A multiparameter Garsia–Rodemich–Rumsey inequality and some applications

Yaozhong Hu and Khoa Le

Stochastic Processes and their Applications, 2013, vol. 123, issue 9, 3359-3377

Abstract: 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.

Keywords: Joint Hölder continuity; Garsia–Rodemich–Rumsey inequality; Sample path property; Gaussian processes; Fractional Brownian fields; Stochastic heat equations with additive noises (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:123:y:2013:i:9:p:3359-3377

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DOI: 10.1016/j.spa.2013.04.019

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