Parabolic Littlewood-Paley inequality for (-)-type operators and applications to stochastic integro-differential equations

DOI10.1016/J.AIM.2013.09.008MaRDI QIDQ2450797zbMATH OpenOpenAlexFDO

Authors Ildoo Kim, Kyeong-Hun Kim, Panki Kim

Publication date 16 May 2014

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.5053

zbMATH Keywords

stochastic partial differential equationsintegro-differential operatorstransition functionsparabolic Littlewood-Paley inequalityLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Maximal functions, Littlewood-Paley theory (42B25) Transition functions, generators and resolvents (60J35)

Abstract: In this paper we prove a parabolic version of the Littlewood-Paley inequality for the operators of the type $phi(-Delta)$, where $phi$ is a Bernstein function. As an application, we construct an $L_p$-theory for the stochastic integro-differential equations of the type $du=(-phi(-Delta)u+f)dt+gd{W}_t$.

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Cited in

(22)

• A parabolic Littlewood-Paley inequality with applications to parabolic equations
• An \(L_p\)-theory for diffusion equations related to stochastic processes with non-stationary independent increment
• An \(L_q (L_p)\)-theory for diffusion equations with space-time nonlocal operators
• Sobolev regularity theory for the non-local elliptic and parabolic equations on \(C^{1,1}\) open sets
• Fast-slow-coupled stochastic functional differential equations
• Parabolic Littlewood-Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE
• An \(L_q (L_p)\)-regularity theory for parabolic equations with integro-differential operators having low intensity kernels
• An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
• Regularity for fully nonlinear equations driven by spatial-inhomogeneous nonlocal operators
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• Well-posedness of mild solutions for superdiffusion equations with spatial nonlocal operators
• A generalization of the Littlewood-Paley inequality for the fractional Laplacian
• Stochastic maximal regularity for rough time-dependent problems
• A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
• \(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
• An \(L_q(L_p)\)-theory for space-time non-local equations generated by Lévy processes with low intensity of small jumps
• Fractional time stochastic partial differential equations
• A weighted \(L_p\)-regularity theory for parabolic partial differential equations with time-measurable pseudo-differential operators
• A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
• Martin boundary of unbounded sets for purely discontinuous Feller processes
• Scale invariant boundary Harnack principle at infinity for Feller processes
• A Regularity Theory for Parabolic Equations with Anisotropic Nonlocal Operators in \(\boldsymbol{L_{{q}}(L_{{p}})}\) Spaces

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