Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs

Abstract

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain Hölder-type classes in which a random field is treated as a space-time function taking values in L-space of random variables. A modified stochastic parabolicity condition involving p is proposed to ensure the finiteness of the associated norm of the solution, which is showed to be sharp by examples. The Schauder-type estimates and the solvability theorem are proved.