A multiparameter Garsia–Rodemich–Rumsey inequality and some applications

By Yaozhong Hu, Khoa Le. 2012

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We extend the classical Garsia–Rodemich–Rumsey inequality to the multiparameter situation. The new inequality is applied to obtain some joint Holder 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.

Subfields: Applied Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/27e154788491a68c13432abedd115c3448e10358