Ralf Manthey, Katrin Mittmann, Friedrich-Schiller-Universitat, Fakultat fur Mathematik und Informatik, Institut fur Stochastik, D-07740 Jena, Germany, e-mail: manthey@minet.uni-jena.de, mittmann@minet.uni-jena.de
Abstract: We prove a polynomial growth estimate for random fields satisfying the Kolmogorov continuity test. As an application we are able to estimate the growth of the solution to the Cauchy problem for a stochastic diffusion equation.
Keywords: asymptotic behaviour of paths, Wiener field, stochastic diffusion equation
Classification (MSC91): 60G17, 60G15, 60H15
Full text of the article: