English
Related papers

Related papers: On temporal regularity of stochastic convolutions …

200 papers

In this article we investigate the temporal regularity of strong solutions to the stochastic $p$-\com{L}aplace system in the degenerate setting, $p \in [2,\infty)$, driven by a multiplicative nonlinear stochastic forcing. We establish $1/2$…

Analysis of PDEs · Mathematics 2022-01-19 Jörn Wichmann

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

This paper revisits the H\"{o}lder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces $L^p(\mathcal{O}),$ with $p\geq 2$ and $\mathcal{O}\subset\mathbb{R}^d$ a bounded domain. We find conditions on $p,…

Probability · Mathematics 2014-05-05 Rafael Serrano

We investigate the regularity of linear stochastic parabolic equations with zero Dirichlet boundary condition on bounded Lipschitz domains $O \subset R^d$ with both theoretical and numerical purpose. We use N.V. Krylov's framework of…

Probability · Mathematics 2016-03-31 Petru A. Cioica , Kyeong-Hun Kim , Kijung Lee , Felix Lindner

In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…

Probability · Mathematics 2020-12-18 Petr Čoupek , Bohdan Maslowski , Martin Ondreját

In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…

Probability · Mathematics 2021-11-25 Petr Čoupek , Martin Ondreját

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…

Probability · Mathematics 2012-12-07 Anna Karczewska

A broad class of possibly non-unique generalized kinetic solutions to hyperbolic-parabolic PDEs is introduced. Optimal regularity estimates in time and space for such solutions to nonlocal, and spatially inhomogeneous variants of the porous…

Analysis of PDEs · Mathematics 2023-11-13 Benjamin Gess , Jonas Sauer

We derive optimal regularity, in both time and space, for solutions of the Cauchy problem related to a degenerate differential equation in a Banach space X. Our results exhibit a sort of prevalence for space regularity, in the sense that…

Analysis of PDEs · Mathematics 2008-06-24 Alberto Favaron

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in…

Probability · Mathematics 2015-03-17 Mark Veraar , Lutz Weis

We provide regularity of solutions to a large class of evolution equations on Banach spaces where the generator is composed of a static principal part plus a non-autonomous perturbation. Regularity is examined with respect to the graph norm…

Mathematical Physics · Physics 2018-11-02 Markus Penz

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

Probability · Mathematics 2017-04-14 Ton Viet Ta

This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations extending our findings in [22] to domains of polyhedral type. In particular, we study the smoothness in the specific scale…

Analysis of PDEs · Mathematics 2021-05-28 Stephan Dahlke , Cornelia Schneider

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

Analysis of PDEs · Mathematics 2015-10-07 Dominic Breit , Martina Hofmanova

Regularity estimates in time and space for solutions to the porous medium equation are shown in the scale of Sobolev spaces. In addition, higher spatial regularity for powers of the solutions is obtained. Scaling arguments indicate that…

Analysis of PDEs · Mathematics 2020-12-30 Benjamin Gess , Jonas Sauer , Eitan Tadmor

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

Optimal second-order regularity in the space variables is established for solutions to Cauchy-Dirichlet problems for nonlinear parabolic equations and systems of $p$-Laplacian type, with square-integrable right-hand sides and initial data…

Analysis of PDEs · Mathematics 2018-10-19 Andrea Cianchi , Vladimir Maz'ya

We study the symmetric stochastic $p$-Stokes system, $p \in (1,\infty)$, in a bounded domain. The results are two-folded. First, we show that in the context of analytically weak solutions the stochastic pressure -- related to non-divergence…

Analysis of PDEs · Mathematics 2023-05-19 Jörn Wichmann

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…

Analysis of PDEs · Mathematics 2025-10-17 Van Chien Le , Karel Van Bockstal
‹ Prev 1 2 3 10 Next ›