Priola, E.
- Exponential ergodicity and regularity for equations with Lévy noise
2011/02/27 by Enrico Priola, Armen Shirikyan, Priola, E. +5 · 4 citations
Economics, Econometrics and Finance · Mathematics · #35R60 #47D07 #60H15 #60J75 #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
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
2013/09/21 by Giuseppe Da Prato, Franco Flandoli, Da Prato, G. +5 · 2 citations
Economics, Econometrics and Finance · Computer Science · Engineering · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stability and Controllability of Differential Equations
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
2009/07/21 by Flandoli, F., Gubinelli, M., Priola, E. · 1 citation
#35B65 #60H10 #FOS: Mathematics #Probability (math.PR)
- Time irregularity of generalized Ornstein--Uhlenbeck processes
2009/11/12 by Brzezniak, Z., Goldys, B., Imkeller, P. +3 · 1 citation
#35R60 #47D07 #60H15 #60J75 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
2010/04/08 by Franco Flandoli, Massimiliano Gubinelli, Flandoli, F. +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #60H10 #76B47 #Dynamical Systems (math.DS) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications