Bandini, Elena; Russo, Francesco Weak Dirichlet processes and generalized martingale problems. (English) Zbl 07812482 Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024). MSC: 60H10 60G48 60G57 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024; Zbl 07812482) Full Text: DOI arXiv
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On SDEs for Bessel processes in low dimension and path-dependent extensions. (English) Zbl 07799683 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1111-1138 (2023). MSC: 60G99 60H10 PDFBibTeX XMLCite \textit{A. Ohashi} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1111--1138 (2023; Zbl 07799683) Full Text: arXiv Link
Anzeletti, Lukas; Richard, Alexandre; Tanré, Etienne Regularisation by fractional noise for one-dimensional differential equations with distributional drift. (English) Zbl 1528.60074 Electron. J. Probab. 28, Paper No. 135, 49 p. (2023). MSC: 60H50 34A06 60G22 60H10 PDFBibTeX XMLCite \textit{L. Anzeletti} et al., Electron. J. Probab. 28, Paper No. 135, 49 p. (2023; Zbl 1528.60074) Full Text: DOI arXiv
Issoglio, Elena; Russo, Francesco McKean SDEs with singular coefficients. (English) Zbl 07788713 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1530-1548 (2023). MSC: 60H10 35C99 35D99 35K10 60H30 PDFBibTeX XMLCite \textit{E. Issoglio} and \textit{F. Russo}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1530--1548 (2023; Zbl 07788713) Full Text: DOI arXiv
Perkowski, Nicolas; van Zuijlen, Willem Quantitative heat-kernel estimates for diffusions with distributional drift. (English) Zbl 1517.60066 Potential Anal. 59, No. 2, 731-752 (2023). MSC: 60H10 60J60 35A08 PDFBibTeX XMLCite \textit{N. Perkowski} and \textit{W. van Zuijlen}, Potential Anal. 59, No. 2, 731--752 (2023; Zbl 1517.60066) Full Text: DOI arXiv
Marino, L.; Menozzi, S. Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients. (English) Zbl 07711484 Stochastic Processes Appl. 162, 106-170 (2023). MSC: 60H10 34F05 35K65 35R09 PDFBibTeX XMLCite \textit{L. Marino} and \textit{S. Menozzi}, Stochastic Processes Appl. 162, 106--170 (2023; Zbl 07711484) Full Text: DOI arXiv
Huveneers, François; Simenhaus, François Evolution of a passive particle in a one-dimensional diffusive environment. (English) Zbl 1509.60180 Electron. J. Probab. 28, Paper No. 10, 31 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60K37 60F17 60K50 60G50 PDFBibTeX XMLCite \textit{F. Huveneers} and \textit{F. Simenhaus}, Electron. J. Probab. 28, Paper No. 10, 31 p. (2023; Zbl 1509.60180) Full Text: DOI arXiv Link
Chaudru de Raynal, Paul-Éric; Menozzi, Stéphane On multidimensional stable-driven stochastic differential equations with Besov drift. (English) Zbl 1511.60080 Electron. J. Probab. 27, Paper No. 163, 52 p. (2022). MSC: 60H10 35R11 60H50 35B65 PDFBibTeX XMLCite \textit{P.-É. Chaudru de Raynal} and \textit{S. Menozzi}, Electron. J. Probab. 27, Paper No. 163, 52 p. (2022; Zbl 1511.60080) Full Text: DOI arXiv
Gutiérrez-Pavón, Jonathan; Pacheco, Carlos G. The killed Brox diffusion. (English) Zbl 1520.60064 Stoch. Models 38, No. 4, 582-604 (2022). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60K37 60H25 34L10 45C05 PDFBibTeX XMLCite \textit{J. Gutiérrez-Pavón} and \textit{C. G. Pacheco}, Stoch. Models 38, No. 4, 582--604 (2022; Zbl 1520.60064) Full Text: DOI arXiv
De Angelis, Tiziano; Germain, Maximilien; Issoglio, Elena A numerical scheme for stochastic differential equations with distributional drift. (English) Zbl 1500.65001 Stochastic Processes Appl. 154, 55-90 (2022). MSC: 65C30 60H10 60H35 60J60 PDFBibTeX XMLCite \textit{T. De Angelis} et al., Stochastic Processes Appl. 154, 55--90 (2022; Zbl 1500.65001) Full Text: DOI arXiv
Kremp, Helena; Perkowski, Nicolas Multidimensional SDE with distributional drift and Lévy noise. (English) Zbl 07526605 Bernoulli 28, No. 3, 1757-1783 (2022). Reviewer: Andrej Srakar (Ljubljana) MSC: 60H10 60L40 60J60 PDFBibTeX XMLCite \textit{H. Kremp} and \textit{N. Perkowski}, Bernoulli 28, No. 3, 1757--1783 (2022; Zbl 07526605) Full Text: DOI arXiv Link
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. (English) Zbl 1502.60088 J. Theor. Probab. 35, No. 2, 714-771 (2022). MSC: 60H07 60H10 60H50 PDFBibTeX XMLCite \textit{D. Baños} et al., J. Theor. Probab. 35, No. 2, 714--771 (2022; Zbl 1502.60088) Full Text: DOI arXiv
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On path-dependent SDEs involving distributional drifts. (English) Zbl 1489.60104 Mod. Stoch., Theory Appl. 9, No. 1, 65-87 (2022). MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{A. Ohashi} et al., Mod. Stoch., Theory Appl. 9, No. 1, 65--87 (2022; Zbl 1489.60104) Full Text: DOI arXiv
Barrasso, Adrien; Russo, Francesco Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples. (English) Zbl 1484.60060 J. Theor. Probab. 34, No. 3, 1110-1148 (2021). MSC: 60H10 60H30 35S05 60J35 60J60 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, J. Theor. Probab. 34, No. 3, 1110--1148 (2021; Zbl 1484.60060) Full Text: DOI arXiv
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 1469.60217 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 1469.60217) Full Text: DOI arXiv HAL
Bandini, Elena; Russo, Francesco The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures. (English) Zbl 1456.60224 Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020). MSC: 60J76 60G57 60H30 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020; Zbl 1456.60224) Full Text: DOI arXiv
Gubinelli, M.; Turra, M. Hyperviscous stochastic Navier-Stokes equations with white noise invariant measure. (English) Zbl 1448.60138 Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020). Reviewer: Piotr Biler (Wrocław) MSC: 60H15 35Q30 60H40 35R60 PDFBibTeX XMLCite \textit{M. Gubinelli} and \textit{M. Turra}, Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020; Zbl 1448.60138) Full Text: DOI arXiv
Gubinelli, Massimiliano; Perkowski, Nicolas The infinitesimal generator of the stochastic Burgers equation. (English) Zbl 1470.60192 Probab. Theory Relat. Fields 178, No. 3-4, 1067-1124 (2020). MSC: 60H17 PDFBibTeX XMLCite \textit{M. Gubinelli} and \textit{N. Perkowski}, Probab. Theory Relat. Fields 178, No. 3--4, 1067--1124 (2020; Zbl 1470.60192) Full Text: DOI arXiv
Amine, Oussama; Baños, David R.; Proske, Frank Regularity properties of the stochastic flow of a skew fractional Brownian motion. (English) Zbl 1461.60038 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020). MSC: 60H10 49J55 49N60 60G22 PDFBibTeX XMLCite \textit{O. Amine} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020; Zbl 1461.60038) Full Text: DOI arXiv
Athreya, Siva; Butkovsky, Oleg; Mytnik, Leonid Strong existence and uniqueness for stable stochastic differential equations with distributional drift. (English) Zbl 1461.60039 Ann. Probab. 48, No. 1, 178-210 (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 60G52 PDFBibTeX XMLCite \textit{S. Athreya} et al., Ann. Probab. 48, No. 1, 178--210 (2020; Zbl 1461.60039) Full Text: DOI arXiv Euclid
Lê, Khoa A stochastic sewing lemma and applications. (English) Zbl 1480.60162 Electron. J. Probab. 25, Paper No. 38, 55 p. (2020). Reviewer: Chao Wang (Kunming) MSC: 60H10 60H05 60L20 PDFBibTeX XMLCite \textit{K. Lê}, Electron. J. Probab. 25, Paper No. 38, 55 p. (2020; Zbl 1480.60162) Full Text: DOI arXiv Euclid
Issoglio, Elena; Russo, Francesco A Feynman-Kac result via Markov BSDEs with generalised drivers. (English) Zbl 1462.60075 Bernoulli 26, No. 1, 728-766 (2020). Reviewer: David Prömel (Mannheim) MSC: 60H10 60G20 60H99 PDFBibTeX XMLCite \textit{E. Issoglio} and \textit{F. Russo}, Bernoulli 26, No. 1, 728--766 (2020; Zbl 1462.60075) Full Text: DOI arXiv Euclid
Delarue, François Restoring uniqueness to mean-field games by randomizing the equilibria. (English) Zbl 1457.60087 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598-678 (2019). MSC: 60H10 60H15 91A07 91A15 60H30 PDFBibTeX XMLCite \textit{F. Delarue}, Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 4, 598--678 (2019; Zbl 1457.60087) Full Text: DOI arXiv
Zhang, Xicheng; Zhao, Guohuan Singular Brownian diffusion processes. (English) Zbl 1404.60087 Commun. Math. Stat. 6, No. 4, 533-581 (2018). MSC: 60H10 35A08 37A25 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{G. Zhao}, Commun. Math. Stat. 6, No. 4, 533--581 (2018; Zbl 1404.60087) Full Text: DOI
Cannizzaro, Giuseppe; Chouk, Khalil Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential. (English) Zbl 1407.60109 Ann. Probab. 46, No. 3, 1710-1763 (2018). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60J60 60K35 60H15 PDFBibTeX XMLCite \textit{G. Cannizzaro} and \textit{K. Chouk}, Ann. Probab. 46, No. 3, 1710--1763 (2018; Zbl 1407.60109) Full Text: DOI arXiv Euclid
Bandini, Elena; Russo, Francesco Special weak Dirichlet processes and BSDEs driven by a random measure. (English) Zbl 1429.60051 Bernoulli 24, No. 4A, 2569-2609 (2018). MSC: 60G57 60H10 60H05 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Bernoulli 24, No. 4A, 2569--2609 (2018; Zbl 1429.60051) Full Text: DOI arXiv Euclid
Hu, Yaozhong; Lê, Khoa; Mytnik, Leonid Stochastic differential equation for Brox diffusion. (English) Zbl 1378.60081 Stochastic Processes Appl. 127, No. 7, 2281-2315 (2017). MSC: 60H10 35D35 60J60 60J55 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastic Processes Appl. 127, No. 7, 2281--2315 (2017; Zbl 1378.60081) Full Text: DOI arXiv
Russo, Francesco; Wurzer, Lukas Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time. (English) Zbl 1367.60086 Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017). MSC: 60H30 60H10 35J61 PDFBibTeX XMLCite \textit{F. Russo} and \textit{L. Wurzer}, Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017; Zbl 1367.60086) Full Text: DOI arXiv
Flandoli, Franco; Issoglio, Elena; Russo, Francesco Multidimensional stochastic differential equations with distributional drift. (English) Zbl 1355.60074 Trans. Am. Math. Soc. 369, No. 3, 1665-1688 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60H15 60H30 35K10 PDFBibTeX XMLCite \textit{F. Flandoli} et al., Trans. Am. Math. Soc. 369, No. 3, 1665--1688 (2017; Zbl 1355.60074) Full Text: DOI arXiv Link
Karatzas, Ioannis; Ruf, Johannes Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions. (English. French summary) Zbl 1346.45010 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 915-938 (2016). Reviewer: Anna Karczewska (Zielona Gora) MSC: 45R05 60H20 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{J. Ruf}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 915--938 (2016; Zbl 1346.45010) Full Text: DOI arXiv Euclid
Delarue, François; Diel, Roland Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. (English) Zbl 1462.60121 Probab. Theory Relat. Fields 165, No. 1-2, 1-63 (2016). MSC: 60L20 60H10 60H05 82D60 PDFBibTeX XMLCite \textit{F. Delarue} and \textit{R. Diel}, Probab. Theory Relat. Fields 165, No. 1--2, 1--63 (2016; Zbl 1462.60121) Full Text: DOI arXiv
Offret, Yoann Invariant distributions and scaling limits for some diffusions in time-varying random environments. (English) Zbl 1296.60269 Probab. Theory Relat. Fields 158, No. 1-2, 1-38 (2014). Reviewer: Carlos Gabriel Pacheco (México D. F.) MSC: 60K37 60J60 37H99 PDFBibTeX XMLCite \textit{Y. Offret}, Probab. Theory Relat. Fields 158, No. 1--2, 1--38 (2014; Zbl 1296.60269) Full Text: DOI arXiv
Gubinelli, M.; Jara, M. Regularization by noise and stochastic Burgers equations. (English) Zbl 1312.35150 Stoch. Partial Differ. Equ., Anal. Comput. 1, No. 2, 325-350 (2013). Reviewer: Boris A. Malomed (Tel Aviv) MSC: 35Q53 35R60 35D30 26A33 PDFBibTeX XMLCite \textit{M. Gubinelli} and \textit{M. Jara}, Stoch. Partial Differ. Equ., Anal. Comput. 1, No. 2, 325--350 (2013; Zbl 1312.35150) Full Text: DOI arXiv
Lowther, George Nondifferentiable functions of one-dimensional semimartingales. (English) Zbl 1193.60072 Ann. Probab. 38, No. 1, 76-101 (2010). Reviewer: Klaus Schürger (Bonn) MSC: 60H05 60G48 60G44 60G20 60J60 60H20 PDFBibTeX XMLCite \textit{G. Lowther}, Ann. Probab. 38, No. 1, 76--101 (2010; Zbl 1193.60072) Full Text: DOI arXiv
Russo, Francesco; Trutnau, Gerald Some parabolic PDEs whose drift is an irregular random noise in space. (English) Zbl 1147.60042 Ann. Probab. 35, No. 6, 2213-2262 (2007). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H05 60G48 60H10 PDFBibTeX XMLCite \textit{F. Russo} and \textit{G. Trutnau}, Ann. Probab. 35, No. 6, 2213--2262 (2007; Zbl 1147.60042) Full Text: DOI arXiv Euclid
Gozzi, Fausto; Russo, Francesco Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. (English) Zbl 1115.49023 Stochastic Processes Appl. 116, No. 11, 1530-1562 (2006). MSC: 49L25 49N60 60H05 93B52 93E20 35J60 47D03 47D07 60J35 93B50 93E03 PDFBibTeX XMLCite \textit{F. Gozzi} and \textit{F. Russo}, Stochastic Processes Appl. 116, No. 11, 1530--1562 (2006; Zbl 1115.49023) Full Text: DOI arXiv
Feng, Chunrong; Zhao, Huaizhong Two-parameter \(p,q\)-variation paths and integrations of local times. (English) Zbl 1097.60061 Potential Anal. 25, No. 2, 165-204 (2006). MSC: 60J55 60J65 60H30 PDFBibTeX XMLCite \textit{C. Feng} and \textit{H. Zhao}, Potential Anal. 25, No. 2, 165--204 (2006; Zbl 1097.60061) Full Text: DOI arXiv