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 language | English |
|---|---|
| Pages (from-to) | 413-430 |
| Number of pages | 18 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 60 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2024 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Keywords
- Periodic boundary conditions
- Perturbation theory
- Pointwise multipliers
- Second order operators
- Stochastic evolution equations
- Stochastic maximal regularity