Related papers: Maximal $L^p$-regularity for stochastic evolution …
We prove non-autonomous maximal $L^p$-regularity results on UMD spaces replacing the common H\"older assumption by a weaker fractional Sobolev regularity in time. This generalizes recent Hilbert space results by Dier and Zacher. In…
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 $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…
General evolution equations in Banach spaces are investigated. Based on an operator-valued version of de Leeuw's transference principle, time-periodic $L^p$ estimates of maximal regularity type are established from $\mathscr{R}$-bounds of…
We show maximal $L^p$-regularity for non-autonomous Cauchy problems provided the trace spaces are stable in some parameterized sense and the time dependence is of bounded variation. In particular, on $L^2$, we obtain for all $p \in (1,2]$…
We study the strong $L^p$-convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Specifically, the drift is assumed to be in the…
This paper studies a maximal $L^q$-regularity property for nonlinear elliptic equations of second order with a zero-th order term and gradient nonlinearities having superlinear and sub-quadratic growth, complemented with Dirichlet boundary…
In this work, we obtain quantitative estimates of the continuity constant for the $L^p$ maximal regularity of relatively continuous nonautonomous operators $\mathbb{A} : I \longrightarrow \mathcal{L}(D,X)$, where $D \subset X$ densely and…
Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…
For the evolutionary Stokes problem with dynamic boundary conditions, we show the maximal regularity of weak solutions in time. Due to the characterization of $R$-sectorial operators on Hilbert spaces, the proof reduces to identifying the…
In this note we prove that the solution of the stationary and the instationary Stokes equations subject to perfect slip boundary conditions on a 2D wedge domain admits optimal regularity in the $L^p$-setting, i.p. it is $W^{2,p}$ in space.…
In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…
We study admissible observation operators for perturbed evolution equations using the concept of maximal regularity. We first show the invariance of the maximal $L^p$-regularity under non-autonomous Miyadera-Voigt perturbations. Second, we…
We establish maximal local regularity results of weak solutions or local minimizers of \[ \operatorname{div} A(x, Du)=0 \quad\text{and}\quad \min_u \int_\Omega F(x,Du)\,dx, \] providing new ellipticity and continuity assumptions on $A$ or…
We consider a linear non-autonomous evolutionary Cauchy problem \begin{equation} \dot{u} (t)+A(t)u(t)=f(t) \hbox{ for }\ \hbox{a.e. t}\in [0,T],\quad u(0)=u_0, \end{equation} where the operator $A(t)$ arises from a time depending…
The issue of so-called maximal regularity is discussed within a Hilbert space framework for a class of evolutionary equations. Viewing evolutionary equations as a sums of two unbounded operators, showing maximal regularity amounts to…
We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…
In this paper we consider maximal regularity for the vector-valued quasi-steady linear elliptic problems. The equations are the elliptic equation in the domain and the evolution equations on its boundary. We prove the maximal $L_p$-$L_q$…
In this paper, we study the $\ell^p$-maximal regularity for the fractional difference equation with finite delay: \begin{equation*} \ \ \ \ \ \ \ \ \left\{\begin{array}{cc} \Delta^{\alpha}u(n)=Au(n)+\gamma u(n-\lambda)+f(n), \ n\in \mathbb…
In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation.
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…