Is the stochastic parabolicity condition dependent on $p$ and $q$?
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1. | Title | Title of document | Is the stochastic parabolicity condition dependent on $p$ and $q$? |
2. | Creator | Author's name, affiliation, country | Zdzislaw Brzezniak; University of York; United Kingdom |
2. | Creator | Author's name, affiliation, country | Mark Veraar; Delft University of Technology; Netherlands |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | stochastic parabolicity condition; parabolic stochastic evolution; multiplicative noise; gradient noise; blow-up; strong solution; mild solution; maximal regularity; stochastic partial differential equation |
3. | Subject | Subject classification | 60H15; 35R60 |
4. | Description | Abstract | In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus $\mathbb{T} = [0,2\pi]$. The equation is considered in $L^p((0,T)\times\Omega;L^q(\mathbb{T}))$ for $p,q\in (1, \infty)$. It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with $p=q=2$. In this paper we investigate whether the well-posedness depends on $p$ and $q$. It turns out that this condition does depend on $p$, but not on $q$. Moreover, we show that if $1<p<2$ the classical stochastic parabolicity condition can be weakened. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2012-07-22 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/2186 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v17-2186 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 17 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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