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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.

 
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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 PDF
 
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
 
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