Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs

DOI10.1214/19-AIHP1000MaRDI QIDQ2179629zbMATH OpenOpenAlexWikidataFDO

Authors Kai Du, Jiakun Liu, Fu Zhang

Publication date 13 May 2020

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.01588, https://projecteuclid.org/euclid.aihp/1584345636

zbMATH Keywords

Schauder estimatestochastic continuitystochastic parabolicity conditionstochastic partial differential system

Mathematics Subject Classification ID

Initial value problems for second-order parabolic systems (35K45) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H"older-type classes in which a random field is treated as a space-time function taking values in $L^p$-space of random variables. A modified stochastic parabolicity condition involving $p$ is proposed to ensure the finiteness of the associated norm of the solution, which is showed to be sharp by examples. The Schauder-type estimates and the solvability theorem are proved.

Recommendations

• Holder Estimates for Solutions of Parabolic SPDEs
• A Schauder estimate for stochastic PDEs
• Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
• Stochastic partial differential equations in Hölder spaces
• On the Cauchy problem for stochastic parabolic equations in Hölder spaces

Cites work

• A \({W}^{n}_{2}\)-theory of stochastic parabolic partial differential systems on \(C ^{1}\)-domains
• A note on \(W^{\gamma}_p\)-theory of linear stochastic parabolic partial differential systems
• A note on Krylov's L_p-theory for systems of SPDEs
• A Schauder estimate for stochastic PDEs
• An \(L_{p}\)-theory for non-divergence form SPDEs driven by Lévy processes
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Dirichlet boundary value problem for stochastic parabolic equations: compatibility relations and regularity of solutions
• Elliptic partial differential equations of second order
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting properties of a random string
• scientific article; zbMATH DE number 436376 (Why is no real title available?)
• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 3511353 (Why is no real title available?)
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 1061253 (Why is no real title available?)
• Is the stochastic parabolicity condition dependent on p and q?
• On L_p -Theory of Stochastic Partial Differential Equations in the Whole Space
• On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
• On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.
• On SPDE's and superdiffusions
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On the Cauchy problem for parabolic SPDEs in Hölder classes.
• On the Cauchy problem for stochastic parabolic equations in Hölder spaces
• On the optimal filtering of diffusion processes
• On unbiased stochastic Navier-Stokes equations
• Random motion of strings and related stochastic evolution equations
• Schauder and L^PEstimates for Parabolic systems via campanato spaces
• Schauder estimates for higher-order parabolic systems with time irregular coefficients
• Stochastic Equations in Infinite Dimensions
• Stochastic maximal \(L^{p}\)-regularity
• Stochastic maximal regularity for rough time-dependent problems
• Stochastic Navier--Stokes Equations for Turbulent Flows
• Stochastic partial differential equations in Hölder spaces
• Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation

Cited in

(6)

• Stochastic maximal regularity for rough time-dependent problems
• A Kolmogorov-type theorem for stochastic fields
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• Nonlinear SPDEs and maximal regularity: an extended survey
• Higher order moments for SPDE with monotone nonlinearities*
• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type

This page was built for publication: Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2179629)