Stochastic maximal L^p-regularity

DOI10.1214/10-AOP626zbMATH Open1249.60147arXiv1004.1309OpenAlexW2086649450MaRDI QIDQ414290FDOQ414290

Authors: Jan van Neerven, Mark Veraar, Lutz Weis 

Publication date: 11 May 2012

Published in: The Annals of Probability (Search for Journal in Brave)

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 ${mathbbR}^d$ to large classes of elliptic operators, both on ${mathbbR}^d$ and on bounded domains in ${mathbbR}^d$ with various boundary conditions. Our method of proof is based on McIntosh's $H^{infty}$-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.

Full work available at URL: https://arxiv.org/abs/1004.1309

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zbMATH Keywords

stochastic partial differential equations\(R\)-boundednessstochastic convolutions\(H^\infty \)-calculusstochastic maximal \(L^p\)-regularity

Mathematics Subject Classification ID

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

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