Boundary regularity of stochastic PDEs

Máté Gerencsér

Published 2017-05-15Version 1

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant coefficient linear equation whose solution at the boundary is not $\alpha$-H\"older continuous. We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on $C^1$ domains are proved to be $\alpha$-H\"older continuous up to the boundary with some $\alpha>0$.