Multidimensional stochastic differential equations with distributional drift F Flandoli, E Issoglio, F Russo Transactions of the American Mathematical Society, 2016 | 78 | 2016 |
Transport equations with fractal noise-existence, uniqueness and regularity of the solution E Issoglio J. Analysis and its App. 32 (1), 37-53, 2013 | 18 | 2013 |
Modelling the spiders ballooning effect on the vineyard ecology E Venturino, M Isaia, F Bona, E Issoglio, V Triolo, G Badino Mathematical Modelling of Natural Phenomena 1 (1), 133-155, 2006 | 18 | 2006 |
Forward–backward SDEs with distributional coefficients E Issoglio, S Jing Stochastic Processes and their Applications 130 (1), 47-78, 2020 | 17 | 2020 |
A numerical scheme for stochastic differential equations with distributional drift T De Angelis, M Germain, E Issoglio Stochastic Processes and their Applications 154, 55-90, 2022 | 12 | 2022 |
On the estimation of entropy in the FastICA algorithm E Issoglio, P Smith, J Voss Journal of Multivariate Analysis 181, 104689, 2021 | 10 | 2021 |
A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis E Issoglio Journal of Differential Equations 267 (10), 5976-6003, 2019 | 9 | 2019 |
Regularity of the solutions to SPDEs in metric measure spaces E Issoglio, M Zähle Stochastic Partial Differential Equations: Analysis and Computations 3, 272-289, 2015 | 9 | 2015 |
Multidimensional SDEs with distributional coefficients. T F Flandoli, E Issoglio, F Russo Am. Math. Soc 369, 1665-1688, 2017 | 7 | 2017 |
Elementary pathwise methods for nonlinear parabolic and transport type stochastic partial differential equations with fractal noise M Hinz, E Issoglio, M Zähle Modern Stochastics and Applications, 123-141, 2013 | 7* | 2013 |
McKean SDEs with singular coefficients E Issoglio, F Russo Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (3 …, 2023 | 5 | 2023 |
Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games A Bovo, T De Angelis, E Issoglio arXiv preprint arXiv:2203.06247, 2022 | 5 | 2022 |
Cylindrical fractional Brownian motion in Banach spaces E Issoglio, M Riedle Stochastic Processes and their Applications 124 (11), 3507-3534, 2014 | 5 | 2014 |
A Feynman-Kac result via Markov BSDEs with generalised drivers E ISSOGLIO, F RUSSO ArXiv version available, 2018 | 4 | 2018 |
SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view E Issoglio, F Russo arXiv preprint arXiv:2208.10799, 2022 | 2 | 2022 |
Fractional Brownian motions ruled by nonlinear equations R Garra, E Issoglio, GS Taverna Applied Mathematics Letters 102, 106160, 2020 | 2 | 2020 |
Elementary pathwise methods for nonlinear parabolic and transport type SPDE with fractal noise M Hinz, E Issoglio, M Zähle Modern Stochastics and Applications 90, 123-141, 2014 | 2 | 2014 |
A PDE with drift of negative Besov index and linear growth solutions E Issoglio, F Russo arXiv preprint arXiv:2212.04293, 2022 | 1 | 2022 |
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space LMC Jáquez, E Issoglio, J Palczewski arXiv preprint arXiv:2309.11396, 2023 | | 2023 |
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space LM Chaparro Jáquez, E Issoglio, J Palczewski arXiv e-prints, arXiv: 2309.11396, 2023 | | 2023 |