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Francesco Russo

Publications and source records attributed to Francesco Russo.

At least 73 records · Page 4Linked to original sources
arXiv2018

Congruences of 5-secant conics and the rationality of some admissible cubic fourfolds

The works of Hassett and Kuznetsov identify countably many divisors $C_d$ in the open subset of $\mathbb{P}^{55}=\mathbb{P}(H^0(\mathcal{O}_{\mathbb{P}^5}(3)))$ parametrizing all cubic 4-folds and conjecture that the cubics corresponding to these divisors are precisely the rational ones. Rationality has been known classically for the first family $C_{14}$. We use congruences of 5-secant conics to prove rationality for the first three of the families $C_d$, corresponding to $d=14, 26, 38$ in Hassett's notation.

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arXiv2018

Some Loci of Rational Cubic Fourfolds

In this paper we investigate the divisor $\mathcal C_{14}$ inside the moduli space of smooth cubic hypersurfaces in $\mathbb P^5$, whose generic element is a smooth cubic containing a smooth quartic scroll. Using the fact that all degenerations of quartic scrolls in $\mathbb P^5$ contained in a smooth cubic hypersurface are surfaces with one apparent double point, we conclude that every cubic hypersurface belonging to $\mathcal C_{14}$ is rational. As an application of our results and of the construction of some explicit examples contained in the Appendix, we also prove that the Pfaffian locus is not open in $\mathcal C_{14}$.

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arXiv2018

Path-dependent Martingale Problems and Additive Functionals

The paper introduces and investigates the natural extension to the path-dependent setup of the usual concept of canonical Markov class introduced by Dynkin and which is at the basis of the theory of Markov processes. That extension, indexed by starting paths rather than starting points will be called path-dependent canonical class. Associated with this is the generalization of the notions of semi-group and of additive functionals to the path-dependent framework. A typical example of such family is constituted by the laws $({\mathbb P}^{s,$η$})\_{(s,η) \in{\mathbb R} \times Ω}$ , where for fixed time s and fixed path $η$ defined on [0, s], $({\mathbb P}^{s,$η$})\_{(s,η) \in {\mathbb R} \times Ω}$ being the (unique) solution of a path-dependent martingale problem or more specifically a weak solution of a path-dependent SDE with jumps, with initial path $η$. In a companion paper we apply those results to study path-dependent analysis problems associated with BSDEs.

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arXiv2018

Decoupled mild solutions of path-dependent PDEs and IPDEsrepresented by BSDEs driven by cadlag martingales

We focus on a class of path-dependent problems which include path-dependent (possibly Integro) PDEs, and their representation via BSDEs driven by a cadlag martingale. For those equations we introduce the notion of decoupled mild solution for which, under general assumptions, we study existence and uniqueness and its representation via the afore mentioned BSDEs. This concept generalizes a similar notion introduced by the authors in previous papers in the framework of classical PDEs and IPDEs. For every initial condition (s, $η$), where s is an initial time and $η$ an initial path, the solution of such BSDE produces a couple of processes (Y s,$η$ , Z s,$η$). In the classical (Markovian or not) literature the function u(s, $η$) := Y s,$η$ s constitutes a viscosity type solution of an associated PDE (resp. IPDE); our approach allows not only to identify u as (in our language) the unique decoupled mild solution, but also to solve quite generally the so called identification problem, i.e. to also characterize the (Z s,$η$) s,$η$ processes in term of a deterministic function v associated to the (above decoupled mild) solution u. MSC 2010 Classification. 60H30; 60H10; 35D99; 35S05; 60J35; 60J75.

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arXiv2017

Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations

We discuss a class of Backward Stochastic Differential Equations(BSDEs) with no driving martingale. When the randomness of the driver depends on a general Markov process $X$, those BSDEs are denominated Markovian BSDEs and can be associated to a deterministic problem,called Pseudo-PDE which constitute the natural generalization of a parabolicsemilinear PDE which naturally appears when the underlying filtration is Brownian. We consider two aspects of well-posedness forthe Pseudo-PDEs: "classical" and "martingale" solutions.

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arXiv2017

HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition

A stochastic optimal control problem driven by an abstract evolution equation in a separable Hilbert space is considered. Thanks to the identification of the mild solution of the state equation as $ν$-weak Dirichlet process, the value processes is proved to be a real weak Dirichlet process. The uniqueness of the corresponding decomposition is used to prove a verification theorem. Through that technique several of the required assumptions are milder than those employed in previous contributions about non-regular solutions of Hamilton-Jacobi-Bellman equations.

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arXiv2017

A note on time-dependent additive functionals

This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In particular we extend to a non-homogeneous setup some results concerning the quadratic variation and the angular bracket of Martin-gale Additive Functionals (in short MAF) associated to a homogeneous Markov processes.

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arXiv2017

Weak Dirichlet processes with jumps

This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued càdlàg weak Dirichlet processes with respect to a given filtration. Such a process is the sum of a local martingale and an adapted process $A$ such that $[N,A] = 0$, for any continuous local martingale $N$. Given a function $u:[0,T] \times \mathbb{R} \to \mathbb{R}$, which is of class $C^{0,1}$ (or sometimes less), we provide a chain rule type expansion for $u(t,X_t)$ which stands in applications for a chain Itô type rule.

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arXiv2017

Remarks on defective Fano manifolds

This note continues our previous work on special secant defective (specifically, conic connected and local quadratic entry locus) and dual defective manifolds. These are now well understood, except for the prime Fano ones. Here we add a few remarks on this case, completing the results in our papers \cite{LQEL I}, \cite{LQEL II}, \cite{CC}, \cite{HC} and \cite{DD}; see also the recent book \cite{Russo}

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arXiv2016

Special weak Dirichlet processes and BSDEs driven by a random measure

This paper considers a forward BSDE driven by a random measure, when the underlying forward process X is special semimartingale, or even more generally, a special weak Dirichlet process. Given a solution (Y, Z, U), generally Y appears to be of the type u(t, X\_t) where u is a deterministic function. In this paper we identify Z and U in terms of u applying stochastic calculus with respect to weak Dirichlet processes.

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arXiv2016

Infinite-dimensional calculus under weak spatial regularity of the processes

Two generalizations of Itô formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when they occur in examples and it is applied to the case of a group generator. The second one, based on the previous one and a limit procedure, is an Itô formula in a special class of Banach spaces, having a product structure with the noise in a Hilbertian component, again the key point is the extension due to a cancellation. This extension to Banach spaces and in particular the specific cancellation are motivated by path-dependent Itô calculus.

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arXiv2016

Path dependent equations driven by Hölder processes

This paper investigates existence results for path-dependent differential equations driven by a H{ö}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The H{ö}lder function is typically the trajectory of a stochastic process.

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arXiv2016

Uniqueness for a class of stochastic Fokker-Planck and porous media equations

The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.

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arXiv2016

Doubly probabilistic representation for the stochastic porous media type equation

The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random realizations $ω$, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.

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arXiv2016

Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an original interacting particle system for which we discuss the propagation of chaos. We consider a time-discretized approximation of this particle system to which we associate a random function which is proved to converge to a solution of a regularized version of a nonlinear PDE.

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arXiv2016

Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$, taking values in a Hilbert space $H$, is the sum of a local martingale and a suitable "orthogonal" process. The new concept is shown to be useful in several contexts and directions. On one side, the mentioned decomposition appears to be a substitute of an Itô type formula applied to $f(t, \X(t))$ where $f:[0,T] \times H \rightarrow \R$ is a $C^{0,1}$ function and, on the other side, the idea of weak Dirichlet process fits the widely used notion of "mild solution" for stochastic PDE. As a specific application, we provide a verification theorem for stochastic optimal control problems whose state equation is an infinite dimensional stochastic evolution equation.

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