activity
20042025
most citedKolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space

23 citations · 37 across the 14 of their papers we have counts for

collaborators

14 papers

math.PR2025

Macroscopic fluctuation theory from a Lagrangian viewpoint and the Schrödinger problem

L. Bertini, D. Gabrielli, R. Chetrite +1

We formulate the Schrödinger problem for interacting particle systems in the hydrodynamical regime thus extending the standard setting of independent particles. This involves the l…

math.AP2021

Cauchy-Dirichlet problems for a class of hypoelliptic equation in : q new probabilistic representation formula for the gradient of the solutions

Giuseppe Da Prato, Luciano Tubaro

We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.

math.PR2018

On the law of the minimum of the solutions to a class of unidimensional SDEs

Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro

We prove that the law of the minimum of the solution to a one-dimensional ODE with good nonlinearity has continuous density with respect to the Lebes…

math.PR2015★ 3 cited

Existence of the Fomin derivative of the invariant measure of a stochastic reaction--diffusion equation

Giuseppe Da Prato, Arnaud Debussche

We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove existence of the Fomin derivative of the corresponding transition semigroup . T…

math.AP2012

Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component

Sandra Cerrai, Giuseppe Da Prato, Franco Flandoli

We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded Hölder term; in spite of this, due to the space-t…

math.AP2012★ 2 cited

A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise

Sandra Cerrai, Giuseppe Da Prato

We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type,…