23 citations · 32 across the 13 of their papers we have counts for
15 papers
A simple method of computing Riemann-type integrals
Luciano Tubaro
The "Riemann-type integrals" of the title are not a single new integral, but the family of classical constructions -- Riemann, Riemann-Stieltjes, Young-Kondurar, complex-analytic,…
A Bootstrap Proof of the Abstract Wiener Space Theorem for Fréchet Spaces
Luciano Tubaro
In this paper, we provide an alternative proof of a result due to Gross (1960s), extending it to the Fréchet space setting. Our argument adapts the proof technique developed by Bog…
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…
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.
A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
Luigi Amedeo Bianchi, Stefano Bonaccorsi, Luciano Tubaro
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivat…
Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in
Stefano Bonaccorsi, Luciano Tubaro, Margherita Zanella
On the infinite dimensional space of continuous paths from to , , endowed with the Wiener measure , we construct a surface measure defined on l…