Optimal Regularity of Stochastic Evolution Equations in M-type 2 Banach Spaces
Probability
2019-05-03 v1 Analysis of PDEs
Abstract
In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to combine the approach in [HL] dealing with Hilbert setting and a version of Burkholder inequality in M-type 2 Banach space. Applying our main results to the stochastic heat equation gives a positive an- swer to an open problem proposed in [JR12].
Cite
@article{arxiv.1709.08472,
title = {Optimal Regularity of Stochastic Evolution Equations in M-type 2 Banach Spaces},
author = {Jialin Hong and Chuying Huang and Zhihui Liu},
journal= {arXiv preprint arXiv:1709.08472},
year = {2019}
}
Comments
17 pages