English

Stochastic maximal $L^p(L^q)$-regularity for second order systems with periodic boundary conditions

Probability 2023-12-12 v4 Analysis of PDEs

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)(t,\omega), and H\"older continuous in space. Assuming stochastic parabolicity conditions, we prove Lp((0,T)×Ω,tκdt;Hσ,q(Td))L^p((0,T)\times \Omega, t^{\kappa}\, \mathrm{d} t;H^{\sigma,q}(\mathbb{T}^d))-estimates. The main novelty is that we do not require p=qp=q. Moreover, we allow arbitrary σR\sigma\in \mathbb{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.

Keywords

Cite

@article{arxiv.2106.01274,
  title  = {Stochastic maximal $L^p(L^q)$-regularity for second order systems with periodic boundary conditions},
  author = {Antonio Agresti and Mark Veraar},
  journal= {arXiv preprint arXiv:2106.01274},
  year   = {2023}
}

Comments

Theorem 3.2 corrected. Accepted for publication in Annales de l'Institut Henri Poincar\'e (B) Probabilit\'es et Statistiques