5 papers · 1 filter
Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
Francesco C. De Vecchi, Josef Janák, Enrico Priola
We study stochastic Burgers equation driven by a rough noise , where is the Laplacian in one dimension with Dirichlet boundary conditions, and . We p…
Stochastic transport equation with Lévy noise
Zdzisław Brzeźniak, Enrico Priola, Jianliang Zhai +1
We study the stochastic transport equation with globally -Hölder continuous and bounded vector field driven by a non-degenerate pure-jump Lévy noise of -stable type. Whereas…
Stochastic dissipative systems in Banach spaces driven by Lévy noise
Davide A. Bignamini, Enrico Priola
In this paper, we are interested in the well-posedness of stochastic reaction diffusion equations like \begin{equation} \begin{cases} dX(t)(ξ)=\big(Δ_ξX(t)(ξ)-p(X(t)(ξ))\big)dt+RdW…
Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
Alessandro Bondi, Fausto Gozzi, Enrico Priola +1
We study the optimal control of an infinite-dimensional stochastic system governed by an SDE in a separable Hilbert space driven by cylindrical stable noise. We establish the exist…
A counterexample to -gradient type estimates for Ornstein-Uhlenbeck operators
Emanuele Dolera, Enrico Priola
Let be a strictly increasing sequence of positive numbers such that Let be a bounded smooth function and denote by $u= u^…