On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for the white noise dispersion
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🧮 math.AP
math.PR
keywords
inequalitynoisestochasticapplicationdispersionestimateshardy-littlewood-sobolevstrichartz
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In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a regularization by noise phenomenon. As a direct application, we derive Strichartz estimates for the white noise dispersion which enables us to address a conjecture from [3].
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