12 citations · 41 across the 16 of their papers we have counts for
3 papers · 2 filters
Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
Francesco C. De Vecchi, Josef Janák, Enrico Priola
We study stochastic Burgers equation driven by a rough noise , where is the Laplacian in one dimension with Dirichlet boundary conditions, and . We p…
A criterion for proving entropy chaos on path space
Luigi Borasi, Francesco Carlo De Vecchi, Stefania Ugolini
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuse…
Invariance properties of Brownian motion via Lie's symmetries
Susanna Dehò, Francesco C. De Vecchi, Paola Morando +1
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of t…