H\"older regularity for a class of nonlinear stochastic heat equations
Sudheesh Surendranath

TL;DR
This paper establishes conditions under which solutions to certain nonlinear stochastic heat equations exhibit local H"older continuity, linking these conditions to previous related results and considering the effects of Lévy process generators.
Contribution
It provides new sufficient conditions for H"older continuity of solutions to stochastic heat equations driven by Lévy noise, extending and connecting prior findings.
Findings
Derived sufficient conditions for H"older continuity
Established equivalence with conditions in prior literature
Analyzed the impact of Lévy process characteristics on regularity
Abstract
We investigate the H\"older continuity of solutions to stochastic partial differential equations of the form , subject to a suitable initial condition. The noise term is white in time, colored in space, and is the -generator of a L\'evy process. Under a growth assumption on the characteristic exponent of the L\'{e}vy process, we derive sufficient conditions for the solution to be locally H\"older continuous. Moreover, we show that these conditions are equivalent to those derived in related papers by Khoshnevisan-Sanz-Sol\'e (2023) and Sanz-Sol\'e-Sarr\'a (2000, 20002).
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Mathematical Biology Tumor Growth
