Discrete stochastic maximal regularity
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Abstract
In this paper, we investigate discrete regularity estimates for a broad class of temporal numerical schemes for parabolic stochastic evolution equations. We provide a characterization of discrete stochastic maximal ℓp-regularity in terms of its continuous counterpart, thereby establishing a unified framework that yields numerous new discrete regularity results. Moreover, as a consequence of the continuous-time theory, we establish several important properties of discrete stochastic maximal regularity such as extrapolation in the exponent p and with respect to a power weight. Furthermore, employing the H∞-functional calculus, we derive a powerful discrete maximal estimate in the trace space norm DA(1-1p,p) for p∈[2,∞).
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