Hölder Continuity of Solutions of SPDEs with Reflection

In this paper,we obtain the Hölder continuity of the solutions of SPDEs with reflection,which have singular drifts(random measures).

On a Version of Rosenthal’s Inequality for Locally Square Integrable Martingales

In this paper, we study the constants in a version of Rosenthal’s inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete time martingales.