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

arXiv1704.05580MaRDI QIDQ6285679FDOQ6285679

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

Publication date: 18 April 2017

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 $pge1$). Then, by utilising the embedding theory between the Campanato space and H"older space, we establish the norm of $$, where $$ for arbitrarily fixed $Tin(0,infty)$ and $Gsubsetmathbb{R}^d$. 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 $Delt{a}^{a}lpha=-(-Delta{)}^{a}lpha$ with $0<alphaleq1$ (the fractional Laplacian), $g:[0,T]imesGimesOmegaomathbbR$ is a joint measurable coefficient, and $et{a}_t,tin[0,T]$, is either the Brownian motion or a L'evy process on a given filtered probability space $(Omega,mathcalF,P;{mathcal{F}_t}_{tin[0,T]})$. 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.

Mathematics Subject Classification ID

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

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