Stochastic maximal \(L^{p}\)-regularity (Q414290): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: J. M. A. M. van Neerven / rank | |||
Normal rank | |||
Property / review text | |||
Properties of stochastic convolutions \(U(t)=\int_0^tS(t-s)G(s)\,dW_H(s)\), \(t\geq 0\), in \(L^q(\mathcal O)\)-spaces over \(\sigma\)-finite measure spaces are studied. Here \(q\in[2,\infty)\), \(S\) is a bounded analytic semigroup on \(L^q(\mathcal O)\) generated by an infinitesimal generator \(-A\) such that \(A\) admits a bounded \(H^\infty\)-calculus of angle less than \(\pi/2\) on \(L^q(\mathcal O)\), \(G\) is a measurable adapted process in \(L^p(\mathbb R_+\times\Omega;L^q(\mathcal O;H))\), \(p\in(2,\infty)\), and \(W_H\) is a cylindrical Wiener process on a real separable Hilbert space \(H\). It is proved that the stochastic convolution \(U\) is a well-defined process in \(L^q(\mathcal O)\), takes values in \(\text{Dom}(A^{1/2})\) almost surely and that a maximal \(L^p\)-estimate \[ \operatorname{E}\|A^{1/2}U\|^p_{L^p(\mathbb R_+;L^q(\mathcal O))}\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] holds with a constant \(C\) independent of \(G\) and \(p\in(2,\infty)\). This estimate also holds for \(p=q=2\), whereas counterexamples to its validity for \((p,q)\in\{2\}\times(2,\infty)\) are provided. If, in addition, \(A\) is invertible on \(L^q(\mathcal O)\) and \(\theta\in[0,1/2)\), then \[ \operatorname{E}[\|U\|^p_{H^{\theta,p}(\mathbb R_+;D(A^{1/2-\theta}))}+\sup_{t\geq 0}\|U\|^p_{D_A(1/2-1/p)}]\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] is proved to hold for some constant \(C\) independent of \(G\). The assumptions on \(A\) are satisfied by elliptic differential operators appearing usually in partial differential equations (examples of applicable operators \(A\) are surveyed in the paper) and the proofs take advantage of deterministic tools such as McIntosh's \(H^\infty\)-calculus, \(R\)-boundedness techniques and a theory of stochastic integration in UMD Banach spaces developed in the last decade by the three authors. | |||
Property / review text: Properties of stochastic convolutions \(U(t)=\int_0^tS(t-s)G(s)\,dW_H(s)\), \(t\geq 0\), in \(L^q(\mathcal O)\)-spaces over \(\sigma\)-finite measure spaces are studied. Here \(q\in[2,\infty)\), \(S\) is a bounded analytic semigroup on \(L^q(\mathcal O)\) generated by an infinitesimal generator \(-A\) such that \(A\) admits a bounded \(H^\infty\)-calculus of angle less than \(\pi/2\) on \(L^q(\mathcal O)\), \(G\) is a measurable adapted process in \(L^p(\mathbb R_+\times\Omega;L^q(\mathcal O;H))\), \(p\in(2,\infty)\), and \(W_H\) is a cylindrical Wiener process on a real separable Hilbert space \(H\). It is proved that the stochastic convolution \(U\) is a well-defined process in \(L^q(\mathcal O)\), takes values in \(\text{Dom}(A^{1/2})\) almost surely and that a maximal \(L^p\)-estimate \[ \operatorname{E}\|A^{1/2}U\|^p_{L^p(\mathbb R_+;L^q(\mathcal O))}\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] holds with a constant \(C\) independent of \(G\) and \(p\in(2,\infty)\). This estimate also holds for \(p=q=2\), whereas counterexamples to its validity for \((p,q)\in\{2\}\times(2,\infty)\) are provided. If, in addition, \(A\) is invertible on \(L^q(\mathcal O)\) and \(\theta\in[0,1/2)\), then \[ \operatorname{E}[\|U\|^p_{H^{\theta,p}(\mathbb R_+;D(A^{1/2-\theta}))}+\sup_{t\geq 0}\|U\|^p_{D_A(1/2-1/p)}]\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] is proved to hold for some constant \(C\) independent of \(G\). The assumptions on \(A\) are satisfied by elliptic differential operators appearing usually in partial differential equations (examples of applicable operators \(A\) are surveyed in the paper) and the proofs take advantage of deterministic tools such as McIntosh's \(H^\infty\)-calculus, \(R\)-boundedness techniques and a theory of stochastic integration in UMD Banach spaces developed in the last decade by the three authors. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Martin Ondreját / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B65 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35R60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 42B25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 42B37 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 47A60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 47D06 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6032944 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic maximal \(L^p\)-regularity | |||
Property / zbMATH Keywords: stochastic maximal \(L^p\)-regularity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic convolutions | |||
Property / zbMATH Keywords: stochastic convolutions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic partial differential equations | |||
Property / zbMATH Keywords: stochastic partial differential equations / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
\(H^\infty \)-calculus | |||
Property / zbMATH Keywords: \(H^\infty \)-calculus / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
\(R\)-boundedness | |||
Property / zbMATH Keywords: \(R\)-boundedness / rank | |||
Normal rank |
Revision as of 20:15, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic maximal \(L^{p}\)-regularity |
scientific article |
Statements
Stochastic maximal \(L^{p}\)-regularity (English)
0 references
11 May 2012
0 references
Properties of stochastic convolutions \(U(t)=\int_0^tS(t-s)G(s)\,dW_H(s)\), \(t\geq 0\), in \(L^q(\mathcal O)\)-spaces over \(\sigma\)-finite measure spaces are studied. Here \(q\in[2,\infty)\), \(S\) is a bounded analytic semigroup on \(L^q(\mathcal O)\) generated by an infinitesimal generator \(-A\) such that \(A\) admits a bounded \(H^\infty\)-calculus of angle less than \(\pi/2\) on \(L^q(\mathcal O)\), \(G\) is a measurable adapted process in \(L^p(\mathbb R_+\times\Omega;L^q(\mathcal O;H))\), \(p\in(2,\infty)\), and \(W_H\) is a cylindrical Wiener process on a real separable Hilbert space \(H\). It is proved that the stochastic convolution \(U\) is a well-defined process in \(L^q(\mathcal O)\), takes values in \(\text{Dom}(A^{1/2})\) almost surely and that a maximal \(L^p\)-estimate \[ \operatorname{E}\|A^{1/2}U\|^p_{L^p(\mathbb R_+;L^q(\mathcal O))}\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] holds with a constant \(C\) independent of \(G\) and \(p\in(2,\infty)\). This estimate also holds for \(p=q=2\), whereas counterexamples to its validity for \((p,q)\in\{2\}\times(2,\infty)\) are provided. If, in addition, \(A\) is invertible on \(L^q(\mathcal O)\) and \(\theta\in[0,1/2)\), then \[ \operatorname{E}[\|U\|^p_{H^{\theta,p}(\mathbb R_+;D(A^{1/2-\theta}))}+\sup_{t\geq 0}\|U\|^p_{D_A(1/2-1/p)}]\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))} \] is proved to hold for some constant \(C\) independent of \(G\). The assumptions on \(A\) are satisfied by elliptic differential operators appearing usually in partial differential equations (examples of applicable operators \(A\) are surveyed in the paper) and the proofs take advantage of deterministic tools such as McIntosh's \(H^\infty\)-calculus, \(R\)-boundedness techniques and a theory of stochastic integration in UMD Banach spaces developed in the last decade by the three authors.
0 references
stochastic maximal \(L^p\)-regularity
0 references
stochastic convolutions
0 references
stochastic partial differential equations
0 references
\(H^\infty \)-calculus
0 references
\(R\)-boundedness
0 references