Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\) (Q2509873): Difference between revisions

The main contribution of the paper is to prove the conical stochastic maximal \(L^p\)-regularity for a stochastic convolution process, where \(p\) is a constant between the unity and infinity. The convolution process is driven by a cylindrical Brownian motion in a Hilbert space and associated with a second order divergence form elliptic operator over the \(n\)-dimensional Euclidean space with real-valued and measurable bounded coefficients. This result extends existing regularity achievements to a more general case. More importantly, it has been successfully used to prove the corresponding regularity for a class of stochastic partial differential equations (SPDEs), namely nonlinear stochastic evolution equations.