On the differentiability of solutions of stochastic evolution equations with respect to their initial values

DOI10.1016/j.na.2017.03.003zbMath1373.34092arXiv1611.00856OpenAlexW2962789340MaRDI QIDQ2402695

Ryan Kurniawan, Adam Andersson, Arnulf Jentzen, Timo Welti

Publication date: 13 September 2017

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.00856

zbMATH Keywords

Fréchet differentiableregularity propertiesparabolic semilinear stochastic evolution equations

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum ⋮ Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces ⋮ Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations ⋮ Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients ⋮ Global attracting sets and exponential stability of stochastic partial functional differential equations ⋮ Fréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamics

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