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20072026
most citedRate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

5 citations · 19 across the 29 of their papers we have counts for

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Showing 2016Show all

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math.PR2016

Prohorov-type local limit theorems on abstract Wiener spaces

Alberto Lanconelli

We prove that the density of , where is a sequence of independent and identically distributed random variables…

math.PR2016

Nash estimates and upper bounds for non-homogeneous Kolmogorov equations

Alberto Lanconelli, Andrea Pascucci

We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coeffici…