Stochastic maximal regularity for rough time-dependent problems
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Publication:2303974
Abstract: We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only progressively measurable in the time variable. For -th order systems with regularity in space, we obtain estimates for all and , leading to optimal space-time regularity results. For second order systems with continuous coefficients in space, we also include a first order linear term, under a stochastic parabolicity condition, and obtain estimates together with optimal space-time regularity. For linear second order equations in divergence form with random coefficients that are merely measurable in both space and time, we obtain estimates in the tent spaces of Coifman-Meyer-Stein. This is done in the deterministic case under no extra assumption, and in the stochastic case under the assumption that the coefficients are divergence free.
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