Stability properties of stochastic maximal Lp-regularity

Journal Article (2020)
Author(s)

Antonio Agresti (Sapienza University of Rome)

Mark Veraar (TU Delft - Analysis)

Research Group
Analysis
Copyright
© 2020 A. Agresti, M.C. Veraar
DOI related publication
https://doi.org/10.1016/j.jmaa.2019.123553
More Info
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Publication Year
2020
Language
English
Copyright
© 2020 A. Agresti, M.C. Veraar
Research Group
Analysis
Issue number
2
Volume number
482
Pages (from-to)
1-35
Reuse Rights

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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.

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