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

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math.PR2016★ 2 cited

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…