A multiparameter Garsia-Rodemich-Rumsey inequality and some applications

DOI10.1016/j.spa.2013.04.019zbMath1300.60051arXiv1211.6809OpenAlexW2018718528MaRDI QIDQ2447716

Khoa Lê, Yaozhong Hu

Publication date: 28 April 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.6809

zbMATH Keywords

Gaussian processesfractional Brownian fieldssample path propertyjoint Hölder continuityGarsia-Rodemich-Rumsey inequalitystochastic heat equations with additive noises

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Lipschitz (Hölder) classes (26A16) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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