89 citations · 251 across the 12 of their papers we have counts for
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math.AP2016★ 14 cited
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
Adam Andersson, Mario Hefter, Arnulf Jentzen +1
In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diff…
math.PR2016★ 2 cited
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…