89 citations · 251 across the 12 of their papers we have counts for
5 papers · 1 filter
Malliavin regularity and weak approximation of semilinear SPDE with Lévy noise
Adam Andersson, Felix Lindner
We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable Lévy…
Poisson Malliavin calculus in Hilbert space with an application to SPDE
Adam Andersson, Felix Lindner
In this paper we introduce a Hilbert space-valued Malliavin calculus for Poisson random measures. It is solely based on elementary principles from the theory of point processes and…
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…
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…
Duality in refined Sobolev-Malliavin spaces and weak approximations of SPDE
Adam Andersson, Raphael Kruse, Stig Larsson
We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a B…