English

A note on space-time Holder regularity of mild solutions to stochastic Cauchy problems in Lp-spaces

Probability 2014-05-05 v1

Abstract

This paper revisits the H\"{o}lder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces Lp(O),L^p(\mathcal{O}), with p2p\geq 2 and ORd\mathcal{O}\subset\mathbb{R}^d a bounded domain. We find conditions on p,βp, \beta and γ\gamma under which the mild solution has almost surely trajectories in Cβ([0,T];Cγ(Oˉ)).\mathcal{C}^\beta([0,T];\mathcal{C}^\gamma(\bar{\mathcal{O}})). These conditions do not depend on the Cameron-Martin Hilbert space associated with the driving cylindrical noise. The main tool of this study is a regularity result for stochastic convolutions in M-type 2 Banach spaces by Z. Brze\'zniak (Stoch. Stoch. Rep. Vol. 61, Iss. 3-4, 1997).

Keywords

Cite

@article{arxiv.1405.0075,
  title  = {A note on space-time Holder regularity of mild solutions to stochastic Cauchy problems in Lp-spaces},
  author = {Rafael Serrano},
  journal= {arXiv preprint arXiv:1405.0075},
  year   = {2014}
}