Regularity of stochastic kinetic equations

DOI10.1214/17-EJP65zbMATH Open1371.35372arXiv1606.01088OpenAlexW2964124941MaRDI QIDQ2627872FDOQ2627872

Franco Flandoli, Julien Vovelle, E. Priola, Ennio Fedrizzi

Publication date: 1 June 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-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.

Full work available at URL: https://arxiv.org/abs/1606.01088

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zbMATH Keywords

kinetic equationregularization by noisedegenerate SDEhypoelliptic regularity

Mathematics Subject Classification ID

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)

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