Abstract

In this paper, we consider the stochastic heat equation ∂tu(t,x)=12Δu(t,x)+u(t,x)♢Ẇ(t,x), where Ẇ(t,x) is the formal derivative of a fractional Brownian sheet with H0>1/2 and 0<Hi<1fori=1,…,d. We obtain the Hölder continuity of the solution in time and space.

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