Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise (Q1890279): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
(4 intermediate revisions by 3 users not shown)
Property / reviewed by
 
Property / reviewed by: Gheorghe Stoica / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Gheorghe Stoica / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1215/kjm/1250283728 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2119975179 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 23:50, 19 March 2024

scientific article
Language Label Description Also known as
English
Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise
scientific article

    Statements

    Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise (English)
    0 references
    29 December 2004
    0 references
    Consider the following linear stochastic evolution equation on the space of tempered distributions \({\mathcal S}'\): \[ d u(t) = A u(t) dt + d W(t) \text{ for } t \geq 0, \quad \text{and}\quad u(0)=0, \] where \(A\) is a pseudodifferential operator on \({\mathcal S}'\) with symmetric and bounded above symbol \(q\), and \(\{ W(t)\}_{t\geq 0}\) is a spatially homogeneous Wiener process with spectral measure \(\mu\). The authors prove that, for any \(p\geq 1\) and nonnegative weight function \(\rho \in L^1_{\text{loc}}\), the following assertions are equivalent: (1) The above problem admits a unique \(L^p (\rho)\)-valued solution; (2) the weight \(\rho\) is integrable and, for sufficiently large \(C\), one has: \(\int {{1\over{ C- \Re q (t)}}} d \mu (t) <\infty\). Moreover, under stronger integrability assumptions, the solution has a continuous, even Hölder continuous version.
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references