Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection

By L. Zambotti. 2002

74 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/6b760092de2892b8fe3f70b9f90631751d989d92

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Luigi Ambrosio
2. Giuseppe Savar'e
3. L. Zambotti
4. Xicheng Zhang
5. Nicola Gigli
6. Gianluca Crippa
7. Camillo De Lellis
8. Alessio Figalli

In Finance

1. Luigi Ambrosio
2. Giuseppe Savar'e
3. L. Zambotti

In Mathematical Physics

1. Giuseppe Savar'e
2. Luigi Ambrosio
3. L. Zambotti
4. S. Wenger
5. X. Cabré
6. Francesco Serra Cassano
7. Dario Trevisan
8. Nassif Ghoussoub

Citations in the corpus

• Existence and stability for Fokker–Planck equations with log-concave reference measure (2007, background): “(1.1) The class of log-concave probability measures includes all measures of the form (here L k stands for Lebesgue measure) γ := 1 Z e−V L k, where V : H = Rk → R is convex and Z := ∫ Rk e−V dx < +∞, (1.2) all Gaussian measures, all Gibbs measures on a finite lattice with convex Hamiltonian; see…”