发表状态 | 已发表Published |
题名 | BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations |
作者 | |
发表日期 | 2019-02-15 |
发表期刊 | Journal of Differential Equations
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ISSN/eISSN | 0022-0396 |
卷号 | 266期号:5页码:2666-2717 |
摘要 | In this paper, we are aiming to prove several regularity results for the following stochastic fractional heat equations with additive noises du(x)=Δu(x)dt+g(t,x)dη,u=0,t∈(0,T],x∈G, for a random field u:(t,x)∈[0,T]×G↦u(t,x)=:u(x)∈R, where Δ:=−(−Δ),α∈(0,2], is the fractional Laplacian, T∈(0,∞) is arbitrarily fixed, G⊂R is a bounded domain, g:[0,T]×G×Ω→R is a joint measurable coefficient, and η,t∈[0,∞), is either a Brownian motion or a Lévy process on a given filtered probability space (Ω,F,P;{F}). To this end, we derive the BMO estimates and Morrey–Campanato estimates, respectively, for stochastic singular integral operators arising from the equations concerned. Then, by utilizing the embedding theory between the Campanato space and the Hölder space, we establish the controllability of the norm of the space C(D¯), where θ≥0,D¯=[0,T]×G¯. With all these in hand, we are able to show that the q-th order BMO quasi-norm of the [Formula presented]-order derivative of the solution u is controlled by the norm of g under the condition that η is a Lévy process. Finally, we derive the Schauder estimate for the p-moments of the solution of the above stochastic fractional heat equations driven by Lévy noise. |
关键词 | Anomalous diffusion BMO estimates Itô's formula Morrey–Campanato estimates Schauder estimate |
DOI | 10.1016/j.jde.2018.08.042 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics |
WOS记录号 | WOS:000454248300011 |
Scopus入藏号 | 2-s2.0-85052742574 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/10500 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Institute of Applied Mathematics,Henan University,Kaifeng,475001,China 2.Institute of Mathematics,School of Mathematical Science,Nanjing Normal University,Nanjing,210023,China 3.School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan,430073,China 4.Department of Mathematics,Swansea University,Swansea,SA2 8PP,United Kingdom |
推荐引用方式 GB/T 7714 | Lv, Guangying,Gao, Hongjun,Wei, Jinlonget al. BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations[J]. Journal of Differential Equations, 2019, 266(5): 2666-2717. |
APA | Lv, Guangying, Gao, Hongjun, Wei, Jinlong, & Wu, Jianglun. (2019). BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations. Journal of Differential Equations, 266(5), 2666-2717. |
MLA | Lv, Guangying,et al."BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations". Journal of Differential Equations 266.5(2019): 2666-2717. |
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