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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 1, Pages 152–159 (Mi tvp3376)

This article is cited in 13 papers

Short Communications

Hölder estimates for solutions of parabolic SPDEs

S. B. Kuksina, N. S. Nadirashvilib, A. L. Piatnitskicd

a Heriot Watt University
b University of Chicago
c P. N. Lebedev Physical Institute, Russian Academy of Sciences
d Narvik Institute of Technology

Abstract: This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We prove that the solutions are Hölder-continuous functions almost surely (a.s.) and that the respective Hölder norms have finite momenta of any order.

Keywords: stochastic equation, Hölder-continuous function.

Received: 28.08.2000

DOI: 10.4213/tvp3376


 English version:
Theory of Probability and its Applications, 2003, 47:1, 157–163

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