摘要：We consider nonlocal PDEs driven by additive white noises on Rd. For Lq integrable
coefficients, we derive the existence and uniqueness, as well as Hölder continuity, of
mild solutions. Precisely speaking, the unique mild solution is almost surely Hölder
continuous with Hölder index 0 < θ < (1/2 – d/(qα))(1 ∧ α). Moreover, we show that
any order γ (< q) moment of Hölder normal for u on every bounded domain of
R+ × Rd is finite.
