$L^p$-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 . 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.
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