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arXiv · 1211.6809

A multiparameter Garsia-Rodemich-Rumsey inequality and some applications

Yaozhong Hu·Khoa Le
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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 stochastic heat equation with additive white noise.

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Yaozhong Hu, Khoa Le. 2013-04-04. A multiparameter Garsia-Rodemich-Rumsey inequality and some applications. https://doi.org/10.1016/j.spa.2013.04.019

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