastic Burgers equation
2018/10/29 by Gubinelli, Massimiliano, Perkowski, Nicolas · 2 citations
#FOS: Mathematics #Probability (math.PR)
- Prevalence of ρ-irregularity and related properties
2020/04/02 by Lucio Galeati, Massimiliano Gubinelli, Galeati, Lucio +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Banach Space Theory
- The elliptic stochastic quantization of some two dimensional Euclidean QFTs
2019/06/26 by Albeverio, Sergio, De Vecchi, Francesco C., Gubinelli, Massimiliano · 2 citations
#FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- Renormalization of the two-dimensional stochastic nonlinear wave equations
2017/03/16 by Gubinelli, Massimiliano, Koch, Herbert, Oh, Tadahiro · 2 citations
#35L71 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Noiseless regularisation by noise
2020/03/31 by Galeati, Lucio, Gubinelli, Massimiliano · 2 citations
#60H50 (Primary) 37C20 (Secondary) #Analysis of PDEs (math.AP) #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)
- Statistics of a vortex filament model
2004/07/06 by Franco Flandoli, Massimiliano Gubinelli, Flandoli, Franco +1 · 1 citation
Engineering · Environmental Science · Mathematics · Physics and Astronomy · #Fluid Dynamics and Turbulent Flows #Particle Dynamics in Fluid Flows #Wind and Air Flow Studies #math-ph #math.MP #math.PR #msc:60G60 #msc:76F55
- The evolution of a random vortex filament
2004/07/08 by Hakima Bessaih, Massimiliano Gubinelli, Bessaih, Hakima +3 · 1 citation
Mathematics · Physics and Astronomy · #60H05 (Primary) 76B47 (Secondary) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #math-ph #math.MP #math.PR #msc:60H05 #msc:76B47
- Weak universality for a class of 3d stochastic reaction-diffusion models
2017/08/10 by Marco Furlan, Furlan, Marco, Massimiliano Gubinelli +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H07 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions
2018/07/18 by Gubinelli, Massimiliano, Ugurcan, Baris Evren, Zachhuber, Immanuel · 2 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- A stochastic analysis of subcritical Euclidean fermionic field theories
2022/10/26 by Francesco C. De Vecchi, Luca Fresta, De Vecchi, Francesco C. +3 · 1 voice
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math-ph #math.PR
- A singular integration by parts formula for the exponential Euclidean QFT on the plane
2022/12/11 by De Vecchi, Francesco C., Gubinelli, Massimiliano, Turra, Mattia · 1 citation
#28C20 #60H17 #81S20 #81T08 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- Parabolic stochastic quantisation of the fractional Φ43 model in the full subcritical regime
2023/03/31 by Duch, Paweł, Massimiliano Gubinelli, Gubinelli, Massimiliano +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35B45 #60H17 (Primary) 81T08 #60H30 (Secondary) #81T17 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Stochastic processes and financial applications
- The FBSDE approach to sine-Gordon up to 6π
2024/01/24 by Massimiliano Gubinelli, Sarah-Jean Meyer, Gubinelli, Massimiliano +1 · 1 citation
Physics and Astronomy · Mathematics · Economics, Econometrics and Finance · #Black Holes and Theoretical Physics #Numerical methods for differential equations #Stochastic processes and financial applications
- A Fourier approach to pathwise stochastic integration
2014/10/15 by Massimiliano Gubinelli, Peter Imkeller, Gubinelli, Massimiliano +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications
- A simple construction of the sine-Gordon model via stochastic quantization
2024/12/20 by Gubinelli, Massimiliano, Hairer, Martin, Oh, Tadahiro +1 · 1 citation
#35K05 #35L71 #60H15 #81T08 #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)