In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in (t,ω), and Hölder continuous in space. Assuming stochastic parabolicity conditions, we prove Lp((0,T)× Ω,tκ dt;Hσ,q(Td))-estimates. The main novelty is that we do not require p = q. Moreover, we allow arbitrary σ ∈ R and weights in time. Such mixed regularity estimates play a crucial role in applications to nonlinear SPDEs which is clear from our previous work. To prove our main results we develop a general perturbation theory for SPDEs. Moreover, we prove a new result on pointwise multiplication in spaces with fractional smoothness.

Stochastic maximal L^p(L^q)-regularity for second order systems with periodic boundary conditions / Agresti, Antonio; Veraar, Mark. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - 60:1(2024), pp. 413-430. [10.1214/22-aihp1333]

Stochastic maximal L^p(L^q)-regularity for second order systems with periodic boundary conditions

Agresti, Antonio;
2024

Abstract

In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in (t,ω), and Hölder continuous in space. Assuming stochastic parabolicity conditions, we prove Lp((0,T)× Ω,tκ dt;Hσ,q(Td))-estimates. The main novelty is that we do not require p = q. Moreover, we allow arbitrary σ ∈ R and weights in time. Such mixed regularity estimates play a crucial role in applications to nonlinear SPDEs which is clear from our previous work. To prove our main results we develop a general perturbation theory for SPDEs. Moreover, we prove a new result on pointwise multiplication in spaces with fractional smoothness.
2024
Periodic boundary conditions; perturbation theory; pointwise multipliers; second order operators; stochastic evolution equations; stochastic maximal regularity
01 Pubblicazione su rivista::01a Articolo in rivista
Stochastic maximal L^p(L^q)-regularity for second order systems with periodic boundary conditions / Agresti, Antonio; Veraar, Mark. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - 60:1(2024), pp. 413-430. [10.1214/22-aihp1333]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1744114
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