activity
20182022
most citedDensity and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

4 citations · 7 across the 6 of their papers we have counts for

collaborators

7 papers

math.AP2022★ 1 cited

Sobolev embeddings for kinetic Fokker-Planck equations

Andrea Pascucci, Antonello Pesce

We introduce intrinsic Sobolev-Slobodeckij spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak Hörmander condition. We prove continuous embeddings i…

math.AP2022

Approximation and Interpolation in Kolmogorov-type groups

Antonello Pesce

We prove a real interpolation characterization for some non Euclidean Hölder spaces, built on the Lie structure induced by a class of ultra-parabolic Kolmogorov-type operators sati…

math.AP2022

Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

P Chaudru de Raynal, S Menozzi, A Pesce +1

We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differentia equations. Our results are established under somehow minimal…

math.AP2020★ 4 cited

Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

S. Menozzi, A. Pesce, X. Zhang

We consider non degenerate Brownian SDEs with H{ö}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associat…

math.PR2020

Backward and forward filtering under the weak Hörmander condition

Andrea Pascucci, Antonello Pesce

We derive the forward and backward filtering equations for a class of degenerate partially observable diffusions, satisfying the weak Hörmander condition. Our approach is based on…

math.PR2019★ 2 cited

On stochastic Langevin and Fokker-Planck equations: the two-dimensional case

Andrea Pascucci, Antonello Pesce

We prove existence, regularity in Hölder classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies…