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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Showing 2018 · math.PRShow all

2 papers · 2 filters

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…

Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in Rn

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

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