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Hölder Continuity for the Stochastic Heat Equation With Spatially Correlated Noise

  • M. Sanz-Solé
  • M. Sarrà
Conference paper
Part of the Progress in Probability book series (PRPR, volume 52)

Abstract

We study the Hölder continuity in time and space of the solution of a stochastic heat equation with spatial parameter of any dimension d and spatially correlated noise. The conditions for this property to hold are given first in terms of the spectral measure of the noise and then by means of the correlation measure.

Keywords and phrases

Stochastic partial differential equations Hölder continuity heat equation 

2000 Mathematics Subject Classification

Primary 60H15 60H05 Secondary 35K90 

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Copyright information

© Springer Basel AG 2002

Authors and Affiliations

  • M. Sanz-Solé
    • 1
  • M. Sarrà
    • 1
  1. 1.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

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