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

collaborators

Showing 2016Show all

2 papers · 1 filter

math.PR2016

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

Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro

We construct surface measures in a Hilbert space endowed with a probability measure $ν$ . The theory fits for invariant measures of some stochastic partial differential equations su…

math.PR2016★ 5 cited

Construction of a surface integral under local Malliavin assumption and integration by parts formulae

Stefano Bonaccorsi, Giuseppe Da Prato, Luciano Tubaro

In this paper, we consider convex sets $K_{r} = {g \geq r}$ in an infinite dimensional Hilbert space, where $g$ is suitably related to a reference Gaussian measure $μ$ in $H$ . We fi…