IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-032-03914-9_12.html

Continuous Random Field Solutions to Parabolic SPDEs on P.C.F. Fractals

In: Stochastic Analysis and Applications 2025

Author

Listed:
  • Ben Hambly

    (University of Oxford, Mathematical Institute)

  • Weiye Yang

    (University of Oxford, Mathematical Institute)

Abstract

We consider a general class of $$L^2$$ L 2 -valued stochastic processes that arise primarily as solutions of parabolic SPDEs on post-critically finite fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit versions which are function-valued and jointly continuous in space and time, and the associated Hölder exponents are computed. We apply this theorem to the solutions of SPDEs in the theories of both da Prato–Zabczyk and Walsh. We conclude by discussing a version of the parabolic Anderson model on these fractals and demonstrate a weak form of intermittency.

Suggested Citation

  • Ben Hambly & Weiye Yang, 2026. "Continuous Random Field Solutions to Parabolic SPDEs on P.C.F. Fractals," Springer Books, in: Dan Crisan & Ilya Chevyrev & Thomas Cass & James Foster & Christian Litterer & Cristopher Salvi (ed.), Stochastic Analysis and Applications 2025, pages 321-373, Springer.
  • Handle: RePEc:spr:sprchp:978-3-032-03914-9_12
    DOI: 10.1007/978-3-032-03914-9_12
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-032-03914-9_12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.