activity
20192026
most citedA BSDEs approach to pathwise uniqueness for stochastic evolution equations

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2026 · math.PRShow all

2 papers · 2 filters

math.PR2026

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…

math.PR2026

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…