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- Centre National de la Recherche ScientifiqueFR201 papers
- École PolytechniqueFR163 papers
- École Nationale Supérieure de Techniques Avancées ParisFR146 papers
- Laboratoire d'Optique AppliquéeFR116 papers
- Université Paris-SaclayFR79 papers
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5 papers · 2 filters
A pde with drift of negative Besov index and linear growth solutions
Elena Issoglio, Francesco Russo
This paper investigates a class of PDEs with coefficients in negative Besov spaces and whose solutions have linear growth. We show existence and uniqueness of mild and weak solutio…
On Sdes For Bessel Processes In Low Dimension And Path-dependent Extensions
Alberto Ohashi, Francesco Russo, Alan Teixeira
The Bessel process in low dimension (0 1) is not an It{ô} process and it is a semimartingale only in the cases = 1 and = 0. In this paper we first character…
SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view
Elena Issoglio, Francesco Russo
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a…
Weak Dirichlet processes and generalized martingale problems
Elena Bandini, Francesco Russo
In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique…
Rough paths and symmetric-Stratonovich integrals driven by singular covariance gaussian processes
Alberto Ohashi, Francesco Russo
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity condi…