Author

D. Bignamini

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Preprint Sep 2026

Stochastic damped wave and Euler-Bernoulli equations with singular locally H\"older continuous drift

Let $U$ and $H$ be two separable Hilbert spaces and $T>0$. We consider a stochastic differential equation which evolves in the Hilbert space $H$ of the form \begin{align} \label{SDEa} dX(t)=AX(t)dt+B(t,X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align} where $A:D(A)\subseteq H\to H$ is the infinitesimal g...

Davide Addona, D. Bignamini · 0 citations

Preprint Sep 2026

Asymptotic Behaviour for Isotropic Pearson Random Walks

In the Pearson random walk the direction of the i-th step is a random variable uniformly distributed on the d-dimensional sphere, and its length is a non-negative random variable. In a general framework, we are going to study the asymptotic behaviour of the Pearson random walks when the dimension d goes to infinity. Fu...

D. Bignamini, Emanuele G. Casini, A. Martinelli · 0 citations