Stability properties of stochastic maximal Lp-regularity

Stability properties of stochastic maximal Lp-regularity

Agresti, A. (Sapienza University of Rome)
Veraar, M.C. (TU Delft Analysis)

2020

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 evolution equations. He has shown that maximal L^p-regularity is independent of the length of the time interval, implies analyticity and exponential stability of the semigroup, is stable under perturbation and many more properties. We show that the stochastic versions of these results hold.

Analytic semigroup
Sobolev spaces
Stochastic maximal regularity
Temporal weights

http://resolver.tudelft.nl/uuid:54f45711-ae72-4f75-9324-9051c539fc6a

https://doi.org/10.1016/j.jmaa.2019.123553

2020-04-01

0022-247X

Journal of Mathematical Analysis and Applications, 482 (2), 1-35

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© 2020 A. Agresti, M.C. Veraar