On the Cauchy problem for stochastic parabolic equations in Hölder spaces

2015/11/09 by Kai Du, Jiakun Liu, Du, Kai +1
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #advanced mathematical theories #Advanced Harmonic Analysis Research

paper · pdf · doi:10.48550/arxiv.1511.02573

Abstract

In this paper, we establish a sharp C^2+α-theory for stochastic partial differential equations of parabolic type in the whole space.

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