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math.PR2018★ 4 cited
Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
Carlo Marinelli, Luca Scarpa
We establish n-th order Fréchet differentiability with respect to the initial datum of mild solutions to a class of jump-diffusions in Hilbert spaces. In particular, the coefficien…
math.PR2018
Well-posedness of monotone semilinear SPDEs with semimartingale noise
Carlo Marinelli, Luca Scarpa
We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift eq…