Stochastic maximal regularity for rough time-dependent problems
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only progressively measurable in the time variable. For 2m-th order systems with VMO regularity in space, we obtain L p(Lq ) estimates for all p > 2 and q ≥ 2, leading to optimal space-time regularity results. For second order systems with continuous coefficients in...[Show more]
|Collections||ANU Research Publications|
|Source:||Stochastics and Partial Differential Equations: Analysis and Computations|
|Access Rights:||Open Access|
|01 Portal P and Veraar M Stochastic maximal regularity 2019.pdf||3.35 MB||Adobe PDF|
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