Maximal regularity for stochastic integral equations

DOI10.1515/JAA-2013-0006MaRDI QIDQ2850679zbMATH OpenOpenAlexFDO

Authors Gertrud Desch, Stig-Olof Londen

Publication date 30 September 2013

Published in Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL https://aaltodoc.aalto.fi/handle/123456789/4947

zbMATH Keywords

maximal regularitystochastic integral equations\(H^\infty\)-calculus

Mathematics Subject Classification ID

Abstract integral equations, integral equations in abstract spaces (45N05) Stochastic integral equations (60H20)

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Cited in

(17)

• On a stochastic parabolic integral equation
• A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
• Regularity of stochastic integral equations driven by Poisson random measures
• Regularity of stochastic Volterra equations by functional calculus methods
• Homotopy Analysis Method for Stochastic Differential Equations with Maxima
• Stochastic maximal \(L^{p}\)-regularity
• Global solution to non-self-adjoint stochastic Volterra equation
• Stochastic maximal regularity for rough time-dependent problems
• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• Maximal \(\gamma\)-regularity
• On the trace embedding and its applications to evolution equations
• Semilinear stochastic integral equations in \(L_{p}\)
• Difference norms for vector-valued Bessel potential spaces with an application to pointwise multipliers
• Maximal \(L^p\)-regularity for stochastic evolution equations
• Malliavin regularity of solutions to mixed stochastic differential equations
• A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
• Evolutionary equations driven by fractional Brownian motion

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