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

DOI10.1016/J.JMAA.2022.126125MaRDI QIDQ831487zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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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

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