From the 1 of 16 linked papers with an AI index.
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A Note on a threshold for temporal regularity of stochastic PDEs
Antonio Agresti, Mark Veraar
We consider solutions to linear parabolic SPDEs of the form \[ \mathrm{d} u(t) + A u(t)\, \mathrm{d} t = g(t)\, \mathrm{d} β, \qquad u(0)=0, \] where is a positive, invertible…
Sharp bounds for non-trace class noise and applications to SPDEs
Antonio Agresti, Fabian Germ, Mark Veraar
In the study of stochastic PDEs with colored, non-trace class space-time noise, one frequently encounters Gaussian series of the form where $(Î…
Large Deviations for Stochastic Evolution Equations in the Critical Variational Setting
Esmée Theewis, Mark Veraar
Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the criti…
A stochastic flow approach to De Giorgi-Nash-Moser estimates for SPDEs with smooth transport noise
Antonio Agresti, Max Sauerbrey, Mark Veraar
The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and Hölder continuous, even with merely bounded measurable co…
Nonlinear SPDEs and Maximal Regularity: An Extended Survey
Antonio Agresti, Mark Veraar
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. Th…
An extrapolation result in the variational setting: improved regularity, compactness, and applications to quasilinear systems
Sebastian Bechtel, Mark Veraar
In this paper we consider the variational setting for SPDE on a Gelfand triple . Under the standard conditions on a linear coercive pair , and a symmetry condit…