A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in Lp-spaces

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Abstract

This paper revisits the Hölder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces Lp(O), with p ≥ 2 and O ⊂ ℝd a bounded domain. We find conditions on p,β and γ under which the mild solution has almost surely trajectories in Cβ([0,T ]; Cγ (Ō). These conditions do not depend on the Cameron–Martin Hilbert space associated with the driving cylindrical noise. The main tool of this study is a regularity result for stochastic convolutions in M-type 2 Banach spaces by Brzeźniak (Stochastics Stochastics Rep. 61 (1997) 245–295).

Original languageEnglish (US)
Pages (from-to)767-777
Number of pages11
JournalBrazilian Journal of Probability and Statistics
Volume29
Issue number4
DOIs
StatePublished - Nov 1 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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