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Stochastic partial differential equations in Hölder spaces
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  • Published: March 1994

Stochastic partial differential equations in Hölder spaces

  • Pao-Liu Chow1 &
  • Jing-Lin Jiang1 

Probability Theory and Related Fields volume 99, pages 1–27 (1994)Cite this article

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  • 16 Citations

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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.

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Authors and Affiliations

  1. Department of Mathematics, Wayne State University, 48202, Detroit, MI, USA

    Pao-Liu Chow & Jing-Lin Jiang

Authors
  1. Pao-Liu Chow
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  2. Jing-Lin Jiang
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Additional information

The work of the first author was supported in part by the NSF grant DMS-91-01360

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Chow, PL., Jiang, JL. Stochastic partial differential equations in Hölder spaces. Probab. Th. Rel. Fields 99, 1–27 (1994). https://doi.org/10.1007/BF01199588

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  • Received: 04 March 1993

  • Revised: 30 November 1993

  • Issue Date: March 1994

  • DOI: https://doi.org/10.1007/BF01199588

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Mathematics Subject Classification (1991)

  • 60H05
  • 60H15
  • 35R60
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