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arXiv · 2410.23995

Sample path properties of parabolic SPDEs with non constant coefficients

Robert C. Dalang·Marta Sanz-Solé
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Abstract

We consider an SPDE driven by a parabolic second order partial differential operator with a nonlinear random external forcing defined by a Gaussian noise that is white in time and has a spatially homogeneous covariance. We prove existence and uniqueness of a random field solution to this SPDE. Our main result concerns the space-time sample path regularity of its solution.

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Robert C. Dalang, Marta Sanz-Solé. 2024-10-31. Sample path properties of parabolic SPDEs with non constant coefficients. https://doi.org/10.1007/s40072-025-00366-z

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