ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION A Lanconelli, F Proske Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 (03 …, 2004 | 37 | 2004 |
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients A Lanconelli, A Pascucci, S Polidoro Journal of Evolution Equations 20 (4), 1399-1417, 2020 | 28 | 2020 |
An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems P Da Pelo, A Lanconelli, AI Stan Stochastic Processes and their applications 123 (8), 3183-3200, 2013 | 22 | 2013 |
Hölder-type inequalities for norms of Wick products. A Lanconelli, AI Stan Journal of Applied Mathematics & Stochastic Analysis, 2008 | 15 | 2008 |
Nash estimates and upper bounds for non-homogeneous Kolmogorov equations A Lanconelli, A Pascucci Potential Analysis 47, 461-483, 2017 | 13 | 2017 |
Quantum white noise convolution operators with application to differential equations A Barhoumi, A Lanconelli, H Rguigui Random Operators and Stochastic Equations 22 (4), 195-211, 2014 | 12 | 2014 |
A connection between the Poissonian Wick product and the discrete convolution A Lanconelli, L Sportelli Communications on Stochastic Analysis 5 (4), 6, 2011 | 12 | 2011 |
On a new version of the Ito's formula for the stochastic heat equation A Lanconelli arXiv preprint arXiv:0704.2018, 2007 | 12 | 2007 |
Local densities for a class of degenerate diffusions A Lanconelli, S Pagliarani, A Pascucci | 11 | 2020 |
A Hölder inequality for norms of Poissonian Wick products A Lanconelli, AI Stan Infinite Dimensional Analysis, Quantum Probability and Related Topics 16 (03 …, 2013 | 10 | 2013 |
Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities A Lanconelli, L Sportelli Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (03 …, 2012 | 10 | 2012 |
On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models A Lanconelli, BT Perçin Applied Mathematics and Computation 413, 126600, 2022 | 9 | 2022 |
Some norm inequalities for Gaussian Wick products A Lanconelli, AI Stan Stochastic Analysis and Applications 28 (3), 523-539, 2010 | 9 | 2010 |
An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces P Da Pelo, A Lanconelli, AI Stan Stochastic Analysis and Applications 34 (1), 47-64, 2016 | 8 | 2016 |
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations A Lanconelli, R Scorolli Stochastic Processes and their Applications 141, 57-78, 2021 | 7 | 2021 |
Rate of convergence for Wong–Zakai-type approximations of Itô stochastic differential equations BK Ben Ammou, A Lanconelli Journal of Theoretical Probability 32, 1780-1803, 2019 | 7 | 2019 |
Wick product and backward heat equation A Lanconelli Mediterranean Journal of Mathematics 2, 367-379, 2005 | 7 | 2005 |
On a new probabilistic representation for the solution of the heat equation P Da Pelo, A Lanconelli Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 6 | 2012 |
Using Malliavin calculus to solve a chemical diffusion master equation A Lanconelli Journal of Mathematical Analysis and Applications 526 (2), 127352, 2023 | 5 | 2023 |
On the extension of a basic property of conditional expectations to second quantization operators A Lanconelli Communications on Stochastic Analysis 3 (3), 4, 2009 | 5 | 2009 |