41 citations · 107 across the 13 of their papers we have counts for
4 papers · 1 filter
Notes on the Ogawa integrability and a condition for convergence in the multidimensional case
Nicolò Cangiotti, Sonia Mazzucchi
The Ogawa stochastic integral is shortly reviewed and formulated in the framework of abstract Wiener spaces. The condition of universal Ogawa integrability in the multidimensional…
Probabilistic representation formula for the solution of fractional high order heat-type equations
Stefano Bonaccorsi, Mirko D'Ovidio, Sonia Mazzucchi
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random…
An Itô calculus for a class of limit processes arising from random walks on the complex plane
Stefano Bonaccorsi, Craig Calcaterra, Sonia Mazzucchi
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study…
A unified approach to infinite dimensional integration
Sergio Albeverio, Sonia Mazzucchi
An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infin…