Time regularity of the evolution solution to the fractional stochastic heat equation

被引：0

作者：

Sarol, Yalcin ^{[1
]}

Viens, Frederi ^{[1
]}

机构：

[1] Purdue Univ, Dept Math, W Lafayette, IN 47907 USA

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2006年 / 6卷 / 04期

关键词：

fractional brownian motion; stochastic PDE; path regularity; Gaussian theory; Banach-space-valued process;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the time-regularity of the paths of solutions to stochastic partial differential equations (SPDE) driven by additive infinite-dimensional fractional Brownian noise. Sharp sufficient conditions for almost-sure Holder continuity, and other, more irregular levels of uniform continuity, are given when the space parameter is fixed. Additionally, a result is included on time-continuity when the solution is understood as a spatially Holder-continuous-function-valued stochastic process. Tools used for the study include the Brownian representation of fractional Brownian motion, and sharp Gaussian regularity results.

引用

页码：895 / 910

页数：16

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