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SUMMARY:Stochastic maximal $L^p$-regularity - Veraar\, M (TUDelft)
DTSTART:20100108T140000Z
DTEND:20100108T150000Z
UID:TALK22183@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:In this talk we discuss our recent progress on maximal regular
 ity of convolutions with respect to Brownian motion.  Under certain condit
 ions\, we show that stochastic convolutions  [int_0^t S(t-s) f(s) d W(s)]\
 nsatisfy optimal $L^p$-regularity estimates and maximal estimates.  Here $
 S$ is an analytic semigroup on an $L^q$-space.  We also provide counterexa
 mples to certain limiting cases and explain the applications to stochastic
  evolution equations.  The results extend and unifies various known maxima
 l $L^p$-regularity\nresults from the literature. In particular\, our frame
 work covers and extends the important results of Krylov for the heat semig
 roup on $mathbb{R}^d$.
LOCATION:Seminar Room 1\, Newton Institute
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