413 citations · 648 across the 33 of their papers we have counts for
43 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…
About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations
Lorenzo Marino, Stéphane Menozzi, Enrico Priola
We study here the effects of a time-dependent second order perturbation to a degenerate Ornstein-Uhlenbeck type operator whose diffusive part can be either local or non-local. More…
Correction to "An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs"
Enrico Priola
We show uniqueness in law for the critical SPDE \begin{eqnarray} \label{qq1} dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, \end{eqnarray} where $ : \text{dom}(…
HJB equations and stochastic control on half-spaces of Hilbert spaces
Alessandro Calvia, Gianluca Cappa, Fausto Gozzi +1
In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we…
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Davide Addona, Federica Masiero, Enrico Priola
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinea…
Poisson process and sharp constants in Lp and Schauder estimates for a class of degenerate Kolmogorov operators
L. Marino, S. Menozzi, E. Priola
We consider a possibly degenerate Kolmogorov-Ornstein-Uhlenbeck operator of the form L = Tr(BD 2) + Az, D , where A, B are N x N matrices, z R N , N 1, which satisfy th…