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

DOI10.1080/07362990600753577zbMath1109.35124OpenAlexW2123154793MaRDI QIDQ5484532

Johanna Dettweiler, J. M. A. M. van Neerven, Lutz W. Weis

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 problemHölder regularitymaximal regularitylinear stochastic operator differential equation

Mathematics Subject Classification ID

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

Related Items (15)

Stochastic evolution equations driven by Liouville fractional Brownian motion ⋮ Gradient Estimates and Domain Identification for Analytic Ornstein-Uhlenbeck Operators ⋮ Regularity of stochastic Volterra equations by functional calculus methods ⋮ Volterra equations in Banach spaces with completely monotone kernels ⋮ Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus ⋮ Stochastic Partial Differential Equations Driven by General Stochastic Measures ⋮ A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces ⋮ On Temporal Regularity of Strong Solutions to Stochastic \(p\)-Laplace Systems ⋮ Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations ⋮ An \(L_{p }\)-theory for stochastic integral equations ⋮ Approximating the coefficients in semilinear stochastic partial differential equations ⋮ Continuous local martingales and stochastic integration in UMD Banach spaces ⋮ On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions ⋮ Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure ⋮ Evolution Equations Driven by General Stochastic Measures in Hilbert Space

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