Joint H\"older continuity of parabolic Anderson model
classification
🧮 math.PR
keywords
andersonolderparaboliccontinuitycontinuousdeltadiamondequation
read the original abstract
We show that the random field solution to the parabolic Anderson equation $(\partial_t-\frac12 \Delta)u=u\diamond \dot{W}$ is jointly H\"older continuous in space and time.
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