H$\ddot{o}$lder continuity for stochastic fractional heat equation with colored noise
Kexue Li

TL;DR
This paper establishes the spatial and temporal Hölder continuity of solutions to a semilinear stochastic fractional heat equation driven by spatially colored Gaussian noise with Riesz kernel covariance.
Contribution
It provides new regularity results for solutions to stochastic fractional heat equations with spatially colored noise, extending previous work to include Hölder continuity under these conditions.
Findings
Proves spatial Hölder continuity of solutions.
Establishes temporal Hölder continuity of solutions.
Analyzes the effects of Riesz kernel covariance on regularity.
Abstract
In this paper, we consider semilinear stochastic fractional heat equation . The Gaussian noise is assumed to be colored in space with covariance of the form , where is the Riesz kernel . We obtain the spatial and temporal Hlder continuity of the mild solution.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Partial Differential Equations · Stochastic processes and statistical mechanics
