Sharp moduli of continuity for Gaussian fields and stochastic PDEs via correlation bounds

2026/07/23 by Cheuk Yin Lee, Tianyi Zhang
#math.PR

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Abstract

Exact uniform and local moduli of continuity for anisotropic Gaussian random fields are established under a general framework based on correlation bounds for pairwise increments. This framework does not necessarily require strong local nondeterminism (SLND), stationarity of increments, or spectral-type representations. As an application, we solve an open problem about sharp moduli of continuity for a class of linear stochastic PDEs in a particular case where the solution is C^1- in space and SLND is not available. In this case, we establish decorrelation of the spatial increments via new localization estimates, which may be of independent interest. We also briefly discuss an example about Gaussian Volterra processes.

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