G. da Prato

collaborators

2 papers

math.PR2018

Gradient estimates for SDEs without monotonicity type conditions

Giuseppe Da Prato, Enrico Priola

We prove gradient estimates for transition Markov semigroups $(P_{t})$ associated to SDEs driven by multiplicative Brownian noise having possibly unbounded $C^{1}$ -coefficients, withou…

math.FA2018

BV functions in Hilbert spaces

Giuseppe Da Prato, Alessandra Lunardi

We study $B V$ functions in a Hilbert space $X$ endowed with a probability measure $ν$ , assuming that $ν$ is Fomin differentiable along suitable directions. We establish basic chara…