On the differentiability of solutions of stochastic evolution equations with respect to their initial values-Reference-Cited by-同舟云学术

On the differentiability of solutions of stochastic evolution equations with respect to their initial values

Published:2017-10 Issue: Volume:162 Page:128-161
ISSN:0362-546X
Container-title:Nonlinear Analysis
language:en
Short-container-title:Nonlinear Analysis

Author:

Andersson Adam,Jentzen Arnulf,Kurniawan Ryan,Welti Timo

Funder

SNSF-Research

ETH Research

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference27 articles.

1. A. Andersson, A. Jentzen, R. Kurniawan, Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values, arXiv:1512.06899 (2016), 35 pages. Revision requested from J. Math. Anal. Appl.

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3. Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise;Bréhier;Potential Anal.,2014

4. Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme;Bréhier;IMA J. Numer. Anal.,2016

5. On stochastic convolution in Banach spaces and applications;Brzeźniak;Stoch. Stoch. Rep.,1997

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