SPDEs with rough noise in space: Hölder continuity of the solution
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Publication:334071
DOI10.1016/j.spl.2016.09.003zbMath1350.60053arXiv1601.08013OpenAlexW2963844877MaRDI QIDQ334071
Raluca M. Balan, Lluís Quer-Sardanyons, Maria Jolis
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.08013
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (8)
Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises ⋮ Parabolic Anderson model with a fractional Gaussian noise that is rough in time ⋮ Optimal regularity of SPDEs with additive noise ⋮ A large deviation principle for the stochastic heat equation with general rough noise ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ Decompositions of stochastic convolution driven by a white-fractional Gaussian noise ⋮ Parabolic Anderson model with rough or critical Gaussian noise ⋮ Transportation inequalities for stochastic heat equation with rough dependence in space
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- Multiparameter processes with stationary increments: spectral representation and integration
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- Stochastic evolution equations with a spatially homogeneous Wiener process
- Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
- SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
- Stationary random distributions
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