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- University of MilanIT8 papers
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- Centre National de la Recherche ScientifiqueFR1 paper
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- European Synchrotron Radiation FacilityFR1 paper
- Hiroshima UniversityJP1 paper
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6 papers · 1 filter
Central limit theorem for a class of one-dimensional kinetic equations
Federico Bassetti, Lucia Ladelli, Daniel Matthes
We introduce a class of Boltzmann equations on the real line, which constitute extensions of the classical Kac caricature. The collisional gain operators are defined by smoothing t…
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
Fulvia Confortola
In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T…
Classical dilations à la Hudson-Parthasarathy of Markov semigroups
M. Gregoratti
We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a…
Hitting properties of parabolic s.p.d.e.'s with reflection
Robert C. Dalang, C. Mueller, L. Zambotti
We study the hitting properties of the solutions of a class of parabolic stochastic partial differential equations with singular drifts that prevent from becoming negative.…
Integration by parts on the law of the reflecting Brownian motion
Lorenzo Zambotti
We prove an integration by parts formula on the law of the reflecting Brownian motion in the positive half line, where is a standard Brownian motion. In other terms, w…
Logarithmic Sobolev inequality for zero-range Dynamics
Paolo Dai Pra, Gustavo Posta
We prove that the logarithmic Sobolev constant for zero-range processes in a box of diameter grows as .