Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2019-04

AUTHORS

Adam Andersson, Mario Hefter, Arnulf Jentzen, Ryan Kurniawan

ABSTRACT

In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the considered Kolmogorov equations are n-times continuously Fréchet differentiable, then so are the generalized solutions at every positive time. In addition, a key contribution of this work is to prove suitable enhanced regularity properties for the derivatives of the generalized solutions of the Kolmogorov equations in the sense that the dominating linear operator in the drift coefficient of the Kolmogorov equation regularizes the higher order derivatives of the solutions. Such enhanced regularity properties are of major importance for establishing weak convergence rates for spatial and temporal numerical approximations of stochastic partial differential equations. More... »

PAGES

347-379

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11118-018-9685-7

DOI

http://dx.doi.org/10.1007/s11118-018-9685-7

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https://app.dimensions.ai/details/publication/pub.1104123650


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