Conical stochastic maximal Lp-regularity for 1≤ p < ∞

Pascal Auscher; Jan van Neerven; Pierre Portal

doi:10.1007/s00208-014-1019-5

Conical stochastic maximal L^p-regularity for 1≤ p < ∞

Pascal Auscher, Jan van Neerven^*, Pierre Portal

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

13 Citations (SciVal)

Abstract

Let A = -div a(̇) ∇ be a second order divergence form elliptic operator on ℝⁿ with bounded measurable real-valued coefficients and let W be a cylindrical Brownian motion in a Hilbert space H. Our main result implies that the stochastic convolution process, satisfies, for all 1≤ p<∞, a conical maximal L^p-regularity estimate.

Original language	English
Pages (from-to)	863-889
Number of pages	27
Journal	Mathematische Annalen
Volume	359
Issue number	3-4
DOIs	https://doi.org/10.1007/s00208-014-1019-5
Publication status	Published - Aug 2014

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title = "Conical stochastic maximal Lp-regularity for 1≤ p < ∞",

abstract = "Let A = -div a{\.(}) ∇ be a second order divergence form elliptic operator on ℝn with bounded measurable real-valued coefficients and let W be a cylindrical Brownian motion in a Hilbert space H. Our main result implies that the stochastic convolution process, satisfies, for all 1≤ p<∞, a conical maximal Lp-regularity estimate.",

author = "Pascal Auscher and {van Neerven}, Jan and Pierre Portal",

year = "2014",

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language = "English",

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T1 - Conical stochastic maximal Lp-regularity for 1≤ p < ∞

AU - Auscher, Pascal

AU - van Neerven, Jan

AU - Portal, Pierre

PY - 2014/8

Y1 - 2014/8

N2 - Let A = -div a(̇) ∇ be a second order divergence form elliptic operator on ℝn with bounded measurable real-valued coefficients and let W be a cylindrical Brownian motion in a Hilbert space H. Our main result implies that the stochastic convolution process, satisfies, for all 1≤ p<∞, a conical maximal Lp-regularity estimate.

AB - Let A = -div a(̇) ∇ be a second order divergence form elliptic operator on ℝn with bounded measurable real-valued coefficients and let W be a cylindrical Brownian motion in a Hilbert space H. Our main result implies that the stochastic convolution process, satisfies, for all 1≤ p<∞, a conical maximal Lp-regularity estimate.

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U2 - 10.1007/s00208-014-1019-5

DO - 10.1007/s00208-014-1019-5

M3 - Article

SN - 0025-5831

VL - 359

SP - 863

EP - 889

JO - Mathematische Annalen

JF - Mathematische Annalen

IS - 3-4

ER -

Conical stochastic maximal L^p-regularity for 1≤ p < ∞

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