35 citations · 40 across the 7 of their papers we have counts for
28 papers
A mild Girsanov formula
Giuseppe Da Prato, Enrico Priola, Luciano Tubaro
We consider a well posed SPDE on a separable Hilbert space , where is self-adjoint, negative and such that is…
Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure
Giuseppe Da Prato, Franco Flandoli, Michael Röckner
The 2D Euler equations with random initial condition has been investigates by S. Albeverio and A.-B. Cruzeiro in [1] and other authors. Here we prove existence of solutions for the…
Absolutely continuous solutions for continuity equations in Hilbert spaces
Giuseppe Da Prato, Franco Flandoli, Michael Roeckner
We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure γwhi…
Malliavin Calculus for non Gaussian differentiable measures and surface measures in Hilbert spaces
Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro
We construct surface measures in a Hilbert space endowed with a probability measure . The theory fits for invariant measures of some stochastic partial differential equations su…
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…
An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
Giuseppe Da Prato
We prove an integral inequality for the invariant measure of a stochastic differential equation with additive noise in a finite dimensional space . As a consequence, we…