Discrete stochastic maximal regularity

In this paper, we investigate discrete regularity estimates for a broad class of temporal numerical schemes for parabolic stochastic evolution equations. We provide a characterization of discrete stochastic maximal <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>ℓ</mml:mi> <mml:mi>p</mml:mi></mml:msup> </mml:math> -regularity in terms of its continuous counterpart, thereby establishing a unified framework that yields numerous new discrete regularity results. Moreover, as a consequence of the continuous-time theory, we establish several important properties of discrete stochastic maximal regularity such as extrapolation in the exponent <i>p</i> and with respect to a power weight. Furthermore, employing the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>H</mml:mi> <mml:mi>∞</mml:mi></mml:msup> </mml:math> -functional calculus, we derive a powerful discrete maximal estimate in the trace space norm <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow><mml:msub><mml:mi>D</mml:mi> <mml:mi>A</mml:mi></mml:msub> <mml:mrow><mml:mo>(</mml:mo> <mml:mn>1</mml:mn> <mml:mo>-</mml:mo> <mml:mfrac><mml:mn>1</mml:mn> <mml:mi>p</mml:mi></mml:mfrac> <mml:mo>,</mml:mo> <mml:mi>p</mml:mi> <mml:mo>)</mml:mo></mml:mrow> </mml:mrow> </mml:math> for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi> <mml:mo>∈</mml:mo> <mml:mo>[</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mi>∞</mml:mi> <mml:mo>)</mml:mo></mml:mrow> </mml:math> .

Authors

Institutions

Publication Details

Journal
Mathematische Annalen
Published
2026-02-01
DOI
https://doi.org/10.1007/s00208-026-03348-1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Discrete stochastic maximal regularity

Mark Veraar, Foivos Evangelopoulos-Ntemiris
Mathematische Annalen
Stochastic processes and financial applications
article

Discrete stochastic maximal regularity

Mark Veraar, Foivos Evangelopoulos-Ntemiris
article en

Abstract

In this paper, we investigate discrete regularity estimates for a broad class of temporal numerical schemes for parabolic stochastic evolution equations. We provide a characterization of discrete stochastic maximal <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>ℓ</mml:mi> <mml:mi>p</mml:mi></mml:msup> </mml:math> -regularity in terms of its continuous counterpart, thereby establishing a unified framework that yields numerous new discrete regularity results. Moreover, as a consequence of the continuous-time theory, we establish several important properties of discrete stochastic maximal regularity such as extrapolation in the exponent <i>p</i> and with respect to a power weight. Furthermore, employing the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>H</mml:mi> <mml:mi>∞</mml:mi></mml:msup> </mml:math> -functional calculus, we derive a powerful discrete maximal estimate in the trace space norm <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow><mml:msub><mml:mi>D</mml:mi> <mml:mi>A</mml:mi></mml:msub> <mml:mrow><mml:mo>(</mml:mo> <mml:mn>1</mml:mn> <mml:mo>-</mml:mo> <mml:mfrac><mml:mn>1</mml:mn> <mml:mi>p</mml:mi></mml:mfrac> <mml:mo>,</mml:mo> <mml:mi>p</mml:mi> <mml:mo>)</mml:mo></mml:mrow> </mml:mrow> </mml:math> for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>p</mml:mi> <mml:mo>∈</mml:mo> <mml:mo>[</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mi>∞</mml:mi> <mml:mo>)</mml:mo></mml:mrow> </mml:math> .

Mathematische AnnalenVol. 394(2)
Delft University of Technology (NL)
Openalex Percentile: Top 59%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.