A multiparameter Garsia–Rodemich–Rumsey inequality and some applications

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) and for the solution u(t,y) of the stochastic heat equation with additive white noise.

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Year of publication:	2013
Authors:	Hu, Yaozhong ; Le, Khoa
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 9, p. 3359-3377
Publisher:	Elsevier
Subject:	Joint Hölder continuity \| Garsia–Rodemich–Rumsey inequality \| Sample path property \| Gaussian processes \| Fractional Brownian fields \| Stochastic heat equations with additive noises

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011065023