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math.PR2014★ 3 cited
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…
math.PR2014
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…