A regularity result for quasilinear stochastic partial differential   equations of parabolic type
  We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine conditions on coefficients and initial data under which the weak solution is H\"older continuous in time and possesses spatial regularity that is only limited by the regularity of the given data. Our proof is based on an efficient method of increasing regularity: the solution is rewritten as the sum of two processes, one solves a linear parabolic SPDE with the same noise term as the original model problem whereas the other solves a linear parabolic PDE with random coefficients. This way, the required regularity can be achieved by repeatedly making use of known techniques for stochastic convolutions and deterministic PDEs. 
Arnaud Debussche (IRMAR, INRIA - IRMAR), Sylvain De Moor (IRMAR, ENS   Cachan Bretagne), Martina Hofmanova (IRMAR, UTIA)
math.NA