A Schauder estimate for stochastic PDEs
Analysis of PDEs
2015-09-17 v1 Probability
Abstract
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the Cauchy problem is also proved.
Cite
@article{arxiv.1509.04829,
title = {A Schauder estimate for stochastic PDEs},
author = {Kai Du and Jiakun Liu},
journal= {arXiv preprint arXiv:1509.04829},
year = {2015}
}
Comments
This is an abridged version. A full version is submitted separately