Regularity of stochastic nonlocal diffusion equations

Authors Guangying Lv, Hongjun Gao, Jinlong Wei, Jiang-Lun Wu

Publication date 14 January 2018

Abstract: In this paper, we are concerned with regularity of nonlocal stochastic partial differential equations of parabolic type. By using Companato estimates and Sobolev embedding theorem, we first show the H"{o}lder continuity (locally in the whole state space

m a t h b b R^{d}

) for mild solutions of stochastic nonlocal diffusion equations in the sense that the solutions

u

belong to the space

C^{g a m m a} (D_{T}; L^{p} (O m e g a))

with the optimal H"{o}lder continuity index

g a m m a

(which is given explicitly), where

D_{T} := [0, T] i m e s D

for

T > 0

, and

D s u b s e t m a t h b b R^{d}

being a bounded domain. Then, by utilising tail estimates, we are able to obtain the estimates of mild solutions in

L^{p} (O m e g a; C^{g a m m a^{*}} (D_{T}))

. What's more, we give an explicit formula between the two index

g a m m a

and

g a m m a^{*}

. Moreover, we prove H"{o}lder continuity for mild solutions on bounded domains. Finally, we present a new criteria to justify H"{o}lder continuity for the solutions on bounded domains. The novelty of this paper is that our method are suitable to the case of time-space white noise.

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