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In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
We consider the Stokes resolvent problem in a two-dimensional bounded Lipschitz domain $\Omega$ subject to homogeneous Dirichlet boundary conditions. We prove $\mathrm{L}^p$-resolvent estimates for $p$ satisfying the condition $\lvert 1 / p…
We discuss $L_p$-estimates for finite difference schemes approximating parabolic, possibly degenerate, SPDEs, with initial conditions from $W^m_p$ and free terms taking values in $W^m_p.$ Consequences of these estimates include an…
We give a short proof of It\^o's formula for stochastic Hilbert-space valued processes in the setting $V\subset H\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using…
The aim of this paper is to derive a maximum principle for a control problem governed by a stochastic partial differential equation (SPDE) with locally monotone coefficients. In particular, necessary conditions for optimality for this…
Given a complex, elliptic coefficient function we investigate for which values of $p$ the corresponding second-order divergence form operator, complemented with Dirichlet, Neumann or mixed boundary conditions, generates a strongly…
We investigate time-dependent optimization problems in fractional Sobolev spaces with the sparsity promoting $L^p$-pseudo norm for $0<p<1$ in the objective functional. In order to avoid computing the fractional Laplacian on the time-space…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
We consider parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions driven by two types $Q$-Wiener processes based on high frequency data in time and space. We first…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…
$L^p$ to $L^p_{\beta}$ boundedness theorems are proven for translation invariant averaging operators over hypersurfaces in Euclidean space. The operators can either be Radon transforms or averaging operators with multiparameter fractional…
We introduce an $R$-sectoriality perturbation technique for non-commuting operators defined in Bochner spaces. Based on this and on bounded $H^{\infty}$-functional calculus results for the Laplacian on manifolds with conical singularities,…
We analyze a bilinear control problem governed by a semilinear parabolic equation. The control variable is the Robin coefficient on the boundary. First-order necessary and second-order sufficient optimality conditions are derived. A…
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
We show $L^p$ estimates for square roots of second order complex elliptic systems $L$ in divergence form on open sets in $\mathbb{R}^d$ subject to mixed boundary conditions. The underlying set is supposed to be locally uniform near the…
We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…
We consider a one-dimensional stochastic differential equations (SDE) with irregular coefficients. The purpose of this paper is to estimate the $L^p(\Omega)$-difference of SDEs using the norm of the difference of coefficients, where the…
Many coupled evolution equations can be described via $2\times2$-block operator matrices of the form $\mathcal{A}=\begin{bmatrix} A & B \\ C & D \end{bmatrix}$ in a product space $X=X_1\times X_2$ with possibly unbounded entries. Here, the…