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

DOI10.1016/J.SPL.2016.09.003zbMATH Open1350.60053arXiv1601.08013OpenAlexW2963844877MaRDI QIDQ334071FDOQ334071

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

Publication date: 31 October 2016

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

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.

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

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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)

Cites Work

• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Stationary random distributions
• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• Title not available (Why is that?)
• Multiparameter processes with stationary increments: spectral representation and integration
• Stochastic heat equation with rough dependence in space

Cited In (11)

• Optimal regularity of SPDEs with additive noise
• Transportation inequalities for stochastic heat equation with rough dependence in space
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
• Parabolic Anderson model with rough or critical Gaussian 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
• Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• A large deviation principle for the stochastic heat equation with general rough noise
• Spatial ergodicity for SPDEs via Poincaré-type inequalities

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