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This article is cited in 13 scientific papers (total 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
Citation:
S. B. Kuksin, N. S. Nadirashvili, A. L. Piatnitski, “Hölder estimates for solutions of parabolic SPDEs”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 152–159; Theory Probab. Appl., 47:1 (2003), 157–163
Linking options:
https://www.mathnet.ru/eng/tvp3376https://doi.org/10.4213/tvp3376 https://www.mathnet.ru/eng/tvp/v47/i1/p152
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