Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links (Q1946303)

This paper is devoted to the study of the compelling regularizing effect of the Brownian-time Brownian motion density, on certain space-time-white-noise driven stochastic integral equation the author calls BTBM SIE. In sharp contrast to traditional second-order heat-operator-based SPDEs -- whose real-valued mild solutions are confined to \(d = 1\) -- the author proves the existence of solutions to the problem equation in \(d = 1, 2, 3\) with dimension-dependent and striking Hölder regularity, under both less than Lipschitz and Lipschitz conditions on \(a\). In space, he shows an unprecedented nearly local Lipschitz regularity for \(d = 1, 2\) -- roughly, \(U\) is spatially twice as regularas the Brownian sheet in these dimensions -- and he proves nearly local Hölder \(1/2\) regularity in \(d = 3\). In time, our solutions are locally \(\gamma\)-Hölder continuous with exponent \(\gamma(0,\frac{4-d}{8})\), \(1\leq d \leq 3\). To investigate the problem equation under less than Lipschitz conditions, he (a) introduces the Brownian-time random walk -- a special case of lattice processes called Brownian-time chains -- and he uses it to formulate its spatial lattice version; and (b) develops a delicate variant of the Stroock-Varadhan martingale approach, the \(K\)-martingale approach, tailor-made for a wide variety of kernel SIEs and the mild forms of many SPDEs of different orders on the lattice. Solutions to the problem equation are defined as limits of their lattice version. Along the way, he proves interesting aspects of Brownian-time random walk, including a fourth-order differential-difference equation connection. He also proves the existence, the pathwise uniqueness, and the same Hölder regularity for the problem equation, without discretization, in the Lipschitz case. The SIE in this paper is intimately connected to intriguing fourth-order SPDEs in two ways. First, he shows that it is connected to the diagonals of a new unconventional fourth-order SPDE he calls parametrized BTBM SPDE. Second, replacing the Brownian-time Brownian motion density by the intimately connected kernel of the recently-introduced imaginary-Brownian-time-Brownian-angle process (IBTBAP), the problem equation becomes the mild form of a Kuramoto-Sivashinsky (KS) SPDE with linearized PDE part. Ideas and tools developed here are adapted in separate papers to give an entirely new approach, via our explicit IBTBAP representation, to many linear and nonlinear KS-type SPDEs in multi-spatial dimensions.