2 citations · 4 across the 2 of their papers we have counts for
4 papers
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
Stefano Pagliarani, Sergio Polidoro
We adapt and extend Yosida's parametrix method, originally introduced for the construction of the fundamental solution to a parabolic operator on a Riemannian manifold, to derive V…
A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps
Ankush Agarwal, Stefano Pagliarani
We consider a class of Lévy-driven stochastic differential equations (SDEs) with McKean-Vlasov (MK-V) interaction in the drift coefficient. It is assumed that the coefficient is bo…
Local densities for a class of degenerate diffusions
Alberto Lanconelli, Stefano Pagliarani, Andrea Pascucci
We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the int…
Intrinsic Taylor formula for non-homogeneous Kolmogorov-type Lie groups
Stefano Pagliarani, Michele Pignotti
We prove an intrinsic Taylor-like formula for a class of Lie groups arising in the study of some sub-elliptic differential operators, namely the Kolmogorov operators. The estimate…