Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem

DOI10.1080/07362990600753577zbMATH Open1109.35124OpenAlexW2123154793MaRDI QIDQ5484532FDOQ5484532

Authors: Johanna Dettweiler, Lutz Weis, Jan van Neerven 

Publication date: 21 August 2006

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://resolver.tudelft.nl/uuid:c2d527a6-c253-4705-be38-a54c61c404f5

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zbMATH Keywords

Cauchy problemmaximal regularityHölder regularitylinear stochastic operator differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Functional-differential equations in abstract spaces (34K30) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions) (35R20)

Cites Work

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• The similarity problem for bounded analytic semigroups on Hilbert space
• On the small balls problem for equivalent Gaussian measures
• The \(H^\infty\)-calculus and sums of closed operators
• Second order PDE's in finite and infinite dimension
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• Stochastic integration of functions with values in a Banach space
• New thoughts on old results of R. T. Seeley

Cited In (16)

• Approximating the coefficients in semilinear stochastic partial differential equations
• Evolution equations driven by general stochastic measures in Hilbert space
• Regularity of stochastic Volterra equations by functional calculus methods
• Harmonic analysis and stochastic partial differential equations: the stochastic functional calculus
• Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
• On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
• Stochastic evolution equations driven by a Liouville fractional Brownian motion
• On Temporal Regularity of Strong Solutions to Stochastic \(p\)-Laplace Systems
• A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• Volterra equations in Banach spaces with completely monotone kernels
• An \(L_{p }\)-theory for stochastic integral equations
• Continuous local martingales and stochastic integration in UMD Banach spaces
• Gradient estimates and domain identification for analytic Ornstein-Uhlenbeck operators
• Stochastic partial differential equations driven by general stochastic measures
• Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure

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