A. Lanconelli

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Person:471044

Available identifiers

zbMath Open lanconelli.albertoMaRDI QIDQ471044

List of research outcomes





PublicationDate of PublicationType
Maximum likelihood with a time varying parameter2024-07-25Paper
Analysis of the chemical diffusion master equation for creation and mutual annihilation reactions2024-04-08Paper
A note about the invariance of the basic reproduction number for stochastically perturbed SIS models2023-12-12Paper
Using Malliavin calculus to solve a chemical diffusion master equation2023-07-06Paper
Probabilistic derivation and analysis of the chemical diffusion master equation with mutual annihilation2023-06-08Paper
A small time approximation for the solution to the Zakai equation2023-03-01Paper
Maximum Likelihood With a Time Varying Parameter2023-02-28Paper
Solution formula for the general birth-death chemical diffusion master equation2023-02-21Paper
A unified approach to local limit theorems in Gaussian spaces and the law of small numbers2023-01-10Paper
On a class of stochastic hyperbolic equations with double characteristics2022-12-09Paper
Itô vs Stratonovich stochastic SIR models2022-09-23Paper
Stochastic perturbation of a cubic anharmonic oscillator2022-04-13Paper
On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models2021-11-16Paper
Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations2021-11-02Paper
A small time approximation for the solution to the Zakai Equation2021-05-26Paper
On a new method for the stochastic perturbation of the disease transmission coefficient in SIS Models2021-05-16Paper
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients2021-04-27Paper
A general model system related to affine stochastic differential equations2021-03-09Paper
Upper and lower bounds for the solution of a stochastic prey-predator system with foraging arena scheme2020-09-30Paper
Local densities for a class of degenerate diffusions2020-05-13Paper
On a class of stochastic differential equations with random and Hölder continuous coefficients arising in biological modeling2019-12-19Paper
Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations2019-11-28Paper
Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations2019-10-22Paper
Standardizing densities on Gaussian spaces2018-06-14Paper
Prohorov-type local limit theorems on abstract Wiener spaces2018-06-01Paper
Nash estimates and upper bounds for non-homogeneous Kolmogorov equations2017-11-24Paper
A note on a local limit theorem for Wiener space valued random variables2016-07-14Paper
An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces2016-04-01Paper
A sharp interpolation between the Hölder and Gaussian Young inequalities2016-04-01Paper
A connection between the Poissonian Wick product and the dicalete convolution2016-03-04Paper
On the extension of a basic property of conditional expectations to second quantization operators2016-03-04Paper
On stochastic differential equations driven by the renormalized square of the Gaussian white noise2016-03-03Paper
A new approach to Poincaré-type inequalities on the Wiener space2016-01-22Paper
On a new version of the Ito's formula for the stochastic heat equation2016-01-04Paper
Quantum white noise convolution operators with application to differential equations2015-01-22Paper
https://portal.mardi4nfdi.de/entity/Q29372142015-01-08Paper
A comparison theorem for stochastic differential equations under the Novikov condition2014-11-13Paper
A new approach to Poincar\'e-type inequalities on the Wiener space2014-09-11Paper
An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems2014-04-28Paper
An inequality for norms of Poisson Wick products2014-01-29Paper
A Hölder inequality for norms of Poissonian Wick products2013-11-05Paper
Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities2013-01-17Paper
On a new probabilistic representation for the solution of the heat equation2012-11-09Paper
A Hölder-Young-Lieb inequality for norms of Gaussian Wick products2011-11-02Paper
Some norm inequalities for Gaussian Wick products2010-07-20Paper
A REMARK ON THE RENORMALIZED SQUARE OF THE SOLUTION OF THE STOCHASTIC HEAT EQUATION AND ON ITS ASSOCIATED EVOLUTION2009-11-09Paper
A note on the invariance under change of measure for stochastic test functions and distribution spaces2008-12-10Paper
Some limit theorems for rescaled Wick powers2008-09-22Paper
Hölder-type inequalities for norms of Wick products2008-08-20Paper
The Ornstein-Uhlembeck equation and a related Malliavin calculus2007-11-26Paper
Wick product and backward heat equation2006-09-28Paper
Translated Brownian Motions and Associated Wick Products2006-08-21Paper
BAYES' FORMULA FOR SECOND QUANTIZATION OPERATORS2006-08-14Paper
Computing conditional expectations of multidimensional diffusion processes2005-11-15Paper
ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION2004-10-25Paper
A new look to branching Brownian motion from a particle based reaction diffusion dynamics point of viewN/APaper
A Novel Theoretical Framework for Exponential SmoothingN/APaper

Research outcomes over time

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