L^2-theory of linear degenerate SPDEs and L^p ( p > 0) estimates for the uniform norm of weak solutions

DOI10.1016/J.SPA.2019.04.011MaRDI QIDQ2301476zbMATH OpenOpenAlexFDO

Authors Jinniao Qiu

Publication date 24 February 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.06162

zbMATH Keywords

\(L^2\)-theoryDe Giorgi iterationHörmander theoremmaximum principlestochastic partial differential equation

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Weak solutions to PDEs (35D30) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper, we are concerned with possibly degenerate stochastic partial differential equations (SPDEs). An $L^2$-theory is introduced, from which we derive the H"ormander theorem with an analytical approach. With the method of De Giorgi iteration, we obtain the maximum principle which states the $L^p$ ($p>0$) estimates for the time-space uniform norm of weak solutions.

Review text

The author studies regularity of solutions to (possibly degenerate) stochastic partial differential equations. He develops an \(L^2\) theory for such equations and proves a Hörmander-type theorem using analytical methods. By means of De Giorgi iteration he establishes the maximum principle, which gives \(L^p\) \((p > 0)\) estimates for the time-space uniform norm of weak solutions.

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Cited in

(13)

• \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• On the boundedness of solutions of SPDEs
• Hörmander-type theorem for Itô processes and related backward SPDEs
• \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
• Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• A regularity result for quasilinear stochastic partial differential equations of parabolic type
• Convergence rate for degenerate partial and stochastic differential equations via weak Poincaré inequalities
• Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes
• New global Carleman estimates and null controllability for forward/backward semilinear parabolic SPDEs

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