25 citations · 125 across the 20 of their papers we have counts for
22 papers
A criterion for proving entropy chaos on path space
Luigi Borasi, Francesco Carlo De Vecchi, Stefania Ugolini
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuse…
Invariance properties of Brownian motion via Lie's symmetries
Susanna Dehò, Francesco C. De Vecchi, Paola Morando +1
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of t…
A stochastic approach to time-dependent BEC
Luigi Borasi, Francesco C. De Vecchi, Stefania Ugolini
We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the interacting conservative…
Random rotational invariance of integration by parts formulas within a Bismut-type approach
Susanna Dehò, Francesco C. De Vecchi, Paola Morando +1
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory…
Well-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions
Mario Maurelli, Daniela Morale, Stefania Ugolini
We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random…
Integration by parts formulas and Lie's symmetries of SDEs
Francesco C. De Vecchi, Paola Morando, Stefania Ugolini
A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable applicatio…