Optimal Hölder Continuity and Hitting Probabilities for SPDEs with Rough Fractional Noises
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DOI: 10.1016/j.jmaa.2022.126125
Abstract: We investigate the optimal Hölder continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index 1/2 and spatial index H ≤… read more here.
Keywords: fractional brownian; hitting probabilities; lder continuity; optimal lder ... See more keywords