Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises

DOI10.1016/J.JMAA.2022.126125zbMATH Open1491.60100arXiv1608.00085OpenAlexW4220970771MaRDI QIDQ831487FDOQ831487

Authors: Jialin Hong, Zhihui Liu, Derui Sheng 

Publication date: 23 March 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We investigate the optimal H"older continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index $1/2$ and spatial index $Hle1/2$. Using stochastic calculus for fractional Brownian motion, we prove that these systems are well-posed and the solutions are H"older continuous. Furthermore, the optimal H"older exponents are obtained, which is the first result, as far as we knew, on the optimal H"older continuity of SHEs and SWEs driven by fractional Brownian sheet that is rough in space. Based on this sharp regularity, we obtain lower and upper bounds of hitting probabilities of the solutions in terms of Bessel--Riesz capacity and Hausdorff measure, respectively.

Full work available at URL: https://arxiv.org/abs/1608.00085

Recommendations

• SPDEs with rough noise in space: Hölder continuity of the solution
• Time regularity of the evolution solution to the fractional stochastic heat equation
• The fractional stochastic heat equation on the circle: Time regularity and potential theory
• On Hölder continuity of the solution of stochastic wave equations in dimension three
• Hölder continuity for stochastic fractional heat equation with colored noise

zbMATH Keywords

stochastic partial differential equationfractional Brownian sheethitting probabilityHurst index \(H<1/2\)Hölder exponent

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Cites Work

• Measure theory and fine properties of functions
• Title not available (Why is that?)
• Stochastic calculus with respect to Gaussian processes
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Hitting properties of a random string
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for nonlinear systems of stochastic waves
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• Approximating Stochastic Evolution Equations with Additive White and Rough Noises
• Feynman-Kac formula for heat equation driven by fractional white noise
• Criteria for hitting probabilities with applications to systems of stochastic wave equations
• Title not available (Why is that?)
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• SPDEs with rough noise in space: Hölder continuity of the solution
• On Hölder continuity of the solution of stochastic wave equations in dimension three
• Stochastic heat equation with rough dependence in space
• The Wiener integral with respect to second order processes with stationary increments
• The fractional stochastic heat equation on the circle: Time regularity and potential theory
• Regularity of the sample paths of a class of second-order SPDE's
• Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion

Cited In (3)

• Hölder continuity of stochastic heat equation with rough Gaussian noise
• The fractional stochastic heat equation on the circle: Time regularity and potential theory
• A large deviation principle for nonlinear stochastic wave equation driven by rough noise

This page was built for publication: Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q831487)