Stochastic maximal L^p-regularity

DOI10.1214/10-AOP626MaRDI QIDQ414290zbMATH OpenOpenAlexFDO

Authors Jan van Neerven, Mark Veraar, Lutz Weis

Publication date 11 May 2012

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

Full work available at URL https://arxiv.org/abs/1004.1309, https://projecteuclid.org/euclid.aop/1332772721

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)

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.

Recommendations

• Stability properties of stochastic maximal \(L^p\)-regularity
• Maximal \(L^p\)-regularity for stochastic evolution equations
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• Maximal regularity for stochastic integral equations
• Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
• scientific article; zbMATH DE number 3976021
• Stochastic maximal regularity for rough time-dependent problems
• Maximal regularity for stochastic convolutions driven by Lévy processes
• scientific article; zbMATH DE number 3888634
• Maximal inequalities and space-time regularity of stochastic convolutions

Cites work

• scientific article; zbMATH DE number 5855906 (Why is no real title available?)
• scientific article; zbMATH DE number 447275 (Why is no real title available?)
• scientific article; zbMATH DE number 5012792 (Why is no real title available?)
• scientific article; zbMATH DE number 5121138 (Why is no real title available?)
• scientific article; zbMATH DE number 4032422 (Why is no real title available?)
• scientific article; zbMATH DE number 3626044 (Why is no real title available?)
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 523960 (Why is no real title available?)
• scientific article; zbMATH DE number 742737 (Why is no real title available?)
• scientific article; zbMATH DE number 1009506 (Why is no real title available?)
• scientific article; zbMATH DE number 1463310 (Why is no real title available?)
• scientific article; zbMATH DE number 2144723 (Why is no real title available?)
• scientific article; zbMATH DE number 1842902 (Why is no real title available?)
• scientific article; zbMATH DE number 762608 (Why is no real title available?)
• scientific article; zbMATH DE number 892541 (Why is no real title available?)
• scientific article; zbMATH DE number 923920 (Why is no real title available?)
• scientific article; zbMATH DE number 3191538 (Why is no real title available?)
• A generalization of an inequality by N. V. Krylov
• A new approach to maximal \(L_p\)-regularity
• Bounded \(H_ \infty\)-calculus for elliptic operators
• Bounded holomorphic functional calculus for non-divergence form differential operators
• Boundedness of Riesz transforms for elliptic operators on abstract Wiener spaces
• Calderón-Zygmund theory for non-integral operators and the \(H^\infty\) functional calculus
• Conditions for stochastic integrability in UMD Banach spaces
• Holomorphic functional calculi of operators, quadratic estimates and interpolation
• Maximal regularity for stochastic convolutions driven by Lévy processes
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• Maximal regularity of type \(L_p\) for abstract parabolic Volterra equations
• New thoughts on old results of R. T. Seeley
• On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space
• On operators with bounded imaginary powers in Banach spaces
• On square functions associated to sectorial operators
• On stochastic convolution in banach spaces and applications
• On the semigroup approach to stochastic evolution equations
• On the stochastic Fubini theorem in infinite dimensions
• Perturbation and interpolation theorems for the \(H^\infty\)-calculus with applications to differential operators
• SPDEs in \(L_q(\mskip-2mu(0,\tau], L_p)\) spaces
• Spectral theory in Banach spaces and harmonic analysis
• Stochastic Equations in Infinite Dimensions
• Stochastic evolution equations in UMD Banach spaces
• Stochastic integration in UMD Banach spaces
• Stochastic partial differential equations in M-type 2 Banach spaces
• The \(H^\infty\)-calculus and sums of closed operators
• The functional calculus for sectorial operators
• The solution of the Kato square root problem for second order elliptic operators on \(\mathbb R^n\).
• \(L_ p\)-regularity of the Cauchy problem and the geometry of Banach spaces
• \(\gamma\)-radonifying operators -- a survey
• ℛ-boundedness, Fourier multipliers and problems of elliptic and parabolic type

Cited in

(67)

• An estimate of Burkholder type for stochastic processes defined by the stochastic integral
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• Regularity of stochastic Volterra equations by functional calculus methods
• On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
• Delayed blow-up and enhanced diffusion by transport noise for systems of reaction-diffusion equations
• The impact of white noise on a supercritical bifurcation in the Swift-Hohenberg equation
• On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
• On time regularity of stochastic evolution equations with monotone coefficients
• A stochastic Stefan-type problem under first-order boundary conditions
• An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
• On the \(R\)-boundedness of stochastic convolution operators
• Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations
• On the construction of stochastic fields with prescribed regularity by wavelet expansions
• Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
• The second-order parabolic PDEs with singular coefficients and applications
• Maximal regularity for non-autonomous equations with measurable dependence on time
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
• Maximal regularity for stochastic convolutions driven by Lévy processes
• On the regularity of the stochastic heat equation on polygonal domains in \(\mathbb{R}^2\)
• Strict solutions to stochastic semilinear evolution equations in M-type 2 Banach spaces
• Maximal \(L^p\)-regularity and \(H^\infty\)-calculus for block operator matrices and applications
• An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
• Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
• Heat diffusion in a channel under white noise modeling of turbulence
• Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization
• Maximal regularity for stochastic integral equations
• Stability properties of stochastic maximal \(L^p\)-regularity
• Existence results for linear evolution equations of parabolic type
• Global solution of nonlinear stochastic heat equation with solutions in a Hilbert manifold
• Complex interpolation with Dirichlet boundary conditions on the half line
• Global well-posedness and interior regularity of 2D Navier-Stokes equations with stochastic boundary conditions
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
• On Temporal Regularity of Strong Solutions to Stochastic \(p\)-Laplace Systems
• Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
• The heat equation with rough boundary conditions and holomorphic functional calculus
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces
• A weighted \(L_p\)-regularity theory for parabolic partial differential equations with time-measurable pseudo-differential operators
• Stochastic maximal regularity for rough time-dependent problems
• Traces and embeddings of anisotropic function spaces
• Schauder estimates for stochastic transport-diffusion equations with Lévy processes
• A note on maximal estimates for stochastic convolutions
• Global existence and analyticity of mild solutions for the stochastic Navier-Stokes-Coriolis equations in Besov spaces
• On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
• The stochastic thin-film equation: existence of nonnegative martingale solutions
• Tools for Malliavin calculus in UMD Banach spaces
• The primitive equations with stochastic wind driven boundary conditions
• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• Maximal \(\gamma\)-regularity
• Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
• On the trace embedding and its applications to evolution equations
• A BMO estimate for stochastic singular integral operators and its application to SPDEs
• Difference norms for vector-valued Bessel potential spaces with an application to pointwise multipliers
• Maximal \(L^p\)-regularity for stochastic evolution equations
• BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
• Stochastic and deterministic parabolic equations with bounded measurable coefficients in space and time: well-posedness and maximal regularity
• A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
• Strong solutions of semilinear SPDEs with unbounded diffusion
• Quasilinear parabolic stochastic evolution equations via maximal \(L^p\)-regularity
• Global Strong Well-Posedness of the Stochastic Bidomain Equations with FitzHugh–Nagumo Transport
• Sobolev space theory and Hölder estimates for the stochastic partial differential equations on conic and polygonal domains
• Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularity

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)