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TitleBMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
Creator
Date Issued2019-02-15
Source PublicationJournal of Differential Equations
ISSN0022-0396
Volume266Issue: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.

KeywordAnomalous diffusion BMO estimates Itô's formula Morrey–Campanato estimates Schauder estimate
DOI10.1016/j.jde.2018.08.042
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000454248300011
Scopus ID2-s2.0-85052742574
Citation statistics
Cited Times:12[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/10500
CollectionResearch 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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