Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains

Petru A. Cioica; Stephan Dahlke; Stefan Kinzel; Felix Lindner; Thorsten Raasch; Klaus Ritter; René L. Schilling

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Uniform Lipschitz estimates in stochastic homogenization

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We review some recent results in quantitative stochastic homogenization for divergence-form, quasilinear elliptic equations. In particular, we are interested in obtaining $L^{\infty}$ -type bounds on the gradient of solutions and thus giving a demonstration of the principle that solutions of equations with random coefficients have much better regularity (with overwhelming probability) than a general equation with non-constant coefficients.

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Weronika Łaukajtys (2004)

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Let D be an open convex set in $ℝ^{d}$ and let F be a Lipschitz operator defined on the space of adapted càdlàg processes. We show that for any adapted process H and any semimartingale Z there exists a unique strong solution of the following stochastic differential equation (SDE) with reflection on the boundary of D: $X_{t} = H_{t} + \int_{0}^{t} ⟨ F {(X)}_{s -}, d Z_{s} ⟩ + K_{t}$ , t ∈ ℝ⁺. Our proofs are based on new a priori estimates for solutions of the deterministic Skorokhod problem.

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The classical criterion for compactness in Banach spaces of functions can be reformulated into a simple tightness condition in the time-frequency domain. This description preserves more explicitly the symmetry between time and frequency than the classical conditions. The result is first stated and proved for $L ² (ℝ^{d})$ , and then generalized to coorbit spaces. As special cases, we obtain new characterizations of compactness in Besov-Triebel-Lizorkin, modulation and Bargmann-Fock spaces. ...

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Sufficient conditions for the existence of solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{I R ⁿ} H_{τ, z} (x_{τ}) ν ̃ (d τ, d z)$ beloning to a given set K of n-dimensional cádlág processes are given.

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J. Bourgain, H. Brezis and P. Mironescu [in: J. L. Menaldi et al. (eds.), Optimal Control and Partial Differential Equations, IOS Press, Amsterdam, 2001, 439-455] proved the following asymptotic formula: if $Ω \subset ℝ^{d}$ is a smooth bounded domain, 1 ≤ p < ∞ and $f \in W^{1, p} (Ω)$ , then $l i m_{s ↗ 1} (1 - s) \int_{Ω} \int_{Ω} {(| f (x) - f (y) |}^{p} {) / (| | x - y | |}^{d + s p}) d x d y = K \int_{Ω} {| \nabla f (x) |}^{p} d x$ , where K is a constant depending only on p and d. The double integral on the left-hand side of the above formula is an equivalent seminorm in the Besov space $B_{p}^{s, p} (Ω)$ . The purpose of this paper is to obtain analogous asymptotic formulae...

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In this continuation of the preceding paper (Part I), we consider a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random Lipschitz mappings → , where is a proper metric space. We investigate existence and uniqueness of invariant measures, as well as recurrence and ergodicity of the induced stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . The main results concern the case when the associated Lipschitz constants are log-centered. Principal tools are local contractivity, as considered in detail in Part I,...

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Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients

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Let D be either a convex domain in $ℝ^{d}$ or a domain satisfying the conditions (A) and (B) considered by Lions and Sznitman (1984) and Saisho (1987). We investigate convergence in law as well as in $L^{p}$ for the Euler and Euler-Peano schemes for stochastic differential equations in D with normal reflection at the boundary. The coefficients are measurable, continuous almost everywhere with respect to the Lebesgue measure, and the diffusion coefficient may degenerate on some subsets of the domain. ...

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