An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs

DOI10.1214/20-AOP1482MaRDI QIDQ2039435zbMATH OpenFDO

Authors E. Priola

Publication date 2 July 2021

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.11032

zbMATH Keywords

stochastic evolution equationcritical SPDEsoptimal regularity for Kolmogorov operatorsweak uniqueness in infinite dimensions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Smoothness and regularity of solutions to PDEs (35B65) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We show uniqueness in law for the critical SPDE ${\displaystyle }$ dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,;; X_0 =x in H, ${\displaystyle }$ where $A$ $:dom(A)subsetHoH$ is a negative definite self-adjoint operator on a separable Hilbert space $H$ having $A^{-1}$ of trace class and $W$ is a cylindrical Wiener process on $H$. Here $F:HoH$ can be continuous with at most linear growth (some functions $F$ which grow more than linearly can also be considered). This leads to new uniqueness results for generalized stochastic Burgers' equations and for three-dimensional stochastic Cahn-Hilliard type equations which have interesting applications. To get weak uniqueness we also establish a new optimal regularity result for the Kolmogorov equation $lambdau-Lu=f$ on $H$, where $lambda>0$, $f:HomathbbR$ is Borel and bounded and $L$ is the Ornstein-Uhlenbeck operator related to the SPDE when $F=0$. In particular we show that the first derivative $Du:HoH$ verifies $Du(x)inextdom((-A{)}^{1/2})$, for any $xinH,$ and moreover ${\displaystyle }$ sup_{x in H} |(-A)^{1/2}Du (x)|_H = | (-A)^{1/2}Du |_{0} le C , | f|_{0}. ${\displaystyle }$

Recommendations

• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• A new approach to Kolmogorov equations in infinite dimensions and applications to stochastic generalized Burgers equations
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces

Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1239756 (Why is no real title available?)
• scientific article; zbMATH DE number 503106 (Why is no real title available?)
• scientific article; zbMATH DE number 1776363 (Why is no real title available?)
• A new regularity result for Ornstein--Uhlenbeck generators and applications.
• An analytic approach to existence and uniqueness for martingale problems in infinite dimensions
• Analytic semigroups and optimal regularity in parabolic problems
• Analytical methods for Markov semigroups.
• Caractérisation de quelques espaces d'interpolation
• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Ergodicity for Infinite Dimensional Systems
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Hölder norm estimates for elliptic operators on finite and infinite-dimensional spaces
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• Interpolation theory
• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term
• On a class of martingale problems on Banach spaces
• On the Ornstein-Uhlenbeck operator in spaces of continuous functions
• On the stochastic Cahn-Hilliard equation
• On weak solutions of stochastic equations in Hilbert spaces
• On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Regularization by noise and flows of solutions for a stochastic heat equation
• Schauder theorems for Ornstein-Uhlenbeck equations in infinite dimension
• Stochastic Cahn-Hilliard equation
• Stochastic Equations in Infinite Dimensions
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Symmetric Ornstein-Uhlenbeck semigroups and their generators

Cited in

(7)

• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
• Spatial regularity for a class of degenerate Kolmogorov equations
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• The Bakhvalov-Kolmogorov principle and asymptotically optimal algorithms for stationary problems in weakened Sobolev spaces.
• A note on the weak regularity theory for degenerate Kolmogorov equations
• Erratum to: ``An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• A counterexample to \(L^{\infty}\)-gradient type estimates for Ornstein-Uhlenbeck operators

This page was built for publication: An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2039435)