Singular stochastic integral operators

Abstract

In this paper we introduce Calderón-Zygmund theory for singular stochastic integrals with operator-valued kernel. In particular, we prove $L^p$-extrapolation results under a Hörmander condition on the kernel. Sparse domination and sharp weighted bounds are obtained under a Dini condition on the kernel, leading to a stochastic version of the solution to the $A_2$-conjecture. The results are applied to obtain $p$-independence and weighted bounds for stochastic maximal $L^p$-regularity both in the complex and real interpolation scale. As a consequence we obtain several new regularity results for the stochastic heat equation on ${\mathbb{R}}^d$ and smooth and angular domains.

Minor typos corrected. Published in Analysis & PDE

References in corpus (3)

• Stochastic integration in UMD Banach spaces
• Critical spaces for quasilinear parabolic evolution equations and applications
• On the regularity of the stochastic heat equation on polygonal domains in $R^2$

Cited by in corpus (1)

• On pointwise ${\ell }^r$-sparse domination in a space of homogeneous type