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Young's convolution inequality provides an upper bound for the convolution of functions in terms of $L^p$ norms. It is known that for certain groups, including Heisenberg groups, the optimal constant in this inequality is equal to that for…

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

We prove maximal $L^p$-regularity for the stochastic evolution equation \[\{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t), \qquad t\in [0,T], U(0) & = u_0, {aligned}.\] under the assumption that $A$ is a sectorial…

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by L\'evy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of…

We prove an analogue of Wolff's inequality for the so-called intrinsic nonlinear potentials associated with the quasilinear elliptic equation \[ -\Delta_{p} u = \sigma u^{q} \quad \text{in} \;\; \mathbb{R}^n, \] in the sub-natural growth…

We investigate several aspects of solutions to stochastic evolution equations in Hilbert spaces driven by a standard symmetric $\alpha$-stable cylindrical noise. Similarly to cylindrical Brownian motion or Gaussian white noise, standard…

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper bounds for $p$-th moments, $p\in(0,1)$, of the supremum of…

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…

We present remarkably simple proofs of Burkholder-Davis-Gundy inequalities for stochastic integrals and maximal inequalities for stochastic convolutions in Banach spaces driven by L\'{e}vy-type processes. Exponential estimates for…

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $\alpha$-stable cylindrical L\'evy process defined on a Hilbert space for $\alpha \in (1,2)$. The coefficients are assumed to map…

In this paper we consider $L^p$-regularity estimates for solutions to stochastic evolution equations, which is called stochastic maximal $L^p$-regularity. Our aim is to find a theory which is analogously to Dore's theory for deterministic…

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…