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

DOI10.1007/S00208-014-1019-5MaRDI QIDQ2509873zbMATH OpenOpenAlexFDO

Authors Pascal Auscher, Jan van Neerven, Pierre Portal

Publication date 31 July 2014

Published in Mathematische Annalen (Search for Journal in Brave)

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

zbMATH Keywords

conical maximal \(L^p\)-regularitystochastic convolution processstochastic partial differential equations

Mathematics Subject Classification ID

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

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.

Review text

The main contribution of the paper is to prove the conical stochastic maximal \(L^p\)-regularity for a stochastic convolution process, where \(p\) is a constant between the unity and infinity. The convolution process is driven by a cylindrical Brownian motion in a Hilbert space and associated with a second order divergence form elliptic operator over the \(n\)-dimensional Euclidean space with real-valued and measurable bounded coefficients. This result extends existing regularity achievements to a more general case. More importantly, it has been successfully used to prove the corresponding regularity for a class of stochastic partial differential equations (SPDEs), namely nonlinear stochastic evolution equations.

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