5 citations · 9 across the 3 of their papers we have counts for
8 papers · 1 filter
Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
Francesco C. De Vecchi, Paola Morando, Stefania Ugolini
A reduction procedure for stochastic differential equations based on stochastic symmetries including Girsanov random transformations is proposed. In this setting, a new notion of r…
A note on supersymmetry and stochastic differential equations
Francesco C. De Vecchi, Massimiliano Gubinelli
We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.
The elliptic stochastic quantization of some two dimensional Euclidean QFTs
Sergio Albeverio, Francesco C. De Vecchi, Massimiliano Gubinelli
We study a class of elliptic SPDEs with additive Gaussian noise on , with a -dimensional manifold equipped with a positive Radon measure, and a real-v…
Weak symmetries of stochastic differential equations driven by semimartingales with jumps
Sergio Albeverio, Francesco C. De Vecchi, Paola Morando +1
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general cadlag semimartingales taking values in Lie groups are defined and investigated…
Elliptic stochastic quantization
Sergio Albeverio, Francesco C. De Vecchi, Massimiliano Gubinelli
We prove an explicit formula for the law in zero of the solution of a class of elliptic SPDE in . This formula is the simplest instance of dimensional reduction, disc…
Finite dimensional solutions to SPDEs and the geometry of infinite jet bundles
Francesco C. De Vecchi
Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochas…