Conical stochastic maximal L^p-regularity for 1 p<

Abstract: Let

A = - m d i v, a (c d o t) a b l a

be a second order divergence form elliptic operator on

R^{n}

with bounded measurable real-valued coefficients and let

W

be a cylindrical Brownian motion in a Hilbert space

H

. Our main result implies that the stochastic convolution process

u(t) = int_0^t e^{-(t-s)A}g(s),dW(s), quad tge 0,

satisfies, for all

1 l e p < i n f t y

, a conical maximal

L^{p}

-regularity estimate

E

abla u _{ T_2^{p,2}(R_+ imesR^n)}^p le C_p^p E

_{ T_2^{p,2}(R_+ imesR^n;H)}^p. Here, $T_{2}^{p, 2} (R_{+} i m e s R^{n})$ and $T_{2}^{p, 2} (R_{+} i m e s R^{n}; H)$ are the parabolic tent spaces of real-valued and $H$ -valued functions, respectively. This contrasts with Krylov's maximal $L^{p}$ -regularity estimate E

abla u _{L^p(R_+;L^2(R^n;R^n))}^p le C^p E

_{L^p(R_+;L^2(R^n;H))}^p

which is known to hold only for

2 l e p < i n f t y

, even when

A = - D e l t a

and

H = R

. The proof is based on an

L^{2}

-estimate and extrapolation arguments which use the fact that

A

satisfies suitable off-diagonal bounds. Our results are applied to obtain conical stochastic maximal

L^{p}

-regularity for a class of nonlinear SPDEs with rough initial data.

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