Hölder Continuity of Solutions of SPDEs with Reflection

Author:

Dalang Robert C.,Zhang Tusheng

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Reference14 articles.

1. Bally, V., Millet, A., Sanz-Solé, M.: Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Ann. Probab. 23(1), 178–222 (1995)

2. Dalang, R.C., Sanz-Solé, M.: Hölder–Sobolev regularity of the solution to the stochastic wave equation in dimension three. Mem. Am. Math. Soc. 199, 931 (2009)

3. Dalang, R.C., Khoshnevisan, D., Nualart, E.: Hitting properties for systems of non-linear stochastic heat equations with additive noise. ALEA Lat. Am. J. Probab. Math. Stat. 3, 231–271 (2007)

4. Dalang, R.C., Mueller, C., Zambotti, L.: Hitting properties of parabolic SPDE’s with reflection. Ann. Probab. 34(4), 1423–1450 (2006)

5. Donati-Martin, C., Pardoux, E.: White noise driven SPDEs with reflection. Probab. Theory Relat. Fields 95, 1–24 (1993)

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