Maximal regularity for stochastic convolutions in L p spaces

Giuseppe Da Prato; Alessandra Lunardi

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni (1998)

  • Volume: 9, Issue: 1, page 25-29
  • ISSN: 1120-6330

Abstract

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We prove an optimal L p regularity result for stochastic convolutions in certain Banach spaces. It is stated in terms of real interpolation spaces.

How to cite

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Da Prato, Giuseppe, and Lunardi, Alessandra. "Maximal regularity for stochastic convolutions in \( L^p \) spaces." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 9.1 (1998): 25-29. <http://eudml.org/doc/252286>.

@article{DaPrato1998,
abstract = {We prove an optimal \( L^p \) regularity result for stochastic convolutions in certain Banach spaces. It is stated in terms of real interpolation spaces.},
author = {Da Prato, Giuseppe, Lunardi, Alessandra},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {Stochastic convolution; Analytic semigroups; Interpolation spaces; stochastic convolution; stochastic processes},
language = {eng},
month = {3},
number = {1},
pages = {25-29},
publisher = {Accademia Nazionale dei Lincei},
title = {Maximal regularity for stochastic convolutions in \( L^p \) spaces},
url = {http://eudml.org/doc/252286},
volume = {9},
year = {1998},
}

TY - JOUR
AU - Da Prato, Giuseppe
AU - Lunardi, Alessandra
TI - Maximal regularity for stochastic convolutions in \( L^p \) spaces
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 1998/3//
PB - Accademia Nazionale dei Lincei
VL - 9
IS - 1
SP - 25
EP - 29
AB - We prove an optimal \( L^p \) regularity result for stochastic convolutions in certain Banach spaces. It is stated in terms of real interpolation spaces.
LA - eng
KW - Stochastic convolution; Analytic semigroups; Interpolation spaces; stochastic convolution; stochastic processes
UR - http://eudml.org/doc/252286
ER -

References

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  1. Da Prato, G., Some results on linear stochastic differential equations in Hilbert spaces by semi-groups methods. Stoch. Anal. Appl., 1, 1983, 57-88. Zbl0511.60055MR700357DOI10.1080/07362998308809004
  2. Da Prato, G. - Zabczyk, J., Differential Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications, Cambridge University Press, Cambridge1992. Zbl0761.60052MR1207136DOI10.1017/CBO9780511666223
  3. Di Blasio, G., Holomorphic semigroups in interpolation and extrapolation spaces. Semigroup Forum, 47, 1993, 105-114. Zbl0816.47044MR1218138DOI10.1007/BF02573746
  4. Krylov, N. V., On L p theory of stochastic partial differential equations in the whole space. SIAM J. Math. Anal., 27, 1996, 313-340. Zbl0846.60061MR1377477DOI10.1137/S0036141094263317
  5. Lenglart, E. - Lepingle, D. - Pratelli, M., Presentation unifiée de certaines inegalités de la théorie des martingles. In: J. Azema - M. Yor (eds.), Séminaire de Probabilités XIV. Lecture Notes in Mathematics, 784, Springer-Verlag, Berlin-New York1978-79, 26-48. Zbl0427.60042MR580107
  6. Pardoux, E., Stochastic partial differential equations and filtering of diffusion processes. Stochastics, 3, 1979, 127-167. Zbl0424.60067MR553909DOI10.1080/17442507908833142
  7. Pratelli, M., Intégration stochastique et géométrie des espaces de Banach. In: J. Azema - P. A. Meyer - M. Yor (eds.), Séminaire de Probabilités XXII. Lecture Notes in Mathematics, 1321, Springer-Verlag, Berlin-New York1988, 129-137. Zbl0654.60040MR960517DOI10.1007/BFb0084127
  8. Triebel, H., Interpolation theory, function spaces, differential operators. North-Holland, Amsterdam-New York1978. Zbl0387.46032MR503903

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