Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

DOI10.1016/j.jde.2011.08.050zbMath1241.60030arXiv1005.4095MaRDI QIDQ649749

Michael Roeckner, Arnulf Jentzen

Publication date: 6 December 2011

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4095

zbMATH Keywords

stochastic partial differential equations; nonlinear multiplicative noise; regularity analysis

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise, Unnamed Item, Unnamed Item, The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise, Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations, An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition, A mild Itô formula for SPDEs, Stochastic Landau–Ginzburg equation with white-noise boundary conditions of Robin type, Stochastic delay fractional evolution equations driven by fractional Brownian motion, Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations, Weak error analysis for semilinear stochastic Volterra equations with additive noise, Unnamed Item, A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case, Numerical schemes for rough parabolic equations, Singular behavior of the solution to the stochastic heat equation on a polygonal domain, Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE, Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE, On the construction of stochastic fields with prescribed regularity by wavelet expansions, Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises, A simplified Milstein scheme for SPDEs with multiplicative noise, Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Strong solutions for stochastic partial differential equations of gradient type, A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise, Combined error estimates for local fluctuations of SPDEs, Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise, Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise, Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure, Stochastic evolution equations driven by cylindrical stable noise, A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution, Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise, \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity, Maximal \(\gamma\)-regularity, A Milstein scheme for SPDEs, Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces, Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise, Weak convergence for a spatial approximation of the nonlinear stochastic heat equation, Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise, An Exponential Wagner--Platen Type Scheme for SPDEs

Cites Work

• Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
• Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
• Stochastic evolution equations in UMD Banach spaces
• Regularities for semilinear stochastic partial differential equations
• An introduction to partial differential equations
• A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
• Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise
• A concise course on stochastic partial differential equations
• Stochastic integration in UMD Banach spaces
• An estimate of Burkholder type for stochastic processes defined by the stochastic integral
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Entropy Numbers and Approximation Numbers in Function Spaces, II
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On stochastic convolution in banach spaces and applications
• Functional analysis
• Dynamics of evolutionary equations
• Stochastic Equations in Infinite Dimensions
• Unnamed Item