Stochastic De Giorgi Iteration and Regularity of Stochastic Partial Differential Equation

Elton P. Hsu, Yu Wang, Zhenan Wang

Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i…