Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions

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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.

Original languageEnglish
Pages (from-to)413-430
Number of pages18
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume60
Issue number1
DOIs
Publication statusPublished - 2024

Keywords

  • Periodic boundary conditions
  • Perturbation theory
  • Pointwise multipliers
  • Second order operators
  • Stochastic evolution equations
  • Stochastic maximal regularity

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