Boundary regularity of stochastic PDEs

Citation
Gerencsér, Máté, Boundary regularity of stochastic PDEs, Annals of probability (Online) , 47(2), 2019, pp. 804-834
ISSN journal
2168894X
Volume
47
Issue
2
Year of publication
2019
Pages
804 - 834
Database
ACNP
SICI code
Abstract
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly.and in a sense, arbitrarily.bad: as shown by Krylov [SIAM J. Math. Anal. 34 (2003) 1167.1182], for any .>0 one can find a simple 1-dimensional constant coefficient linear equation whose solution at the boundary is not -Hölder continuous. We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on C1 domains are proved to be .-Hölder continuous up to the boundary with some .>0.