Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

被引:36
作者
Kruse, Raphael [1 ]
Larsson, Stig [2 ,3 ]
机构
[1] Univ Bielefeld, Bielefeld, Germany
[2] Chalmers Univ Technol, Gothenburg, Sweden
[3] Univ Gothenburg, Gothenburg, Sweden
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2012年 / 17卷
基金
瑞典研究理事会;
关键词
SPDE; Holder continuity; temporal and spatial regularity; multiplicative noise; Lipschitz nonlinearities; linear growth bound;
D O I
10.1214/EJP.v17-2240
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic parabolic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions and certain linear growth bounds. It is shown that the mild solution has the same optimal regularity properties as the stochastic convolution. The proof is elementary and makes use of existing results on the regularity of the solution, in particular, the Holder continuity with a non-optimal exponent.
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页数:19
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