129 citations · 466 across the 72 of their papers we have counts for
36 papers · 1 filter
No free lunch for continuity of stochastic convolutions
Mark Veraar, Joris van Winden
We construct compact, exponentially stable -semigroups on Hilbert spaces such that, for every , the stochastic convolution $U_g(t)=\int_0^t S(t-s)g(s)\,\mathrm{d}…
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 $(γ_n…
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 coe…
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,…
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…
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…