STOCHASTIC DE GIORGI ITERATION AND REGULARITY OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
成果类型：
Article
署名作者：
Hsu, Elton P.; Wang, Yu; Wang, Zhenan
署名单位：
Northwestern University; University of Washington; University of Washington Seattle
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/16-AOP1126
发表日期：
2017
页码：
2855-2866
关键词：
摘要：
Under general conditions, we devise a stochastic version of De Giorgi iteration scheme for semilinear stochastic parabolic partial differential equation of the form partial derivative(t)u = div(A del u) + f(t, x, u) + g(i)(t, x, u)<(w)over dot>(i)(t) with progressively measurable diffusion coefficients. We use the scheme to show that the solution of the equation is almost surely Holder continuous in both space and time variables.