Stochastic partial differential equations in Hölder spaces |
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Authors: | Pao-Liu Chow Jing-Lin Jiang |
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Affiliation: | (1) Department of Mathematics, Wayne State University, 48202 Detroit, MI, USA |
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Abstract: | ![]() Summary We prove the existence and regularity of solutions to stochastic partial differential equations of parabolic Itô type in Hölder spaces under the usual sublinear growth and local Lipschitz conditions. Some examples are given to which our main theorems apply.The work of the first author was supported in part by the NSF grant DMS-91-01360 |
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Keywords: | 60H05 60H15 35R60 |
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