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On the $L_q(L_p)$-regularity and Besov smoothness of stochastic parabolic equations on bounded Lipschitz domains


 
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1. Title Title of document On the $L_q(L_p)$-regularity and Besov smoothness of stochastic parabolic equations on bounded Lipschitz domains
 
2. Creator Author's name, affiliation, country Petru A. Cioica; Philipps-Universität Marburg; Germany
 
2. Creator Author's name, affiliation, country Kyeong-Hun Kim; Korea University; Korea, Republic Of
 
2. Creator Author's name, affiliation, country Kijung Lee; Ajou University; Korea, Republic Of
 
2. Creator Author's name, affiliation, country Felix Lindner; TU Dresden; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stochastic partial differential equation; Lipschitz domain; $L_q(L_p)$-theory; weighted Sobolev space; Besov space; quasi-Banach space; embedding theorem; H{\"o}lder regularity in time; nonlinear approximation; wavelet; adaptive numerical method
 
3. Subject Subject classification 60H15; 46E35; 35R60
 
4. Description Abstract We investigate the regularity of linear stochastic parabolic equations with zero Dirichlet boundary condition on bounded Lipschitz domains $\mathcal{O}\subset \mathbb{R}^d$ with both theoretical and numerical purpose. We use N.V. Krylov's framework of stochastic parabolic weighted Sobole spaces $\mathfrak{H}^{\gamma,q}_{p,\theta}(\mathcal{O},T)$. The summability parameters $p$ and $q$ in space and time may differ. Existence and uniqueness of solutions in these spaces is established and the Hölder regularity in time is analysed. Moreover, we prove a general embedding of weighte $L_p(\mathcal{O})$-Sobolev spaces into the scale o Besov spaces $B^\alpha_{\tau,\tau}(\mathcal{O})$, $1/\tau=\alpha/d+1/p$, $\alpha>0$. This leads to a Hölder-Besov regularity result for the solution process. The regularity in this Besov scale determines the order of convergence that can be achieved by certain nonlinear approximation schemes.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Deutsche Forschungsgemeinschaft (DFG); Philipps-Universität Marburg; National Research Foundation of Korea (NRF)
 
7. Date (YYYY-MM-DD) 2013-09-13
 
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/2478
 
10. Identifier Digital Object Identifier 10.1214/EJP.v18-2478
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 18
 
12. Language English=en en
 
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