19 citations · 60 across the 19 of their papers we have counts for
4 papers · 1 filter
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…