A note on space–time Hölder regularity of mild solutions to stochastic Cauchy problems in $L^{p}$-spaces

Abstract

This paper revisits the Holder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces $L^{p}(\mathcal{O})$, with $p\geq2$ and $\mathcal{O}\subset\mathbb{R}^{d}$ a bounded domain. We find conditions on $p,\beta$ and $\gamma$ under which the mild solution has almost surely trajectories in $\mathcal{C}^{\beta}([0,T];\mathcal{C}^{\gamma}(\bar{\mathcal{O}}))$. These conditions do not depend on the Cameron–Martin Hilbert space associated with the driving cylindrical noise. The main tool of this study is a regularity result for stochastic convolutions in M-type 2 Banach spaces by Brzeźniak (Stochastics Stochastics Rep. 61 (1997) 245–295).