L_q (L_p) theory and Hölder estimates for parabolic SPDEs
The author considers parabolic stochastic partial differential equations of the forms \[ du=(a^{ij}u_{x^i x^j}+ b^i u_{x^i} + cu + f)dt + (v^k u + g^k ) dw_t^k, \] and \[ du=(D_i(a^{ij}u_{x^i}+ b^i u + f)+ \bar b^i u_{x^i} + cu + f )dt + g^kdw_t^k, \] \(t>0, x \in G\), \(G\) is an open set on \(\mathbb R^d\) and where \(w_t^k\) are independent one-dimensional Wiener processes. The coefficients \(a^{ij}, b^i, \bar b^i, c, v^k\) and the free terms \(f, g^k\) are random functions depending on \((t,x)\). Working on Sobolev spaces and under weak hypothesis on the coefficients (for instance, coefficients are only measurable functions and are possibily unbounded), Hölder estimates are obtained for the solutions of the above equations. The author also gives existence and uniqueness results in \(L_p\)-spaces with weights. The results in this work extend the results of \textit{S. B. Kuksin, N. S. Nadirashvili} and \textit{A. L. Pyatnitskij} [Theory Probab. Appl. 47, No. 1, 157--163 (2002); translation from Teor. Veroyatn. Primen. 47, No. 1, 152--159 (2002; Zbl 1038.60058)].
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