L. Tubaro

activity

20042026

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

23 citations · 32 across the 13 of their papers we have counts for

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10 papers · 1 filter

math.PR2026

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…

math.PR2023

A mild Girsanov formula

Giuseppe Da Prato, Enrico Priola, Luciano Tubaro

We consider a well posed SPDE $: d Z = (A Z + b (Z)) d t + d W (t), Z_{0} = x,$ on a separable Hilbert space $H$ , where $A : H \to H$ is self-adjoint, negative and such that $A^{- 1 + β}$ is…

math.PR2021

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…

math.PR2018★ 2 cited

Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in $R^{n}$

Stefano Bonaccorsi, Luciano Tubaro, Margherita Zanella

On the infinite dimensional space $E$ of continuous paths from $[0, 1]$ to $R^{n}$ , $n \geq 3$ , endowed with the Wiener measure $μ$ , we construct a surface measure defined on l…

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 $m := min_{t \in [0, 1]} ξ (t)$ of the solution $ξ$ to a one-dimensional ODE with good nonlinearity has continuous density with respect to the Lebes…

math.PR2016

Malliavin Calculus for non Gaussian differentiable measures and surface measures in Hilbert spaces