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On the differentiability of solutions of stochastic evolution equations with respect to their initial values
(2016)Research reports / Seminar for Applied MathematicsReport -
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
(2016)Research reports / Seminar for Applied MathematicsReport -
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
(2015)Research ReportIn this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the considered SEE. We use this framework to establish existence, uniqueness, and regularity results for mild solutions of parabolic semilinear SEEs with singularities at the initial time. We also provide several ...Report