Status | 已发表Published |
Title | BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations |
Creator | |
Date Issued | 2019-02-15 |
Source Publication | Journal of Differential Equations
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ISSN | 0022-0396 |
Volume | 266Issue:5Pages:2666-2717 |
Abstract | 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. |
Keyword | Anomalous diffusion BMO estimates Itô's formula Morrey–Campanato estimates Schauder estimate |
DOI | 10.1016/j.jde.2018.08.042 |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics |
WOS ID | WOS:000454248300011 |
Scopus ID | 2-s2.0-85052742574 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/10500 |
Collection | Research outside affiliated institution |
Affiliation | 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 |
Recommended Citation 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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