A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in L^p-spaces

DOI10.1214/14-BJPS245MaRDI QIDQ890272zbMATH OpenFDO

Authors Rafael Serrano

Publication date 10 November 2015

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.0075, https://projecteuclid.org/euclid.bjps/1442513445

zbMATH Keywords

additive cylindrical noiseHölder regularityLebesgue spacesstochastic Cauchy problemsstochastic convolution

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This paper revisits the H"{o}lder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces $L^p(mathcalO),$ with $pgeq2$ and $mathcalOsubsetmathbb{R}^d$ a bounded domain. We find conditions on $$ and $gamma$ under which the mild solution has almost surely trajectories in $$ These conditions do not depend on the Cameron-Martin Hilbert space associated with the driving cylindrical noise. The main tool of this study is a regularity result for stochastic convolutions in M-type 2 Banach spaces by Z. Brze'zniak (Stoch. Stoch. Rep. Vol. 61, Iss. 3-4, 1997).

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Cited in

(4)

• The wave equation in the three-dimensional space driven by a general stochastic measure
• Wave equation in the plane driven by a general stochastic measure
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
• Regularity of the solutions to SPDEs in metric measure spaces

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