Boundary behavior and interior H\"older regularity of solution to nonlinear stochastic partial differential equations driven by space-time white noise
Probability
2019-05-29 v1
Abstract
We present uniqueness and existence in weighted Sobolev spaces of the equation with initial data and zero boundary data. Here , is a space-time white noise, and the coefficients and the function depend on and the initial data depends on . More importantly, we obtain various interior H\"older regularities and boundary behaviors of the solution. For instance, if the initial data is in appropriate spaces, then for any small and , almost surely where is the distance from to the boundary. Taking , one gets the the maximal H\"older exponents in time and space, which are and respectively. Also, letting , one gets better decay or behavior near the boundary.
Keywords
Cite
@article{arxiv.1905.11609,
title = {Boundary behavior and interior H\"older regularity of solution to nonlinear stochastic partial differential equations driven by space-time white noise},
author = {Beom-seok Han and Kyeong-hun Kim},
journal= {arXiv preprint arXiv:1905.11609},
year = {2019}
}
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29 pages