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Main Authors: Ji, Un Cig, Kim, Jae Hun
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2504.19588
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author Ji, Un Cig
Kim, Jae Hun
author_facet Ji, Un Cig
Kim, Jae Hun
contents In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued Gaussian processes that satisfy certain regularity conditions for the covariance kernels of the Gaussian processes. For our purposes, we develop an $L^{p}$-regularity framework for the solutions to the stochastic partial differential equations associated with pseudo-differential operators. As the main tools, we establish the $p$-th moment maximal inequality for stochastic integrals with respect to a Hilbert space-valued Gaussian process and a Littlewood-Paley type inequality for Banach space-valued functions. Additionally, during our study, we improved the sufficient conditions for Fourier multipliers and examined the covariance kernels for Gaussian processes.
format Preprint
id arxiv_https___arxiv_org_abs_2504_19588
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Stochastic Partial Differential Equations Associated with Pseudo-Differential Operators and Hilbert Space-Valued Gaussian Processes
Ji, Un Cig
Kim, Jae Hun
Analysis of PDEs
Probability
60H15, 60G15, 47G30
In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued Gaussian processes that satisfy certain regularity conditions for the covariance kernels of the Gaussian processes. For our purposes, we develop an $L^{p}$-regularity framework for the solutions to the stochastic partial differential equations associated with pseudo-differential operators. As the main tools, we establish the $p$-th moment maximal inequality for stochastic integrals with respect to a Hilbert space-valued Gaussian process and a Littlewood-Paley type inequality for Banach space-valued functions. Additionally, during our study, we improved the sufficient conditions for Fourier multipliers and examined the covariance kernels for Gaussian processes.
title Stochastic Partial Differential Equations Associated with Pseudo-Differential Operators and Hilbert Space-Valued Gaussian Processes
topic Analysis of PDEs
Probability
60H15, 60G15, 47G30
url https://arxiv.org/abs/2504.19588