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Hölder continuity of stochastic heat equation with rough Gaussian noise

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  • Han, Yuecai
  • Wu, Guanyu

Abstract

In this paper, we consider the stochastic heat equation ∂tu(t,x)=12Δu(t,x)+u(t,x)♢Ẇ(t,x), where Ẇ(t,x) is the formal derivative of a fractional Brownian sheet with H0>1/2 and 0

Suggested Citation

  • Han, Yuecai & Wu, Guanyu, 2024. "Hölder continuity of stochastic heat equation with rough Gaussian noise," Statistics & Probability Letters, Elsevier, vol. 210(C).
    • Handle: RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000889
    DOI: 10.1016/j.spl.2024.110119
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    References listed on IDEAS

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    1. Song, Jian, 2017. "On a class of stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 37-79.
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