:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Dehò, Susanna, De Vecchi, Francesco C., Morando, Paola, Ugolini, Stefania
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Physics 60H10, 58D19, 60H07
Online Access:	https://arxiv.org/abs/2506.11937
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A stochastic approach to time-dependent BEC
by: Borasi, Luigi, et al.
Published: (2025)

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
by: Morale, Daniela, et al.
Published: (2024)

A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)

Quasi-invariant theorem on the Gaussian path space
by: Chen, Qinpin, et al.
Published: (2023)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Density convergence of spatial average of solution to a one dimensional stochastic wave equation
by: Sun, Chengbo, et al.
Published: (2025)

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
by: Belfadli, Rachid, et al.
Published: (2025)

Riemann-Skorohod and Stratonovich integrals for Gaussian processes
by: Liu, Yanghui
Published: (2025)

Poisson imbedding meets the Clark-Ocone formula
by: Hillairet, Caroline, et al.
Published: (2024)

Some new concentration inequalities for the Itô stochastic integral
by: Dung, Nguyen Tien
Published: (2023)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
by: Przybyłowicz, Paweł, et al.
Published: (2022)

Spatial covariance of KPZ from flat initial profile
by: Chen, Le, et al.
Published: (2026)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)

Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
by: Gräfner, Lukas, et al.
Published: (2024)

Quadratic Mean-Field BSDEs and Exponential Utility Maximization
by: Ding, Yining, et al.
Published: (2025)

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
by: Ouknine, Anas, et al.
Published: (2025)

Admitted symmetries of Backward Stochastic Differential Equations
by: Ouknine, Anas, et al.
Published: (2025)

Nodal Volumes as Differentiable Functionals of Gaussian fields
by: Peccati, Giovanni, et al.
Published: (2024)

Well-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions
by: Maurelli, Mario, et al.
Published: (2023)

On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
by: Burés, Òscar, et al.
Published: (2024)

Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Higher order integration by parts formulae for Wiener measures on a path space between two curves
by: Ishitani, Kensuke, et al.
Published: (2024)

On the geometric Brownian motion with state-dependent variable exponent diffusion term
by: Avci, Mustafa
Published: (2025)

Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
by: Piernot, Colin, et al.
Published: (2026)

Existence results for the Cox-Ingersoll-Ross model with variable exponent diffusion
by: Avci, Mustafa
Published: (2025)

A diagram-free approach to the stochastic estimates in regularity structures
by: Linares, Pablo, et al.
Published: (2021)

Wong-Zakai approximation of density functions
by: Inahama, Yuzuru
Published: (2023)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)

Central limit theorems for nonlinear stochastic wave equations in dimension three
by: Ebina, Masahisa
Published: (2022)

Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024)

Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus
by: Nkosi, Siboniso Confrence, et al.
Published: (2025)

Central limit theorems for stochastic wave equations in high dimensions
by: Ebina, Masahisa
Published: (2023)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)