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.
This work has been partially supported by the grant PB 960088 from the Subdirección General de formación y Promoción del Conocimiento and the grant ERBF MRX CT960075A of the EU.
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Sanz-Solé, M., Sarrà, M. (2002). Hölder Continuity for the Stochastic Heat Equation With Spatially Correlated Noise. In: Dalang, R.C., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications III. Progress in Probability, vol 52. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8209-5_18
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DOI: https://doi.org/10.1007/978-3-0348-8209-5_18
Publisher Name: Birkhäuser, Basel
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