Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
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Local \(L \infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
Local \(L \infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
Abstract: We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be scaling-critical. We derive local supremum estimates with a stochastic adaptation of De Giorgi's iteration and establish a weak Harnack inequality for the solutions. The latter is then used to obtain pointwise almost sure continuity.
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- Harnack inequalities for stochastic partial differential equations
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- ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- On Harnack's theorem for elliptic differential equations
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- On the boundedness of solutions of SPDEs
- Regularity theory for fully nonlinear integro-differential equations
- Stochastic De Giorgi iteration and regularity of stochastic partial differential equations
- Stochastic evolution equations
- \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions
- L_p-estimates for SPDE with discontinuous coefficients in domains
Cited in
(9)- \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions
- LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE
- \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs
- A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
- Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows
- On the role of L^p(L^q)-techniques in regularization by noise of reaction-diffusion equations
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited
- Supremum estimates for degenerate, quasilinear stochastic partial differential equations
- Stochastic De Giorgi iteration and regularity of stochastic partial differential equations
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