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Martin Sleziak
Martin Sleziak
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It is relatively easy to show that a stochastic process is Hölder continuous using Kolmogorov continuity theorem link textlink text. But how does one obtain a bound $\mathbb{E} \left\Vert u\right\Vert _{\gamma}^{a}$ for e.g. an SPDE.

Thanks,

warsaga

It is relatively easy to show that a stochastic process is Hölder continuous using Kolmogorov continuity theorem link text. But how does one obtain a bound $\mathbb{E} \left\Vert u\right\Vert _{\gamma}^{a}$ for e.g. an SPDE.

Thanks,

warsaga

It is relatively easy to show that a stochastic process is Hölder continuous using Kolmogorov continuity theorem link text. But how does one obtain a bound $\mathbb{E} \left\Vert u\right\Vert _{\gamma}^{a}$ for e.g. an SPDE.

Thanks,

warsaga

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warsaga
warsaga
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Moment Bounds on Hölder norms of stochastic processes

It is relatively easy to show that a stochastic process is Hölder continuous using Kolmogorov continuity theorem link text. But how does one obtain a bound $\mathbb{E} \left\Vert u\right\Vert _{\gamma}^{a}$ for e.g. an SPDE.

Thanks,

warsaga