19 citations · 83 across the 23 of their papers we have counts for
26 papers
Limit theorems for stochastic Volterra processes
Luigi Amedeo Bianchi, Stefano Bonaccorsi, Ole Cañadas +1
We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the exi…
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
Stefano Bonaccorsi, Fulvia Confortola
In this paper, we focus on solving the optimal control problem for integral stochastic Volterra equations in a finite dimensional setting. In our setting, the noise term is driven…
Sticky Brownian motions on star graphs
Stefano Bonaccorsi, Mirko D'Ovidio
This paper is concerned with the construction of several stochastic processes in a star graph, that is a non-euclidean structure where some features of the classical modelling fail…
Limits of stochastic Volterra equations driven by Gaussian noise
Luigi Amedeo Bianchi, Stefano Bonaccorsi, Martin Friesen
We study stochastic Volterra equations in Hilbert spaces driven by cylindrical Gaussian noise. We derive a mild formulation for the stochastic Volterra equation, prove the equivale…
Non-negativity and zero isolation for generalized mixtures of densities
Stefano Bonaccorsi, Bernard Hanzon, Giulia Lombardi
In the literature, finite mixture models are described as linear combinations of probability distribution functions having the form ,…
A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
Luigi Amedeo Bianchi, Stefano Bonaccorsi, Luciano Tubaro
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivat…
A stochastic differential equation SIS model on network under Markovian switching
Stefania Ottaviano, Stefano Bonaccorsi
We study a stochastic SIS (susceptible-infected-susceptible) epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a uniqu…
Random evolution equations: well-posedness, asymptotics, and applications to graphs
Stefano Bonaccorsi, Francesca Cottini, Delio Mugnolo
We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solu…
Some aspects of the Markovian SIRS epidemic on networks and its mean-field approximation
Stefania Ottaviano, Stefano Bonaccorsi
We study the spread of an SIRS-type epidemic with vaccination on network. Starting from an exact Markov description of the model, we investigate the mean epidemic lifetime by provi…
Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in
Stefano Bonaccorsi, Luciano Tubaro, Margherita Zanella
On the infinite dimensional space of continuous paths from to , , endowed with the Wiener measure , we construct a surface measure defined on l…
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
Stefano Bonaccorsi, Adrian Zalinescu
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the…
Probabilistic representation formula for the solution of fractional high order heat-type equations
Stefano Bonaccorsi, Mirko D'Ovidio, Sonia Mazzucchi
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random…
Construction of a surface integral under local Malliavin assumption and integration by parts formulae
Stefano Bonaccorsi, Giuseppe Da Prato, Luciano Tubaro
In this paper, we consider convex sets in an infinite dimensional Hilbert space, where is suitably related to a reference Gaussian measure in . We fi…
Absolute continuity of the law for solutions of stochastic differential equations with boundary noise
Stefano Bonaccorsi, Margherita Zanella
We study existence and regularity of the density for the solution (with fixed and ) of the heat equation in a bounded domain drive…
An Itô calculus for a class of limit processes arising from random walks on the complex plane
Stefano Bonaccorsi, Craig Calcaterra, Sonia Mazzucchi
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study…
Optimal curing policy for epidemic spreading over a community network with heterogeneous population
Stefania Ottaviano, Francesco De Pellegrini, Stefano Bonaccorsi +1
The design of an efficient curing policy, able to stem an epidemic process at an affordable cost, has to account for the structure of the population contact network supporting the…
Epidemics on networks with heterogeneous population and stochastic infection rates
Stefano Bonaccorsi, Stefania Ottaviano
In this paper we study the diffusion of an SIS-type epidemics on a network under the presence of a random environment, that enters in the definition of the infection rates of the n…
Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
Viorel Barbu, Stefano Bonaccorsi, Luciano Tubaro
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dyna…
Epidemic Outbreaks in Networks with Equitable or Almost-Equitable Partitions
Stefano Bonaccorsi, Stefania Ottaviano, Delio Mugnolo +1
We study the diffusion of epidemics on networks that are partitioned into local communities. The gross structure of hierarchical networks of this kind can be described by a quotien…
High Order Heat-type Equations and Random Walks on the Complex Plane
Stefano Bonaccorsi, Sonia Mazzucchi
A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane…
Feedback Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
Fulvia Confortola, Elisa Mastrogiacomo
In this paper we are concerned with a class of stochastic Volterra integro-differential problems with completely monotone kernels, where we assume that the noise enters the system…
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
Stefano Bonaccorsi, Ciprian Tudor
We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the…
Long-time behavior of stochastically perturbed neuronal networks
Stefano Bonaccorsi, Delio Mugnolo
Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to b…
Analysis of the stochastic FitzHugh-Nagumo system
Stefano Bonaccorsi, Elisa Mastrogiacomo
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness…