3 papers
math.AP2023
Intrinsic Hölder spaces for fractional kinetic operators
Maria Manfredini, Stefano Pagliarani, Sergio Polidoro
We introduce anisotropic Hölder spaces useful for the study of the regularity theory for non local kinetic operators whose prototypal example is \begin{equation} \mat…
math.PR2022
Strong regularization by noise for kinetic SDEs
Giacomo Lucertini, Stefano Pagliarani, Andrea Pascucci
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type Hörmander condition, assuming…
q-fin.CP2014
Asymptotics for -dimensional Lévy-type processes
Matthew Lorig, Stefano Pagliarani, Andrea Pascucci
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Lev…