3 papers
math.PR2026
A Bismut-Elworthy formula for BSDEs with degenerate noise
Davide Addona, Federica Masiero
In this paper we derive a Bismut-Elworthy formula under assumptions weaker than the non degeneracy of the noise. By Bismut-Elworthy formula we mean a gradient type estimate on the…
math.PR2025
Pathwise uniqueness by noise for singular stochastic PDEs
Davide Addona, Davide Bignamini, Carlo Orrieri +1
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-co…
math.PR2025
Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
Davide Addona, Davide A. Bignamini
In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation…