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Fractional Brownian fields 1 Garsia–Rodemich–Rumsey inequality 1 Gaussian processes 1 Joint Hölder continuity 1 Sample path property 1 Stochastic heat equations with additive noises 1
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Hu, Yaozhong 1 Le, Khoa 1
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Stochastic Processes and their Applications 1
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A multiparameter Garsia–Rodemich–Rumsey inequality and some applications
Hu, Yaozhong; Le, Khoa - In: Stochastic Processes and their Applications 123 (2013) 9, pp. 3359-3377
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...
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