63 citations · 198 across the 8 of their papers we have counts for
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Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
Ladislas Jacobe de Naurois, Arnulf Jentzen, Timo Welti
Although for a number of semilinear stochastic wave equations existence and uniqueness results for corresponding solution processes are known from the literature, these solution pr…
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…
Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
Ladislas Jacobe de Naurois, Arnulf Jentzen, Timo Welti
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring…