12 citations · 41 across the 16 of their papers we have counts for
3 papers · 1 filter
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…