A multiparameter Garsia-Rodemich-Rumsey inequality and some applications

DOI10.1016/J.SPA.2013.04.019MaRDI QIDQ2447716zbMATH OpenOpenAlexFDO

Authors Khoa Lê, Yaozhong Hu

Publication date 28 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.6809

zbMATH Keywords

fractional Brownian fieldsGarsia-Rodemich-Rumsey inequalityGaussian processesjoint Hölder continuitysample path propertystochastic heat equations with additive noises

Mathematics Subject Classification ID

Lipschitz (Hölder) classes (26A16) Gaussian processes (60G15) Sample path properties (60G17) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We extend the classical Garsia-Rodemich-Rumsey inequality to the multiparameter situation. The new inequality is applied to obtain some joint H"older continuity along the rectangles for fractional Brownian fields $W(t,x)$ and for the solution $u(t,y)$ of stochastic heat equation with additive white noise.

Recommendations

• Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields
• Some properties of multiparameter random fields
• scientific article; zbMATH DE number 1370342
• Functional limit theorems for multiparameter fractional Brownian motion
• Drap brownien fractionnaire

Cites work

• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Continuity of Gaussian Processes
• Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
• Fractional Brownian sheet
• scientific article; zbMATH DE number 3211221 (Why is no real title available?)
• scientific article; zbMATH DE number 3269538 (Why is no real title available?)
• scientific article; zbMATH DE number 3398554 (Why is no real title available?)
• Sample functions of the \(N\)-parameter Wiener process
• Sample path properties of anisotrophic Gaussian random fields
• Some Sample Function Properties of the Two-parameter Gaussian Process
• Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields

Cited in

(26)

• Regularization by noise and flows of solutions for a stochastic heat equation
• Regularity of SLE in \((t,\kappa)\) and refined GRR estimates
• Existence and uniqueness for solutions of mixed stochastic delay differential equations
• An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
• A full discretization of the rough fractional linear heat equation
• Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
• Joint Hölder continuity of parabolic Anderson model
• Some recent progress on stochastic heat equations
• A stochastic sewing lemma and applications
• On the density of the supremum of the solution to the linear stochastic heat equation
• Stochastic differential equation for Brox diffusion
• Nonlinear Young integrals via fractional calculus
• Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields
• Nonlinear Young integrals and differential systems in Hölder media
• Global variational solutions to a class of fractional SPDE's on unbounded domains
• A stochastic model of chemorepulsion with additive noise and nonlinear sensitivity
• Regularisation by fractional noise for one-dimensional differential equations with distributional drift
• On mean-field super-Brownian motions
• Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
• Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
• Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
• Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
• Regularization by noise for rough differential equations driven by Gaussian rough paths
• Characterization of Besov spaces with dominating mixed smoothness by differences
• Topological signatures of periodic-like signals
• Mean-field limit of nonexchangeable interacting diffusions with singular kernels

This page was built for publication: A multiparameter Garsia-Rodemich-Rumsey inequality and some applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447716)