Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
Davide A. Bignamini, Simone Ferrari

TL;DR
This paper establishes Schauder estimates for stochastic reaction-diffusion equations driven by colored noise, addressing both stationary and evolution problems and highlighting the influence of noise color on regularity.
Contribution
It provides the first Schauder estimates for these equations considering the effect of colored noise on regularity properties.
Findings
Schauder estimates depend on the noise's color
Results apply to transition semigroups on bounded uniformly continuous functions
Enhances understanding of regularity in stochastic PDEs with colored noise
Abstract
We consider stochastic reaction-diffusion equations with colored noise and prove Schauder type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition semigroup, defined on the Banach space of bounded and uniformly continuous functions.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations · Stochastic processes and financial applications
