19 citations · 60 across the 19 of their papers we have counts for
22 papers
A non-local singular non-linear Fokker-Planck PDE
Luca Bondi, Elena Issoglio, Francesco Russo
The focus of this paper is a non-local singular non-linear Fokker-Planck partial differential equation (PDE). The peculiarity of this PDE feature is in its divergence coefficient,…
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
Luis Mario Chaparro Jaquez, Elena Issoglio, Jan Palczewski
We study a one-dimensional McKean-Vlasov stochastic differential equation (SDE) with a drift equal to a product of a distribution depending on the state of the process and a non-li…
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi
We are interested in the Euler-Maruyama dicretization of the formal SDE, , where is a symmetric isotropic d dimensional stable process of index $α\in (1,2…
McKean-Vlasov equations with singular coefficients - a review of recent results
Luca Bondi, Elena Issoglio, Francesco Russo
This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review exi…
Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces
Elena Issoglio, Stefano Pagliarani, Francesco Russo +1
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{ö}rmander…
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
Luis Mario Chaparro Jáquez, Elena Issoglio, Jan Palczewski
This paper is concerned with numerical solutions of one-dimensional SDEs with the drift being a generalised function, in particular belonging to the Hölder-Zygmund space o…
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…
SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view
Elena Issoglio, Francesco Russo
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a…
Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games
Andrea Bovo, Tiziano De Angelis, Elena Issoglio
We study a class of zero-sum games between a singular-controller and a stopper over finite-time horizon. The underlying process is a multi-dimensional (locally non-degenerate) cont…
McKean SDEs with singular coefficients
Elena Issoglio, Francesco Russo
The paper investigates existence and uniqueness for a stochastic differential equation (SDE) with distributional drift depending on the law density of the solution. Those equations…
Blow-up for a nonlinear PDE with fractional Laplacian and singular quadratic nonlinearity
Diego Chamorro, Elena Issoglio
We consider a parabolic-type PDE with a diffusion given by a fractional Laplacian operator and with a quadratic nonlinearity of the 'gradient' of the solution, convoluted with a si…
A numerical scheme for stochastic differential equations with distributional drift
Tiziano De Angelis, Maximilien Germain, Elena Issoglio
In this paper we present a scheme for the numerical solution of one-dimensional stochastic differential equations (SDEs) whose drift belongs to a fractional Sobolev space of negati…
A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis
Elena Issoglio
We consider a non-linear parabolic partial differential equation (PDE) on with a distributional coefficient in the non-linear term. The distribution is an element of…
Fractional Brownian motions ruled by nonlinear equations
Roberto Garra, Elena Issoglio, Giorgio S. Taverna
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional diff…
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…
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…
Modified Weibull distribution for Biomedical signals denoising
A. M. Adam, R. M. Farouk, B. S . El-Desouky
A wide range of signs are acquired from the human body called Biomedical signs or biosignals, they can be at the cell level, organ level, or sub-atomic level. Electroencephalogrami…
Regularity of the solutions to SPDEs in metric measure spaces
Elena Issoglio, Martina Zähle
In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solu…
Multidimensional stochastic differential equations with distributional drift
Franco Flandoli, Elena Issoglio, Francesco Russo
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative deriv…
Elementary pathwise methods for nonlinear parabolic and transport type SPDE with fractal noise
Michael Hinz, Elena Issoglio, Martina Zähle
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-diff…
Cylindrical Fractional Brownian Motion in Banach Spaces
Elena Issoglio, Markus Riedle
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian…
Transport equations with fractal noise - existence, uniqueness and regularity of the solution
Elena Issoglio
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-…