SPDEs with rough noise in space: Hölder continuity of the solution

DOI10.1016/J.SPL.2016.09.003MaRDI QIDQ334071zbMATH OpenOpenAlexFDO

Authors Raluca M. Balan, Maria Jolis, Lluís Quer-Sardanyons

Publication date 31 October 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.08013

zbMATH Keywords

stochastic heat equationstochastic wave equationfractional noiseHölder continuous paths

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Abstract: We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $Hin(frac14,frac12)$. The existence and uniqueness of the solution to these equations has been proved recently by the authors. In the present note we show that these solutions have modifications which are H"older continuous in space of order smaller than $H$, and H"older continuous in time of order smaller than $gamma$, where $gamma=H$ for the wave equation and $gamma=H/2$ for the heat equation.

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Cites work

• scientific article; zbMATH DE number 19292 (Why is no real title available?)
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• Stationary random distributions
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Cited in

(24)

• Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
• Generalized stochastic heat equations
• On Hölder continuity of the solution of stochastic wave equations in dimension three
• The roughness and smoothness of numerical solutions to the stochastic heat equation
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
• A large deviation principle for the stochastic heat equation with general rough noise
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
• Existence and space-time regularity for stochastic heat equations on p.c.f. fractals
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Hölder continuity for stochastic fractional heat equation with colored noise
• Optimal regularity of SPDEs with additive noise
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
• Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
• Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
• Joint Hölder continuity of parabolic Anderson model
• Spatial ergodicity for SPDEs via Poincaré-type inequalities
• Transportation inequalities for stochastic heat equation with rough dependence in space
• Hölder continuity of stochastic heat equation with rough Gaussian noise
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Parabolic Anderson model with rough or critical Gaussian noise
• Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
• SPDEs with fractional noise in space: continuity in law with respect to the Hurst index

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