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Joint H\"older continuity of parabolic Anderson model

Probability 2018-09-27 v1
Authors: Yaozhong Hu , Khoa Lê
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Abstract

We show that the random field solution to the parabolic Anderson equation (∂t−12Δ)u=u⋄W˙(\partial_t-\frac12 \Delta)u=u\diamond \dot{W} is jointly H\"older continuous in space and time.

Keywords

parabolic anderson model random field solution holder continuity stochastic pde white noise

Cite

@article{arxiv.1809.10096,
  title  = {Joint H\"older continuity of parabolic Anderson model},
  author = {Yaozhong Hu and Khoa Lê},
  journal= {arXiv preprint arXiv:1809.10096},
  year   = {2018}
}

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