3 papers
math.PR2022
A pde with drift of negative Besov index and linear growth solutions
Elena Issoglio, Francesco Russo
This paper investigates a class of PDEs with coefficients in negative Besov spaces and whose solutions have linear growth. We show existence and uniqueness of mild and weak solutio…
stat.ML2018
On the Estimation of Entropy in the FastICA Algorithm
Elena Issoglio, Paul Smith, Jochen Voss
The fastICA method is a popular dimension reduction technique used to reveal patterns in data. Here we show both theoretically and in practice that the approximations used in fastI…
math.PR2018
A Feynman-Kac result via Markov BSDEs with generalized driver
Elena Issoglio, Francesco Russo
In this paper we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman-Kac formulae related to these…