A Schauder estimate for stochastic PDEs
Kai Du, Jiakun Liu

TL;DR
This paper establishes a sharp Schauder estimate for parabolic stochastic PDEs with random coefficients, providing a key tool for analyzing their solutions in vector-valued Hölder spaces.
Contribution
It introduces a novel Schauder estimate for stochastic PDEs with random coefficients, advancing the regularity theory in this area.
Findings
Proves a sharp Schauder estimate for stochastic PDEs.
Establishes existence and uniqueness of solutions to the Cauchy problem.
Enhances understanding of regularity properties in stochastic PDEs.
Abstract
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the Cauchy problem is also proved.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Harmonic Analysis Research · Advanced Mathematical Modeling in Engineering
