Stochastic maximal L^p-regularity

Smoothness and regularity of solutions to PDEs (35B65) PDEs with randomness, stochastic partial differential equations (35R60) Maximal functions, Littlewood-Paley theory (42B25) Harmonic analysis and PDEs (42B37) Functional calculus for linear operators (47A60) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this article we prove a maximal

L^{p}

-regularity result for stochastic convolutions, which extends Krylov's basic mixed

L^{p} (L^{q})

-inequality for the Laplace operator on

{m a t h b b R}^{d}

to large classes of elliptic operators, both on

{m a t h b b R}^{d}

and on bounded domains in

{m a t h b b R}^{d}

with various boundary conditions. Our method of proof is based on McIntosh's

H^{i n f t y}

-functional calculus,

R

-boundedness techniques and sharp

L^{p} (L^{q})

-square function estimates for stochastic integrals in

L^{q}

-spaces. Under an additional invertibility assumption on

A

, a maximal space--time

L^{p}

-regularity result is obtained as well.

Review text

Properties of stochastic convolutions \(U(t)=\int_0^tS(t-s)G(s)\,dW_H(s)\), \(t\geq 0\), in \(L^q(\mathcal O)\)-spaces over \(\sigma\)-finite measure spaces are studied. Here \(q\in[2,\infty)\), \(S\) is a bounded analytic semigroup on \(L^q(\mathcal O)\) generated by an infinitesimal generator \(-A\) such that \(A\) admits a bounded \(H^\infty\)-calculus of angle less than \(\pi/2\) on \(L^q(\mathcal O)\), \(G\) is a measurable adapted process in \(L^p(\mathbb R_+\times\Omega;L^q(\mathcal O;H))\), \(p\in(2,\infty)\), and \(W_H\) is a cylindrical Wiener process on a real separable Hilbert space \(H\). It is proved that the stochastic convolution \(U\) is a well-defined process in \(L^q(\mathcal O)\), takes values in \(\text{Dom}(A^{1/2})\) almost surely and that a maximal \(L^p\)-estimate NEWLINE\[NEWLINE\operatorname{E}\|A^{1/2}U\|^p_{L^p(\mathbb R_+;L^q(\mathcal O))}\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))}NEWLINE\]NEWLINE holds with a constant \(C\) independent of \(G\) and \(p\in(2,\infty)\). This estimate also holds for \(p=q=2\), whereas counterexamples to its validity for \((p,q)\in\{2\}\times(2,\infty)\) are provided. If, in addition, \(A\) is invertible on \(L^q(\mathcal O)\) and \(\theta\in[0,1/2)\), then NEWLINE\[NEWLINE\operatorname{E}[\|U\|^p_{H^{\theta,p}(\mathbb R_+;D(A^{1/2-\theta}))}+\sup_{t\geq 0}\|U\|^p_{D_A(1/2-1/p)}]\leq C^p\operatorname{E}\|G\|^p_{L^p(\mathbb R_+;L^q(\mathcal O;H))}NEWLINE\]NEWLINE is proved to hold for some constant \(C\) independent of \(G\).NEWLINENEWLINEThe assumptions on \(A\) are satisfied by elliptic differential operators appearing usually in partial differential equations (examples of applicable operators \(A\) are surveyed in the paper) and the proofs take advantage of deterministic tools such as McIntosh's \(H^\infty\)-calculus, \(R\)-boundedness techniques and a theory of stochastic integration in UMD Banach spaces developed in the last decade by the three authors.

Recommendations

Cites work

Cited in

(92)

This page was built for publication: Stochastic maximal \(L^{p}\)-regularity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q414290)