Necessary conditions for deterministic and stochastic maximal regularity

We study the role of Banach space geometry in deterministic and stochastic maximal regularity. We first construct an example showing that the UMD assumption in Weis’ characterisation of maximal $L^p$-regularity in terms of $R$-sectoriality cannot be omitted. Combining this construction with an equivalence between stochastic maximal regularity and deterministic maximal regularity on the $2$-concavification of the underlying space, we obtain an operator on a UMD Banach function space of type $2$ that has a bounded $H^{\mathrm{\infty }}$-calculus of angle zero, but fails stochastic maximal $L^p$-regularity (SMR${}_p$) for every $p\in [2,\mathrm{\infty })$. Motivated by this example, we study the Banach space geometry hypothesis underlying SMR${}_p$ more closely. This is an $R$-boundedness condition $(S_p)$ for stochastic convolution operators. For UMD spaces $X$ of type $2$, we show that this condition is not only sufficient, but also necessary for two canonical test operators: a diagonal multiplier on a Rademacher space and, for $q>2$, the Laplacian on $L^q({\mathbb{R}}^d;X)$. Finally, we prove that its interval-kernel and exponential-kernel formulations are equivalent and that, at the endpoint $p=2$, condition $(S_2)$ holds if and only if $X$ is isomorphic to a Hilbert space.