Title of article :
A multiparameter Garsia–Rodemich–Rumsey inequality and some applications
Author/Authors :
Hu، نويسنده , , Yaozhong and Le، نويسنده , , Khoa، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
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 H?lder continuity , Garsia–Rodemich–Rumsey inequality , Sample path property , Gaussian processes , Stochastic heat equations with additive noises , Fractional Brownian fields
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
