Publication

Sample Path Regularity of Non-autonomous Uniformly Parabolic Spdes

Robert Dalang
2025

Abstract

We consider a stochastic PDE driven by a parabolic second order partial differential operator with non-constant coefficients and with a nonlinear random external forcing given by a Gaussian noise that is white in time and spatially homogeneous. We prove the existence and uniqueness of a random field solution to this SPDE. Our main result concerns the space-time sample path H & ouml;lder-continuity properties of the solution. The H & ouml;lder exponents that we obtain are essentially optimal.

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Sample Path Regularity of Non-autonomous Uniformly Parabolic Spdes

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