Displaying similar documents to “Maximal regularity for stochastic convolutions in L p spaces”

A note on maximal estimates for stochastic convolutions

Mark Veraar, Lutz Weis (2011)

Czechoslovak Mathematical Journal

Similarity:

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.

A note on maximal inequality for stochastic convolutions

Erika Hausenblas, Jan Seidler (2001)

Czechoslovak Mathematical Journal

Similarity:

Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution ∫ 0 t S ( t - s ) ψ ( s ) d W ( s ) driven by a Wiener process W in a Hilbert space in the case when the semigroup S ( t ) is of contraction type.

Regularity properties of a stochastic convolution integral

Giuseppe Da Prato (1982)

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

Similarity:

Si studiano proprietà di regolarità di un integrale di convoluzione del tipo Itȏ.

On optimal L p regularity in evolution equations

Alessandra Lunardi (1999)

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

Similarity:

Using interpolation techniques we prove an optimal regularity theorem for the convolution u ⁢ t = ∫ 0 t T ⁢ t - s ⁢ f ⁢ s ⁢ d ⁢ s , where T ⁢ t is a strongly continuous semigroup in general Banach space. In the case of abstract parabolic problems – that is, when T ⁢ t is an analytic semigroup – it lets us recover in a unified way previous regularity results. It may be applied also to some non analytic semigroups, such as the realization of the Ornstein-Uhlenbeck semigroup in L p ⁢ R n , 1 < p < ∞ , in which case it yields new optimal regularity results...