STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS IN HOLDER SPACES

Authors
CHOW PL JIANG JL
Citation
Pl. Chow et Jl. Jiang, STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS IN HOLDER SPACES, Probability theory and related fields, 99(1), 1994, pp. 1-27
Citations number
28
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
99
Issue
1
Year of publication
1994
Pages
1 - 27
Database
ISI
SICI code
0178-8051(1994)99:1<1:SPEIHS>2.0.ZU;2-2
Abstract
We prove the existence and regularity of solutions to stochastic parti al differential equations of parabolic Ito type in Holder spaces under the usual sublinear growth and local Lipschitz conditions. Some examp les are given to which our main theorems apply.