Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs

DOI10.1016/J.JDE.2016.09.038zbMATH Open1356.60099arXiv1503.04472OpenAlexW2528660392MaRDI QIDQ338463FDOQ338463

Máté Gerencsér, Konstantinos Dareiotis

Publication date: 4 November 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1503.04472

Recommendations

• Holder Estimates for Solutions of Parabolic SPDEs
• Stochastic De Giorgi iteration and regularity of stochastic partial differential equations
• L^p-estimates for stochastic pdes with discontinuous coefficients
• \(L^2\)-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

zbMATH Keywords

stochastic PDEsweak Harnack inequalityDe Giorgi iterationlocal \(L_\infty\)-estimatesstochastic continuity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• On Harnack's theorem for elliptic differential equations
• Title not available (Why is that?)
• Regularity theory for fully nonlinear integro-differential equations
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Title not available (Why is that?)
• Harnack Inequalities for Stochastic Partial Differential Equations
• A harnack inequality for parabolic differential equations
• Title not available (Why is that?)
• Maximum principle for quasi-linear backward stochastic partial differential equations
• Title not available (Why is that?)
• Continuity of Solutions of Parabolic and Elliptic Equations
• Title not available (Why is that?)
• Stochastic evolution equations
• A Regularity Result for Quasilinear Stochastic Partial Differential Equations of Parabolic Type
• Stochastic De Giorgi iteration and regularity of stochastic partial differential equations
• \(L_p\)-estimates for SPDE with discontinuous coefficients in domains
• \(L^2\)-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
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Itô--Wentzell formula for distribution-valued processes and related topics
• Non-divergence parabolic equations of second order with critical drift in Lebesgue spaces

Cited In (8)

• \(L^2\)-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
• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• Hölder continuity property of the densities of SDEs with singular drift coefficients
• Existence of strong solutions for Itô's stochastic equations via approximations: revisited

This page was built for publication: Local \(L_\infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338463)