38 citations · 135 across the 9 of their papers we have counts for
3 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…
Weak convergence rates for numerical approximations of stochastic partial differential equations with nonlinear diffusion coefficients in UMD Banach spaces
Mario Hefter, Arnulf Jentzen, Ryan Kurniawan
Strong convergence rates for numerical approximations of semilinear stochastic partial differential equations (SPDEs) with smooth and regular nonlinearities are well understood in…
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…