English

Is the stochastic parabolicity condition dependent on $p$ and $q$?

Probability 2012-07-18 v3 Analysis of PDEs Functional Analysis

Abstract

In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus \T=[0,2π]\T =[0,2\pi]. The equation is considered in Lp(\O×(0,T);Lq(\T))L^p(\O\times(0,T);L^q(\T)) for p,q(1,)p,q\in (1, \infty). It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with p=q=2p=q=2. In this paper we investigate whether the well-posedness depends on pp and qq. It turns out that this condition does depend on pp, but not on qq. Moreover, we show that if 1<p<21<p<2 the classical stochastic parabolicity condition can be weakened.

Keywords

Cite

@article{arxiv.1104.2768,
  title  = {Is the stochastic parabolicity condition dependent on $p$ and $q$?},
  author = {Zdzislaw Brzezniak and Mark Veraar},
  journal= {arXiv preprint arXiv:1104.2768},
  year   = {2012}
}

Comments

Revision, accepted for publication in Electronic Journal of Probability