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math.PR2023
Invariant Gibbs measure for Anderson nonlinear wave equation
Nikolay Barashkov, Francesco C. De Vecchi, Immanuel Zachhuber
We study the Gaussian measure whose covariance is related to the Anderson Hamiltonian operator, proving that it admits a regular coupling to the (standard) Gaussian free field expl…
math.PR2023★ 1 cited
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…