4 papers
Noether theorem in stochastic optimal control problems via contact symmetries
Francesco C. De Vecchi, Elisa Mastrogiacomo, Mattia Turra +1
We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact)…
Symmetries of Stochastic Differential Equations using Girsanov transformations
Francesco C. De Vecchi, Paola Morando, Stefania Ugolini
Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transformations able to change also the underlying probability measure exploiting Girsano…
Strong Kac's chaos in the mean-field Bose-Einstein Condensation
Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano +1
A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are e…
Random transformations and invariance of semimartingales on Lie groups
Sergio Albeverio, Francesco C. De Vecchi, Paola Morando +1
Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian moti…