首页 | 本学科首页   官方微博 | 高级检索  
     检索      

H?LDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE
引用本文:Raluca M BALAN,Lluís QUER-SARDANYONS,宋健.H?LDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE[J].数学物理学报(B辑英文版),2019(3):717-730.
作者姓名:Raluca M BALAN  Lluís QUER-SARDANYONS  宋健
基金项目:supported by a grant from the Natural Sciences and Engineering Research Council of Canada;supported by the grant MTM2015-67802P
摘    要:In this article,we consider the Parabolic Anderson Model with constant initial condition,driven by a space-time homogeneous Gaussian noise,with general covariance function in time and spatial spectral measure satisfying Dalang's condition.First,we prove that the solution (in the Skorohod sense) exists and is continuous in Lp(Ω).Then,we show that the solution has a modification whose sample paths are H(o)lder continuous in space and time,under the minimal condition on the spatial spectral measure of the noise (which is the same as the condition encountered in the case of the white noise in time).This improves similar results which were obtained in 6,10] under more restrictive conditions,and with sub-optimal exponents for H(o)lder continuity.

关 键 词:GAUSSIAN  noise  stochastic  partial  differential  equations  Malliavin  CALCULUS
本文献已被 CNKI 维普 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号