Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
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Cites work
- A mild Itô formula for SPDEs
- Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
- Dynamics of evolutionary equations
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
- scientific article; zbMATH DE number 1776363 (Why is no real title available?)
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
- On the differentiability of solutions of stochastic evolution equations with respect to their initial values
- Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
- Second order PDE's in finite and infinite dimension
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
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