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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 1, Pages 152–159
DOI: https://doi.org/10.4213/tvp3376
(Mi tvp3376)
 

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
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 1, Pages 157–163
DOI: https://doi.org/10.1137/S0040585X97979524
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by S.~B.~Kuksin, N.~S.~Nadirashvili, A.~L.~Piatnitski
\paper H\"older estimates for solutions of parabolic SPDEs
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 1
\pages 152--159
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\crossref{https://doi.org/10.4213/tvp3376}
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\zmath{https://zbmath.org/?q=an:1038.60058}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 1
\pages 157--163
\crossref{https://doi.org/10.1137/S0040585X97979524}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800400015}
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  • https://www.mathnet.ru/eng/tvp3376
  • https://doi.org/10.4213/tvp3376
  • https://www.mathnet.ru/eng/tvp/v47/i1/p152
  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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