Hölder estimates for solutions of parabolic SPDEs

S. B. Kuksin; N. S. Nadirashvili; A. L. Piatnitski

doi:10.1137/S0040585X97979524

Hölder estimates for solutions of parabolic SPDEs

S. B. Kuksin, N. S. Nadirashvili, A. L. Piatnitski

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Abstract

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of Rⁿ. 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 ?older norms have finite momenta of any order.

Original language	English
Pages (from-to)	157-163
Number of pages	7
Journal	Theory of Probability and its Applications
Volume	47
Issue number	1
DOIs	https://doi.org/10.1137/S0040585X97979524
Publication status	Published - 2003

Keywords

Hölder-continuous function
Stochastic equation

Access to Document

10.1137/S0040585X97979524

Cite this

@article{a2cf9551671e4a0eb758740dea0167b1,

title = "H{\"o}lder estimates for solutions of parabolic SPDEs",

abstract = "This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of Rn. We suppose that the coefficients of the noise are Lp-functions with sufficiently large p. We prove that the solutions are H{\"o}lder-continuous functions almost surely (a.s.) and that the respective ?older norms have finite momenta of any order.",

keywords = "H{\"o}lder-continuous function, Stochastic equation",

author = "Kuksin, {S. B.} and Nadirashvili, {N. S.} and Piatnitski, {A. L.}",

year = "2003",

doi = "10.1137/S0040585X97979524",

language = "English",

volume = "47",

pages = "157--163",

journal = "Theory of Probability and its Applications",

issn = "1095-7219",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "1",

}

TY - JOUR

T1 - Hölder estimates for solutions of parabolic SPDEs

AU - Kuksin, S. B.

AU - Nadirashvili, N. S.

AU - Piatnitski, A. L.

PY - 2003

Y1 - 2003

N2 - This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of Rn. We suppose that the coefficients of the noise are Lp-functions with sufficiently large p. We prove that the solutions are Hölder-continuous functions almost surely (a.s.) and that the respective ?older norms have finite momenta of any order.

AB - This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of Rn. We suppose that the coefficients of the noise are Lp-functions with sufficiently large p. We prove that the solutions are Hölder-continuous functions almost surely (a.s.) and that the respective ?older norms have finite momenta of any order.

KW - Hölder-continuous function

KW - Stochastic equation

UR - http://www.scopus.com/inward/record.url?scp=0037265515&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97979524

DO - 10.1137/S0040585X97979524

M3 - Article

SN - 1095-7219

VL - 47

SP - 157

EP - 163

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

IS - 1

ER -

Hölder estimates for solutions of parabolic SPDEs

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this