32 citations · 32 across the 7 of their papers we have counts for
4 papers · 1 filter
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…
A mean-field model with discontinuous coefficients for neurons with spatial interaction
Franco Flandoli, Enrico Priola, Giovanni Zanco
Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the…
Infinite-dimensional calculus under weak spatial regularity of the processes
Franco Flandoli, Francesco Russo, Giovanni Zanco
Two generalizations of Itô formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when…
An infinite-dimensional approach to path-dependent Kolmogorov equations
Franco Flandoli, Giovanni Zanco
In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward eq…