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

DOI10.1007/S00208-014-1019-5zbMATH Open1309.60066arXiv1112.3196OpenAlexW2963736797MaRDI QIDQ2509873FDOQ2509873

Authors: Pascal Auscher, Jan van Neerven, Pierre Portal 

Publication date: 31 July 2014

Published in: Mathematische Annalen (Search for Journal in Brave)

Abstract: Let $A=-mdiv,a(cdot)abla$ 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 ${\displaystyle }$ u(t) = int_0^t e^{-(t-s)A}g(s),dW(s), quad tge 0,${\displaystyle }$ satisfies, for all $1lep<infty$, a conical maximal $L^p$-regularity estimate ${\displaystyle }$E

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

g 

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

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

g 

_{L^p(R_+;L^2(R^n;H))}^p${\displaystyle }$ which is known to hold only for $2lep<infty$, even when $A=-Delta$ 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.

Full work available at URL: https://arxiv.org/abs/1112.3196

Recommendations

• Stochastic maximal \(L^{p}\)-regularity
• Maximal \(L^p\)-regularity for stochastic evolution equations
• Maximal \(\gamma\)-regularity
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• Maximal regularity for stochastic convolutions driven by Lévy processes

zbMATH Keywords

stochastic partial differential equationsstochastic convolution processconical maximal \(L^p\)-regularity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) One-parameter semigroups and linear evolution equations (47D06)

Cites Work

• Maximal regularity for evolution equations in weighted \(L_p\)-spaces
• Some new function spaces and their applications to harmonic analysis.
• The solution of the Kato square root problem for second order elliptic operators on \(\mathbb R^n\).
• Weighted norm inequalities, off-diagonal estimates and elliptic operators. II: Off-diagonal estimates on spaces of homogeneous type
• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quadratic estimates and functional calculi of perturbed Dirac operators
• Hardy spaces of differential forms on Riemannian manifolds
• On necessary and sufficient conditions for 𝐿^{𝑝}-estimates of Riesz transforms associated to elliptic operators on ℝⁿ and related estimates
• Title not available (Why is that?)
• Weighted maximal regularity estimates and solvability of non-smooth elliptic systems. I
• Well-posedness for the Navier-Stokes equations
• Conical square function estimates in UMD Banach spaces and applications to \(H^{\infty}\)-functional calculi
• A vector-valued approach to tent spaces
• Stochastic integration in UMD Banach spaces
• Change of angle in tent spaces
• Maximal \(L^p\)-regularity for stochastic evolution equations
• Stochastic maximal \(L^{p}\)-regularity
• Calderón-Zygmund theory for non-integral operators and the \(H^\infty\) functional calculus
• Hardy spaces and the Neumann problem in \(L^ p\) for Laplace's equation in Lipschitz domains
• Singular integral operators on tent spaces
• Geometric flows with rough initial data
• Stochastic integration of functions with values in a Banach space
• Title not available (Why is that?)
• Title not available (Why is that?)
• Vertical versus conical square functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• The maximal regularity operator on tent spaces
• Remarks on maximal regularity

Cited In (15)

• A class of \(\alpha\)-Carleson measures
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• Stochastic maximal \(L^{p}\)-regularity
• Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• Maximal regularity for stochastic convolutions driven by Lévy processes
• Conical maximal regularity for elliptic operators via Hardy spaces
• An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
• Linear and quasilinear evolution equations in the context of weighted \(L_p\)-spaces
• Stochastic maximal regularity for rough time-dependent problems
• Schauder estimates for stochastic transport-diffusion equations with Lévy processes
• On the well-posedness of parabolic equations of Navier-Stokes type with \(BMO^{-1}\) data
• On well-posedness and maximal regularity for parabolic Cauchy problems on weighted tent spaces
• Stochastic and deterministic parabolic equations with bounded measurable coefficients in space and time: well-posedness and maximal regularity
• Singular integral operators on tent spaces

This page was built for publication: Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2509873)