A stochastic flow approach to De Giorgi-Nash-Moser estimates for SPDEs with smooth transport noise
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866912712925118464 |
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| author | Agresti, Antonio Sauerbrey, Max Veraar, Mark |
| author_facet | Agresti, Antonio Sauerbrey, Max Veraar, Mark |
| contents | 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 coefficients. For parabolic SPDEs with transport noise, boundedness has recently been established, but Hölder continuity remains a key open problem in the regularity theory of parabolic SPDEs. In this work, we resolve this question under the assumption that the noise coefficients are sufficiently regular in space. Our approach relies on Kunita's stochastic method of characteristics, which allows us to transform the original SPDE-via a stochastic flow of diffeomorphisms-into a random PDE to which the classical De Giorgi-Nash-Moser estimates apply. This program is accomplished through new a-priori estimates for the inverse of stochastic flows of diffeomorphisms, and a novel version of the Itô-Wentzell formula adapted to rough random fields. To demonstrate the applicability of our results, we establish the existence of global, regular solutions to quasilinear SPDEs with transport noise. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_12692 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A stochastic flow approach to De Giorgi-Nash-Moser estimates for SPDEs with smooth transport noise Agresti, Antonio Sauerbrey, Max Veraar, Mark Probability Analysis of PDEs Primary: 60H15, Secondary: 35B65, 35K59, 60H10 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 coefficients. For parabolic SPDEs with transport noise, boundedness has recently been established, but Hölder continuity remains a key open problem in the regularity theory of parabolic SPDEs. In this work, we resolve this question under the assumption that the noise coefficients are sufficiently regular in space. Our approach relies on Kunita's stochastic method of characteristics, which allows us to transform the original SPDE-via a stochastic flow of diffeomorphisms-into a random PDE to which the classical De Giorgi-Nash-Moser estimates apply. This program is accomplished through new a-priori estimates for the inverse of stochastic flows of diffeomorphisms, and a novel version of the Itô-Wentzell formula adapted to rough random fields. To demonstrate the applicability of our results, we establish the existence of global, regular solutions to quasilinear SPDEs with transport noise. |
| title | A stochastic flow approach to De Giorgi-Nash-Moser estimates for SPDEs with smooth transport noise |
| topic | Probability Analysis of PDEs Primary: 60H15, Secondary: 35B65, 35K59, 60H10 |
| url | https://arxiv.org/abs/2511.12692 |