Does the stochastic parabolicity condition depend on p?

Add to your list(s) Download to your calendar using vCal

• Veraar, M (Delft University of Technology)
• Wednesday 12 September 2012, 11:10-12:00
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

It is well-known that the variational approach to stochastic evolution equations leads to a L^{2(Omega;H)-theory. One of the conditions in this theory is usually referred to as the stochastic parabolicity condition. In this talk we present an L}p(Omega;H)-wellposedness result for equations of the form d u + A u dt = B u d W, where A is a positive self-adjoint operator and B:D(A^{1/2}) o H is a certain given linear operator. Surprisingly, the condition for well-posedness depends on the integrability parameter pin (1, infty). In the special case that p=2 the condition reduces to the classical stochastic parabolicity condition. An example which shows the sharpness of the well-posedness condition will be discussed as well.

The talk is based on joint work with Zdzislaw Brzezniak.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.