Suivre
Alberto Lanconelli
Titre
Citée par
Citée par
Année
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
372004
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
282020
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
222013
Hölder-type inequalities for norms of Wick products.
A Lanconelli, AI Stan
Journal of Applied Mathematics & Stochastic Analysis, 2008
152008
Nash estimates and upper bounds for non-homogeneous Kolmogorov equations
A Lanconelli, A Pascucci
Potential Analysis 47, 461-483, 2017
132017
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
122014
A connection between the Poissonian Wick product and the discrete convolution
A Lanconelli, L Sportelli
Communications on Stochastic Analysis 5 (4), 6, 2011
122011
On a new version of the Ito's formula for the stochastic heat equation
A Lanconelli
arXiv preprint arXiv:0704.2018, 2007
122007
Local densities for a class of degenerate diffusions
A Lanconelli, S Pagliarani, A Pascucci
112020
A Hölder inequality for norms of Poissonian Wick products
A Lanconelli, AI Stan
Infinite Dimensional Analysis, Quantum Probability and Related Topics 16 (03 …, 2013
102013
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
102012
Some norm inequalities for Gaussian Wick products
A Lanconelli, AI Stan
Stochastic Analysis and Applications 28 (3), 523-539, 2010
92010
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
82022
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
82016
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
72021
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
72019
Wick product and backward heat equation
A Lanconelli
Mediterranean Journal of Mathematics 2, 367-379, 2005
72005
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
62012
Using Malliavin calculus to solve a chemical diffusion master equation
A Lanconelli
Journal of Mathematical Analysis and Applications 526 (2), 127352, 2023
52023
On the extension of a basic property of conditional expectations to second quantization operators
A Lanconelli
Communications on Stochastic Analysis 3 (3), 4, 2009
52009
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20