1.8k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH99 papers
- University of MünsterDE18 papers
- University of PaviaIT9 papers
- University of ViennaAT9 papers
- University of Duisburg-EssenDE7 papers
- Chinese University of Hong Kong, ShenzhenCN6 papers
- Shenzhen Research Institute of Big DataCN6 papers
- University of Maryland, College ParkUS6 papers
- Princeton UniversityUS5 papers
- TU WienAT5 papers
- Austrian Academy of SciencesAT4 papers
- Chalmers University of TechnologySE4 papers
5 papers · 2 filters
On the mild Itô formula in Banach spaces
Sonja Cox, Arnulf Jentzen, Ryan Kurniawan +1
The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& Röckner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math…
On the differentiability of solutions of stochastic evolution equations with respect to their initial values
Adam Andersson, Arnulf Jentzen, Ryan Kurniawan +1
In this article we study the differentiability of solutions of parabolic semilinear stochastic evolution equations (SEEs) with respect to their initial values. We prove that if the…
Exponential moments for numerical approximations of stochastic partial differential equations
Arnulf Jentzen, Primož Pušnik
Stochastic partial differential equations (SPDEs) have become a crucial ingredient in a number of models from economics and the natural sciences. Many SPDEs that appear in such app…
Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
Martin Hutzenthaler, Arnulf Jentzen, Diyora Salimova
This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white n…
Numerical analysis of lognormal diffusions on the sphere
Lukas Herrmann, Annika Lang, Christoph Schwab
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. Hölder regularity in sense for isotro…