Stability properties of stochastic maximal Lp-regularity

Journal article (2020)

Authors

A. Agresti Sapienza University of Rome
M.C. Veraar Analysis - EEMCS
Research Group
Analysis (EEMCS) (TU Delft)
Copyright: © 2020 A. Agresti, M.C. Veraar
DOI: https://doi.org/10.1016/j.jmaa.2019.123553
Stochastic maximal regularity Sobolev spaces Analytic semigroup Temporal weights
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Published Date

2020

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Analysis

Abstract

In this paper we consider Lp-regularity estimates for solutions to stochastic evolution equations, which is called stochastic maximal Lp-regularity. Our aim is to find a theory which is analogously to Dore's theory for deterministic evolution equations. He has shown that maximal Lp-regularity is independent of the length of the time interval, implies analyticity and exponential stability of the semigroup, is stable under perturbation and many more properties. We show that the stochastic versions of these results hold.