Hölder Continuity of Solutions of SPDEs with Reflection
Robert C. Dalang , Tusheng Zhang
Communications in Mathematics and Statistics ›› 2013, Vol. 1 ›› Issue (2) : 133 -142.
Hölder Continuity of Solutions of SPDEs with Reflection
In this paper, we obtain the Hölder continuity of the solutions of SPDEs with reflection, which have singular drifts (random measures).
Parabolic obstacle problem / Stochastic partial differential equations with reflection / Random measure / Garsia’s lemma
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