2 papers
math.PR2023
Stochastic transport by Gaussian noise
Franco Flandoli, Francesco Russo
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is th…
math.PR2022
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…