4 papers
About semilinear low dimension Bessel PDEs
Alberto Ohashi, Francesco Russo, Alan Teixeira
We prove existence and uniqueness of solutions of a semilinear PDE driven by a Bessel type generator with low dimension . is a local operator, whose drift is t…
On Sdes For Bessel Processes In Low Dimension And Path-dependent Extensions
Alberto Ohashi, Francesco Russo, Alan Teixeira
The Bessel process in low dimension (0 1) is not an It{ô} process and it is a semimartingale only in the cases = 1 and = 0. In this paper we first character…
Rough paths and regularization
André Gomes, Alberto Ohashi, Francesco Russo +1
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely…
On some path-dependent SDEs involving distributional drifts
Alberto Ohashi, Francesco Russo, Alan Teixeira
In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous…