English

$L^p$-valued stochastic convolution integral driven by Volterra noise

Probability 2021-04-08 v2

Abstract

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space LpL^p. The corresponding regularity is obtained by showing that the stochastic convolution integrals are H\"{o}lder continuous in a suitable function space. In particular cases, this allows to show space-time H\"{o}lder continuity of the solution. The main tool used is a hypercontractivity result on Banach-space valued random variables in a finite Wiener chaos.

Keywords

Cite

@article{arxiv.1704.03307,
  title  = {$L^p$-valued stochastic convolution integral driven by Volterra noise},
  author = {Petr Čoupek and Bohdan Maslowski and Martin Ondreját},
  journal= {arXiv preprint arXiv:1704.03307},
  year   = {2021}
}

Comments

Accepted manuscript

R2 v1 2026-06-22T19:14:10.610Z