Hölder continuity for parabolic Anderson equation with non-Gaussian noise

Jianbo Cui; Zhihui Liu; Lijun Miao; Xu Wang

doi:10.1016/j.jmaa.2016.04.050

Hölder continuity for parabolic Anderson equation with non-Gaussian noise

Jianbo Cui, Zhihui Liu, Lijun Miao, Xu Wang

Research output: Journal article publication › Journal article › Academic research › peer-review

1 Citation (Scopus)

Abstract

Based on the existence, uniqueness and uniform boundedness of the mild solution of the parabolic Anderson equation driven by a non-Gaussian noise, we derive the spatial and temporal Hölder continuity of the mild solution.

Original language	English
Pages (from-to)	684-691
Number of pages	8
Journal	Journal of Mathematical Analysis and Applications
Volume	441
Issue number	2
DOIs	https://doi.org/10.1016/j.jmaa.2016.04.050
Publication status	Published - 15 Sept 2016
Externally published	Yes

Keywords

Hölder continuity
Non-Gaussian noise
Parabolic Anderson equation

ASJC Scopus subject areas

Analysis
Applied Mathematics

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10.1016/j.jmaa.2016.04.050

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@article{814c4976b30a4919924375604d4fa177,

title = "H{\"o}lder continuity for parabolic Anderson equation with non-Gaussian noise",

abstract = "Based on the existence, uniqueness and uniform boundedness of the mild solution of the parabolic Anderson equation driven by a non-Gaussian noise, we derive the spatial and temporal H{\"o}lder continuity of the mild solution.",

keywords = "H{\"o}lder continuity, Non-Gaussian noise, Parabolic Anderson equation",

author = "Jianbo Cui and Zhihui Liu and Lijun Miao and Xu Wang",

note = "Publisher Copyright: {\textcopyright} 2016 Elsevier Inc.",

year = "2016",

month = sep,

day = "15",

doi = "10.1016/j.jmaa.2016.04.050",

language = "English",

volume = "441",

pages = "684--691",

journal = "Journal of Mathematical Analysis and Applications",

issn = "0022-247X",

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TY - JOUR

T1 - Hölder continuity for parabolic Anderson equation with non-Gaussian noise

AU - Cui, Jianbo

AU - Liu, Zhihui

AU - Miao, Lijun

AU - Wang, Xu

PY - 2016/9/15

Y1 - 2016/9/15

N2 - Based on the existence, uniqueness and uniform boundedness of the mild solution of the parabolic Anderson equation driven by a non-Gaussian noise, we derive the spatial and temporal Hölder continuity of the mild solution.

AB - Based on the existence, uniqueness and uniform boundedness of the mild solution of the parabolic Anderson equation driven by a non-Gaussian noise, we derive the spatial and temporal Hölder continuity of the mild solution.

KW - Hölder continuity

KW - Non-Gaussian noise

KW - Parabolic Anderson equation

UR - https://www.scopus.com/pages/publications/84964677849

U2 - 10.1016/j.jmaa.2016.04.050

DO - 10.1016/j.jmaa.2016.04.050

M3 - Journal article

AN - SCOPUS:84964677849

SN - 0022-247X

VL - 441

SP - 684

EP - 691

JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

IS - 2

ER -

Hölder continuity for parabolic Anderson equation with non-Gaussian noise

Abstract

Keywords

ASJC Scopus subject areas

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