Is the stochastic parabolicity condition dependent on $p$ and $q$?

Abstract

In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus $\T =[0,2π]$. The equation is considered in $L^p(Ø\times(0,T);L^q(\T))$ for $p,q\in (1,\infty )$. It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with $p=q=2$. In this paper we investigate whether the well-posedness depends on $p$ and $q$. It turns out that this condition does depend on $p$, but not on $q$. Moreover, we show that if $1<p<2$ the classical stochastic parabolicity condition can be weakened.

Revision, accepted for publication in Electronic Journal of Probability

References in corpus (1)

• Stochastic maximal $L^p$-regularity