Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains
Studia Mathematica, Tome 207 (2011) no. 3, pp. 197-234

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We use the scale of Besov spaces $B^\alpha_{\tau,\tau}(\mathcal{O})$, $1/\tau=\alpha/d+1/p$, $\alpha>0$, $p$ fixed, to study the spatial regularity of solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains $\mathcal{O}\subset\mathbb{R}$. The Besov smoothness determines the order of convergence that can be achieved by nonlinear approximation schemes. The proofs are based on a combination of weighted Sobolev estimates and characterizations of Besov spaces by wavelet expansions.
DOI : 10.4064/sm207-3-1
Keywords: scale besov spaces alpha tau tau mathcal tau alpha alpha fixed study spatial regularity solutions linear parabolic stochastic partial differential equations bounded lipschitz domains mathcal subset mathbb besov smoothness determines order convergence achieved nonlinear approximation schemes proofs based combination weighted sobolev estimates characterizations besov spaces wavelet expansions

Petru A. Cioica 1 ; Stephan Dahlke 1 ; Stefan Kinzel 1 ; Felix Lindner 2 ; Thorsten Raasch 3 ; Klaus Ritter 4 ; René L. Schilling 2

1 AG Numerik/Optimierung FB Mathematik und Informatik Philipps-Universität Marburg Hans-Meerwein-Straße 35032 Marburg, Germany
2 Institut für Mathematische Stochastik FB Mathematik TU Dresden Zellescher Weg 12-14 01069 Dresden, Germany
3 AG Numerische Mathematik Institut für Mathematik Johannes-Gutenberg-Universität Mainz Staudingerweg 9 55099 Mainz, Germany
4 Computational Stochastics Group Department of Mathematics TU Kaiserslautern Erwin-Schrödinger-Straße 67663 Kaiserslautern, Germany
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Petru A. Cioica; Stephan Dahlke; Stefan Kinzel; Felix Lindner; Thorsten Raasch; Klaus Ritter; René L. Schilling. Spatial Besov regularity for stochastic partial
 differential equations on Lipschitz domains. Studia Mathematica, Tome 207 (2011) no. 3, pp. 197-234. doi: 10.4064/sm207-3-1

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