Sfoglia per Autore
An Ito formula for a family of stochastic integrals and related Wong-Zakai type theorems
2013 Da Pelo Paolo; Lanconelli Alberto; Stan Aurel I.
A Holder inequality for norms of Poissonian Wick products
2013 Lanconelli A; Stan A
A comparison theorem for stochastic differential equations under the Novikov condition
2014 Lanconelli A
QWN-convolution operators with application to differential equations
2014 Barhoumi A; Lanconelli A; Rguigui H
On stochastic differential equations driven by the renormalized square of the Gaussian white noise
2015 Ben Ammou Bilel Kacem; Lanconelli Alberto
A unified approach to local limit theorems in Gaussian spaces and the law of small numbers
2015 Ammou Bilel Kacem Ben; Lanconelli Alberto
An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces
2016 Da Pelo Paolo; Lanconelli Alberto; Stan Aurel I.
A sharp interpolation between the Hölder and Gaussian Young inequalities
2016 Da Pelo Paolo; Lanconelli Alberto; Stan Aurel I
A new approach to Poincaré-type inequalities on the Wiener space
2016 Lanconelli Alberto
A note on a local limit theorem for Wiener space valued random variables
2016 Lanconelli Alberto; Stan Aurel I.
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations
2017 Lanconelli, Alberto; Pascucci, Andrea
Prohorov-Type Local Limit Theorems on Abstract Wiener Spaces
2018 Lanconelli, Alberto
Standardizing densities on Gaussian spaces
2018 Lanconelli, Alberto
Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations
2019 Ben Ammou B.K.; Lanconelli A.
On a Class of Stochastic Differential Equations with Random and Hölder Continuous Coefficients Arising in Biological Modeling
2019 Bernardi E.; Chuni V.; Lanconelli A.
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients
2020 Lanconelli A.; Pascucci A.; Polidoro S.
Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations
2020 Lanconelli A.
Local densities for a class of degenerate diffusions
2020 Lanconelli A.; Pagliarani S.; Pascucci A.
A general model system related to affine stochastic differential equations
2021 Bernardi E.; Chuni V.; Lanconelli A.
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
2021 Lanconelli A.; Scorolli R.
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