Boundary regularity of stochastic PDEs

Abstract

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha >0$ one can find a simple $1$-dimensional constant coefficient linear equation whose solution at the boundary is not $\alpha$-Hölder continuous. We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on $C^1$ domains are proved to be $\alpha$-Hölder continuous up to the boundary with some $\alpha >0$.

29 pages

Cited by in corpus (3)

• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• $L^p$-estimates and regularity for SPDEs with monotone semilinearity
• $W^{2,p}$-solutions of parabolic SPDEs in general domains