Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
Marta Sanz-Solé; Pierre-A. Vuillermot
Annales de l'I.H.P. Probabilités et statistiques (2003)
- Volume: 39, Issue: 4, page 703-742
- ISSN: 0246-0203
Access Full Article
topHow to cite
topSanz-Solé, Marta, and Vuillermot, Pierre-A.. "Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations." Annales de l'I.H.P. Probabilités et statistiques 39.4 (2003): 703-742. <http://eudml.org/doc/77778>.
@article{Sanz2003,
author = {Sanz-Solé, Marta, Vuillermot, Pierre-A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stochastic partial differential equation; Hölder-Sobolev regularity},
language = {eng},
number = {4},
pages = {703-742},
publisher = {Elsevier},
title = {Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations},
url = {http://eudml.org/doc/77778},
volume = {39},
year = {2003},
}
TY - JOUR
AU - Sanz-Solé, Marta
AU - Vuillermot, Pierre-A.
TI - Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2003
PB - Elsevier
VL - 39
IS - 4
SP - 703
EP - 742
LA - eng
KW - stochastic partial differential equation; Hölder-Sobolev regularity
UR - http://eudml.org/doc/77778
ER -
References
top- [1] H. Amann, Linear and Quasilinear Parabolic Problems, I: Abstract Linear Theory, Monographs in Mathematics, 89, Birkhäuser, Basel, 1995. Zbl0819.35001MR1345385
- [2] J.M. Ball, Strongly continuous semigroups, weak solutions, and the variation of constants formula, Proc. Amer. Math. Soc.63 (1977) 370-373. Zbl0353.47017MR442748
- [3] V. Bally, A. Millet, M. Sanz-Solé, Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations, Ann. Probab.23 (1) (1995) 178-222. Zbl0835.60053MR1330767
- [4] B. Bergé, I.D. Chueshov, P.-A. Vuillermot, On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes, Stochastic Process. Appl.92 (2001) 237-263. Zbl1047.60062MR1817588
- [5] S.R. Bernfeld, Y.Y. Hu, P.-A. Vuillermot, Large-time asymptotic equivalence for a class of non-autonomous semilinear parabolic equations, Bull. Sci. Math.122 (5) (1998) 337-368. Zbl0912.35027MR1639856
- [6] Z. Brzeźniak, S. Peszat, Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process, Studia Math.137 (3) (1999) 261-299. Zbl0944.60075MR1736012
- [7] C. Cardon-Weber, A. Millet, On strongly Petrovskiĭ's parabolic SPDE's in arbitrary dimension, Preprint 685, Laboratoire de Probabilités et des Modèles Aléatoires, Université Paris 6, 2001. Zbl1049.60057MR1856154
- [8] A. Chojnowska-Michalik, Stochastic differential equations in Hilbert spaces, Banach Center Publications5 (1979) 53-73. Zbl0414.60064MR561468
- [9] I.D. Chueshov, P.-A. Vuillermot, Long-time behavior of solutions to a class of quasilinear parabolic equations with random coefficients, Ann. Inst. Henri Poincaré AN15 (2) (1998) 191-232. Zbl0930.60046MR1614575
- [10] I.D. Chueshov, P.-A. Vuillermot, Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Stratonovitch's case, Probab. Theory Related Fields112 (1998) 149-202. Zbl0914.35021MR1653833
- [11] I.D. Chueshov, P.-A. Vuillermot, Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Itô's case, Stochastic Anal. Appl.18 (4) (2000) 581-615. Zbl0968.60058MR1763942
- [12] R.C. Dalang, Extending martingale measure stochastic integral with applications to spatially homogeneous SPDE's, Electron. J. Probab.4 (1999) 1-29. Zbl0922.60056MR1684157
- [13] R.C. Dalang, N.E. Frangos, The stochastic wave equation in two spatial dimensions, Ann. Probab.26 (1) (1998) 187-212. Zbl0938.60046MR1617046
- [14] G. Da Prato, J. Zabczyk, Stochastic Equations in Infinite Dimensions, Encyclopedia of Mathematics and its Applications, 44, Cambridge University Press, Cambridge, 1992. Zbl0761.60052MR1207136
- [15] G. Da Prato, S. Kwapien, J. Zabczyk, Regularity of solutions of linear stochastic equations in Hilbert spaces, Stochastics23 (1987) 1-23. Zbl0634.60053MR920798
- [16] D.A. Dawson, L.G. Gorostiza, Solutions of evolution equations in Hilbert space, J. Differential Equations68 (1987) 299-319. Zbl0613.34048MR891330
- [17] S.D. Eidelman, S.D. Ivasis̆en, Investigation of the Green matrix for a homogeneous parabolic boundary value problem, Trans. Moscow Math. Soc.23 (1970) 179-242. Zbl0254.35067
- [18] S.D. Eidelman, N.V. Zhitarashu, Parabolic Boundary Value Problems, Operator Theory, Advances and Applications, 101, Birkhäuser, Basel, 1998. Zbl0893.35001MR1632789
- [19] A. Friedman, Partial Differential Equations of Parabolic Type, Prentice Hall, Englewood Cliffs, NJ, 1964. Zbl0144.34903MR181836
- [20] T. Funaki, Regularity properties for stochastic partial differential equations of parabolic type, Osaka J. Math.28 (1991) 495-516. Zbl0770.60062MR1144470
- [21] I.M. Gelfand, N.Y. Vilenkin, Les Distributions, Collection Universitaire de Mathématiques, 4, Dunod, Paris, 1967. MR216288
- [22] I. Gyöngy, C. Rovira, On Lp-solutions of semilinear stochastic partial differential equations, Stochastic Process. Appl.90 (2000) 83-108. Zbl1046.60059MR1787126
- [23] P. Hess, Periodic-Parabolic Boundary-Value Problems and Positivity, Pitman Research Notes in Mathematics Series, 247, Langman, Harlow, 1991. Zbl0731.35050MR1100011
- [24] I. Karatzas, S.E. Shreve, Brownian Motion and Stochastic Calculus, Graduate Texts in Mathematics, 113, Springer, New York, 1991. Zbl0734.60060MR1121940
- [25] A. Karczeswka, J. Zabczyk, Stochastic PDE's with function-valued solutions, in: Infinite-Dimensional Stochastic Analysis, Proceedings of the Colloquium of the Royal Netherlands Academy of Arts and Science, North-Holland, Amsterdam, 1999, pp. 197-216. Zbl0990.60065
- [26] T. Kato, Abstract evolution equations of parabolic type in Banach and Hilbert spaces, Nagoya Math. J.19 (1961) 93-125. Zbl0114.06102MR143065
- [27] T. Kato, Perturbation Theory for Linear Operators, Grundlehren der Mathematischen Wissenschaften, 132, Springer, New York, 1984. Zbl0531.47014
- [28] A.A. Kirillov, A.D. Gvishiani, Theorems and Problems in Functional Analysis, Problem Books in Mathematics, 9, Springer, New York, 1982. Zbl0486.46002MR671088
- [29] N.V. Krylov, An analytic approach to SPDE's, in: Stochastic Partial Differential Equations: Six Perspectives, AMS-Mathematical Surveys and Monographs, 64, American Mathematical Society, Providence, RI, 1999, pp. 185-242. Zbl0933.60073MR1661766
- [30] N.V. Krylov, B.L. Rozovskii, Stochastic evolution equations, J. Sov. Math.16 (1981) 1233-1277. Zbl0462.60060
- [31] O. Ladyzenskaya, N. Uraltceva, V.A. Solonnikov, Linear and Quasilinear Equations of Parabolic Type, AMS-Transl. of Math. Monographs, 23, American Mathematical Society, Providence, RI, 1968. Zbl0174.15403
- [32] J.A. León, Stochastic evolution equations with respect to semimartingales in Hilbert space, Stochastics27 (1989) 1-21. Zbl0675.60058MR1008224
- [33] O. Lévêque, Hyperbolic stochastic partial differential equations driven by boundary noises, Thèse 2452, EPFL, Lausanne, 2001.
- [34] J.L. Lions, Équations Différentielles Opérationnelles et Problèmes aux Limites, Die Grundlehren der Mathematischen Wissenschaften in Einzeldarstellungen, 111, Springer, New York, 1961. Zbl0098.31101MR153974
- [35] S.V. Lototsky, Dirichlet problem for stochastic parabolic equations in smooth domains, Stochastics Stochastics Rep.68 (1999) 145-175. Zbl0944.60076MR1742721
- [36] S.V. Lototsky, Linear stochastic parabolic equations, degenerating on the boundary of a domain, Electron. J. Probab.6 (2001) 1-14. Zbl1008.60078MR1873301
- [37] D. Marquez-Carreras, M. Mellouk, M. Sarrà, On stochastic partial differential equations with spatially correlated noise: smoothness of the law, Stochastic Process. Appl.93 (2001) 269-284. Zbl1053.60070MR1828775
- [38] V. Mikhaïlov, Équations aux Dérivées Partielles, Mir, Moscow, 1980. Zbl0549.35001MR595502
- [39] R. Mikulevicius, On the Cauchy problem for parabolic SPDE's in Hölder classes, Ann. Probab.28 (1) (2000) 74-103. Zbl1044.60050MR1755998
- [40] A. Millet, M. Sanz-Solé, A stochastic wave equation in two space dimension: smoothness of the law, Ann. Probab.27 (2) (1999) 803-844. Zbl0944.60067MR1698971
- [41] A. Millet, M. Sanz-Solé, Approximation and support theorem for a wave equation in two space dimensions, Bernoulli6 (5) (2000) 887-915. Zbl0968.60059MR1791907
- [42] E. Pardoux, Équations aux dérivées partielles stochastiques nonlinéaires monotones: étude de solutions fortes de type Itô, Thèse 1556, Université Paris-Orsay, Paris, 1975.
- [43] E. Pardoux, Stochastic partial differential equations, a review, Bull. Sci. Math.117 (1993) 29-47. Zbl0777.60054MR1205410
- [44] S. Peszat, J. Zabczyk, Nonlinear stochastic wave and heat equations, Probab. Theory Related Fields116 (2000) 421-443. Zbl0959.60044MR1749283
- [45] M. Sanz-Solé, P.-A. Vuillermot, Hölder–Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise, C. R. Acad. Sci. Paris, Sér. I334 (2002) 869-874. Zbl1005.60075
- [46] M. Sanz-Solé, M. Sarrà, Hölder continuity for the stochastic heat equation with spatially correlated noise, in: Progress in Probability, Stochastic Analysis, Random Fields and Applications, Birkhäuser, Basel, 2002, to appear. MR1958822
- [47] V.A. Solonnikov, On boundary-value problems for linear parabolic systems of differential equations of general form, Proc. Steklov Inst. Math.83 (1965). Zbl0164.12502MR211083
- [48] H. Tanabe, Equations of Evolution, Monographs and Studies in Mathematics, 6, Pitman, London, 1979. Zbl0417.35003MR533824
- [49] P.-A. Vuillermot, Global exponential attractors for a class of nonautonomous reaction–diffusion equations on RN, Proc. Amer. Math. Soc.116 (3) (1992) 775-782. Zbl0802.35081
- [50] J.B. Walsh, An introduction to stochastic partial differential equations, in: École d'Été de Probabilités de Saint-Flour XIV, Lecture Notes in Mathematics, 1180, Springer, New York, 1986, pp. 265-439. Zbl0608.60060MR876085
Citations in EuDML Documents
top- Benjamin Bergé, Bruno Saussereau, On the long-time behaviour of a class of parabolic SPDE’s : monotonicity methods and exchange of stability
- Benjamin Bergé, Bruno Saussereau, On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability
- Marco Ferrante, Marta Sanz-Solé, SPDEs with coloured noise: Analytic and stochastic approaches
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.