Morrey-Campanato estimates for the moments of stochastic integral operators and its application to SPDEs

Authors Guangying Lv, Hongjun Gao, Jinlong Wei, Jiang-Lun Wu

Publication date 18 April 2017

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic equations (35K20) White noise theory (60H40)

Abstract: In this paper, we are concerned with the estimates for the moments of stochastic convolution integrals. We first deal with the stochastic singular integral operators and we aim to derive the Morrey-Campanato estimates for the

p

-moments (for

p g e 1

). Then, by utilising the embedding theory between the Campanato space and H"older space, we establish the norm of

, where

for arbitrarily fixed

T i n (0, i n f t y)

and

G s u b s e t m a t h b b R^{d}

. As an application, we consider the following stochastic (fractional) heat equations with additive noises �ess du_t(x)=Delta^alpha u_t(x)dt+g(t,x)deta_t, u_0=0, 0leq tleq T, xin G, eess where

D e l t a^{a} l p h a = - (- D e l t a)^{a} l p h a

with

0 < a l p h a l e q 1

(the fractional Laplacian),

g : [0, T] i m e s G i m e s O m e g a o m a t h b b R

is a joint measurable coefficient, and

e t a_{t}, t i n [0, T]

, is either the Brownian motion or a L'evy process on a given filtered probability space

(O m e g a, m a t h c a l F, P; {m a t h c a l F_{t}}_{t i n [0, T]})

. The Schauder estimate for the

p

-moments of the solution of the above equation is obtained. The novelty of the present paper is that we obtain the Schauder estimate for parabolic stochastic partial differential equations with L'evy noise.

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