19 citations · 83 across the 23 of their papers we have counts for
18 papers · 1 filter
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…
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…
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…
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…
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…
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…
Optimal control of stochastic differential equations with dynamical boundary conditions
S. Bonaccorsi, F. Confortola, E. Mastrogiacomo
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by…