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 | |
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 |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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