{"entities":{"Q1791739":{"pageid":1802481,"ns":120,"title":"Item:Q1791739","lastrevid":57558390,"modified":"2026-03-31T09:52:35Z","type":"item","id":"Q1791739","labels":{"en":{"language":"en","value":"Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6951612"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1791739$6EBBD3FD-8270-4B5A-AD5E-0688C9066E95","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a2589d5805d956e5858fc6a176f70749acfdab01","datavalue":{"value":{"text":"Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1791739$ACE2B5CC-9BB7-4CFA-8D94-F1103D6DE5FD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"375dd75873570610cf66b67dbd1523787e941bf0","datavalue":{"value":"1428.60089","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1791739$8D0B64EF-CF47-42E6-99C1-9AFC5E1D46DA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"872318468337794b28353c27b83966f29dc010d2","datavalue":{"value":{"entity-type":"item","numeric-id":432499,"id":"Q432499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1791739$B1BC8938-D9AD-43DE-9E41-2125018403E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e6a81e1d49c65540df3a91c43bac2bc7c2579874","datavalue":{"value":{"entity-type":"item","numeric-id":231892,"id":"Q231892"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1791739$53CDB2CD-5617-4932-854E-FA2E7D93DD9D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"076ff94d104a7536baa30b0c7b074f0dedca6bd4","datavalue":{"value":{"entity-type":"item","numeric-id":177628,"id":"Q177628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1791739$35F9C0CF-FB0B-4E4B-ABFF-245CF51F2317","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"37613cf87ce5b620135b78f92ed2173f2274a052","datavalue":{"value":{"time":"+2018-10-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1791739$56A180D5-CA6E-43BF-B02C-EC60835B5483","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9ac2772535363f85dd807e76d51654489eb41e6f","datavalue":{"value":"https://arxiv.org/abs/1703.01095","type":"string"},"datatype":"url"},"type":"statement","id":"Q1791739$D772384A-CE60-4800-9FB7-3DC22DC09E05","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ae6f1b4d97ec071b1518a1b7fc3deb871c3e56c4","datavalue":{"value":"The authors consider the Kolmogorov equation associated to a stochastic partial differential equation \\[ dX=(\\Delta X+F_1(X)+\\partial_\\xi F_2(X))\\,dt+\\sigma(X)\\,dW \\] on $H=L^2(0,1)$ subject to homogeneous Dirichlet boundary conditions, where $F_1,F_2,\\sigma\\in C^3_b(\\mathbb{R})$ and $W$ is a cylindrical Wiener process on $H$. One defines $G(\\cdot)=F_1(\\cdot)+\\partial_xF_2(\\cdot)$ and smoothed mappings $G_\\delta(\\cdot)=e^{\\delta\\Delta}G(e^{\\delta\\Delta}\\cdot)$, $\\sigma_\\delta=e^{\\delta\\Delta}\\sigma(e^{\\delta\\Delta}\\cdot)e^{\\delta\\Delta}$, $\\varphi_\\delta(\\cdot)=\\varphi(e^{\\delta\\Delta}\\cdot)$ for $\\delta\\in(0,1)$ and a fixed real function $\\varphi$ defined on $L^p(0,1)$ for some $p\\in[2,\\infty)$ such that $\\varphi_\\delta\\in C^3(H)$ and there exist $q\\in[2,\\infty)$, $K\\ge 0$ and $C(p,q,K)$ satisfying \\[\\begin{aligned} |D\\varphi_\\delta(x)h_1|&\\le C(p,q,K)(1+|x|_{L^p})^K|h_1|_{L^q} \\\\ |D^2\\varphi_\\delta(x)(h_1,h_2)|&\\le C(p,q,K)(1+|x|_{L^p})^K|h_1|_{L^q}|h_2|_{L^q} \\\\ |D^3\\varphi_\\delta(x)(h_1,h_2,h_3)|&\\le C(p,q,K)(1+|x|_{L^p})^K|h_1|_{L^q}|h_2|_{L^q}|h_3|_{L^q} \\end{aligned}\\] for every $x\\in L^p(0,1)$, $h_1,h_2,h_3\\in L^q(0,1)$ and $\\delta\\in(0,1)$. An approximating equation \\[ dX^\\delta=(\\Delta X^\\delta+G_\\delta(X^\\delta))\\,dt+\\sigma_\\delta(X^\\delta)\\,dW \\] is considered and the authors define $u_\\delta(t,x)=\\mathbb{E}\\,[\\varphi_\\delta(X^\\delta(t,x))]$ as an approximation of the solution $u_0(t,x)=\\mathbb{E}\\,[\\varphi(X(t,x))]$ of the Kolmogorov equation. Then it is proved that, for every $\\beta\\in[0,1)$ and $T>0$, there exists $C_\\beta(T)$ such that \\[ |Du_\\delta(t,x)h|\\le\\frac{C_\\beta(T)}{t^\\beta}(1+|x|_{L^{\\text{max}\\{p,2q\\}}})^{K+1}|(-\\Delta)^{-\\beta}h|_{L^{2q}} \\] holds for every $\\delta\\in[0,1)$, $t\\in(0,T]$, $x\\in L^p(0,1)$ and $h\\in L^q(0,1)$. For second derivatives, it is proved that, for every $\\beta,\\gamma\\in[0,\\frac 12)$ and $T>0$, there exists $C_{\\beta,\\gamma}(T)$ such that \\[ |D^2u_\\delta(t,x)(h_1,h_2)|\\le\\frac{C_{\\beta,\\gamma}(T)}{t^{\\beta+\\gamma}}(1+|x|_{L^{\\text{max}\\{p,2q\\}}})^{K+1}|(-\\Delta)^{-\\beta}h_1|_{L^{4q}}|(-\\Delta)^{-\\gamma}h_2|_{L^{4q}} \\] holds for every $\\delta\\in[0,1)$, $t\\in(0,T]$, $x\\in L^p(0,1)$ and $h_1,h_2\\in L^{4q}(0,1)$. An analogous estimate for the third derivative of $u_\\delta$ is established too. \\par In the second part of the paper, a discrete equation \\[ X_{n+1}-X_n=\\delta(\\Delta X_{n+1}+G(X_n))+\\sigma(X_n)(W((n+1)\\delta)-W(n\\delta)),\\qquad X_0=x \\] is considered for $0\\le n