1 citations · 1 across the 5 of their papers we have counts for
6 papers
Stochastic damped wave and Euler-Bernoulli equations with singular locally Hölder continuous drift
Davide Addona, Davide Augusto Bignamini
Let and be two separable Hilbert spaces and . We consider a stochastic differential equation which evolves in the Hilbert space of the form \begin{align} \label{SD…
A Bismut-Elworthy formula for BSDEs with degenerate noise
Davide Addona, Federica Masiero
In this paper we derive a Bismut-Elworthy formula under assumptions weaker than the non degeneracy of the noise. By Bismut-Elworthy formula we mean a gradient type estimate on the…
Pathwise uniqueness by noise for singular stochastic PDEs
Davide Addona, Davide Bignamini, Carlo Orrieri +1
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-co…
Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
Davide Addona, Davide A. Bignamini
In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation…
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Davide Addona, Federica Masiero, Enrico Priola
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinea…
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
Davide Addona, Elena Bandini, Federica Masiero
We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes , with generator with quadratic growth with respe…