Regularity of stochastic kinetic equations - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Electronic Journal of Probability Année : 2017

Regularity of stochastic kinetic equations

Résumé

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity (Lp-regularity in the velocity-variable and Sobolev regularity in the space-variable). We prove that, in contrast with the deterministic case, the SPDE admits a unique weakly differentiable solution which preserves a certain degree of Sobolev regularity of the initial condition without developing discontinuities. To prove the result we also study the related degenerate Kolmogorov equation in Bessel-Sobolev spaces and construct a suitable stochastic flow.
Fichier principal
Vignette du fichier
SKE6.1.pdf (470.91 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01327394 , version 1 (06-06-2016)

Licence

Paternité

Identifiants

Citer

Ennio Fedrizzi, Franco Flandoli, Enrico Priola, Julien Vovelle. Regularity of stochastic kinetic equations. Electronic Journal of Probability, 2017, 22 (48), ⟨10.1214/17-EJP65⟩. ⟨hal-01327394⟩
567 Consultations
113 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More