L^p estimates for the uniform norm of solutions of quasilinear SPDE's

DOI10.1007/S00440-005-0436-5MaRDI QIDQ2575674zbMATH OpenOpenAlexFDO

Authors Laurent Denis, Anis Matoussi, Lucretiu Stoica

Publication date 6 December 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-005-0436-5

zbMATH Keywords

Moser's iterationMaximum principleStochastic partial differential equationItô's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)

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Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
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• A general analytical result for non-linear {SPDE}'s and applications
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations associated to a symmetric Markov process
• Dirichlet forms and analysis on Wiener space
• Dirichlet forms and symmetric Markov processes
• Generalized solutions of a stochastic partial differential equation
• Local behavior of solutions of quasilinear parabolic equations
• On Harnack's theorem for elliptic differential equations
• On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
• Stochastic Equations in Infinite Dimensions
• Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
• Stochastic partial differential equations and filtering of diffusion processes
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• White noise driven quasilinear SPDEs with reflection

Cited in

(37)

• The parametrix method for parabolic SPDEs
• The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
• \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions
• On the boundedness of solutions of SPDEs
• On the Cauchy problem for stochastic parabolic equations in Hölder spaces
• On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
• Maximum principle for quasi-linear backward stochastic partial differential equations
• Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
• Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes
• The second-order parabolic PDEs with singular coefficients and applications
• On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
• Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
• \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
• Hölder continuous of the solutions to stochastic nonlocal heat equations
• The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
• Maximum principle for quasi-linear reflected backward SPDEs
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• A stochastically perturbed mean curvature flow by colored noise
• On the quasi-linear reflected backward stochastic partial differential equations
• \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
• Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• Regularity theory for nonlinear systems of SPDEs
• Schauder estimates for stochastic transport-diffusion equations with Lévy processes
• Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Moser iteration applied to parabolic SPDE's: first approach
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients
• \(L^p\)-strong solutions of stochastic partial differential equations with monotonic drifts
• On inviscid limits for the stochastic Navier-Stokes equations and related models
• BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• L_p-estimates for SPDE with discontinuous coefficients in domains
• Hölder estimates of mild solutions for nonlocal SPDEs
• On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
• Lower and upper bounds for the explosion times of a system of semilinear SPDEs
• A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle

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