A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
Abstract
We extend the classical Garsia-Rodemich-Rumsey inequality to the multiparameter situation. The new inequality is applied to obtain some joint H\"older continuity along the rectangles for fractional Brownian fields W(t, x) and for the solution u(t, y) of stochastic heat equation with additive white noise.
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