Regularity of stochastic kinetic equations
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Publication:2627872
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) PDEs with low regular coefficients and/or low regular data (35R05) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Abstract: We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity (-regularity in the velocity-variable and Sobolev regularity in the space-variable). We prove that, in contrast with the deterministic case, the SPDE admits a unique weakly differentiable solution which preserves a certain degree of Sobolev regularity of the initial condition without developing discontinuities. To prove the result we also study the related degenerate Kolmogorov equation in Bessel-Sobolev spaces and construct a suitable stochastic flow.
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