| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155515 | Stochastic Processes and their Applications | 2013 | 19 Pages |
Abstract
We extend the classical Garsia–Rodemich–Rumsey inequality to the multiparameter situation. The new inequality is applied to obtain some joint Hölder continuity along the rectangles for fractional Brownian fields W(t,x)W(t,x) and for the solution u(t,y)u(t,y) of the stochastic heat equation with additive white noise.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yaozhong Hu, Khoa Le,