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

DOI10.1080/07362990600753577MaRDI QIDQ5484532zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3229907 (Why is no real title available?)
• Analytic semigroups and optimal regularity in parabolic problems
• New thoughts on old results of R. T. Seeley
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• On the small balls problem for equivalent Gaussian measures
• Operator-valued Fourier multiplier theorems and maximal \(L_p\)-regularity
• Second order PDE's in finite and infinite dimension
• Stochastic integration of functions with values in a Banach space
• The \(H^\infty\)-calculus and sums of closed operators
• The similarity problem for bounded analytic semigroups on Hilbert space

Cited in

(16)

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

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