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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…
math.PR2022★ 1 cited
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…
math.OC2022★ 4 cited
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…