38 citations · 135 across the 9 of their papers we have counts for
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math.PR2015★ 14 cited
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
Adam Andersson, Arnulf Jentzen, Ryan Kurniawan
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the…
math.PR2015★ 38 cited
Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
Arnulf Jentzen, Ryan Kurniawan
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood i…