SPDEs with rough noise in space: Hölder continuity of the solution

التفاصيل البيبلوغرافية
العنوان: SPDEs with rough noise in space: Hölder continuity of the solution
المؤلفون: Maria Jolis, Lluís Quer-Sardanyons, Raluca M. Balan
المصدر: Statistics & Probability Letters. 119:310-316
بيانات النشر: Elsevier BV, 2016.
سنة النشر: 2016
مصطلحات موضوعية: Statistics and Probability, Fractional Brownian motion, 010102 general mathematics, Mathematical analysis, Hölder condition, Wave equation, Space (mathematics), 01 natural sciences, Noise (electronics), 010104 statistics & probability, symbols.namesake, Gaussian noise, symbols, Heat equation, Uniqueness, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics
الوصف: We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index H ∈ ( 1 4 , 1 2 ) . The existence and uniqueness of the solution to these equations has been proved recently by the authors. In the present note we show that these solutions have modifications which are Holder continuous in space of order smaller than H , and Holder continuous in time of order smaller than γ , where γ = H for the wave equation and γ = H / 2 for the heat equation.
تدمد: 0167-7152
DOI: 10.1016/j.spl.2016.09.003
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::581adbb0863120f038b4b622a4c6404e
https://doi.org/10.1016/j.spl.2016.09.003
Rights: OPEN
رقم الانضمام: edsair.doi...........581adbb0863120f038b4b622a4c6404e
قاعدة البيانات: OpenAIRE
الوصف
تدمد:01677152
DOI:10.1016/j.spl.2016.09.003