Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
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Author(s): American Mathem, American Mathem
Dalang, Robert C.
ISBN No.: 9780821842881
Pages: 70
Year: 200904
Format: Trade Paper
Price: $ 101.00
Status: Out Of Print

The authors study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth function. The authors prove that at any fixed time, a.s., the sample paths in the spatial variable belong to certain fractional Sobolev spaces. In addition, for any fixed $x\in\mathbb{R}^3$, the sample paths in time are Holder continuous functions. Further, the authors obtain joint Holder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigourous formulation of the s.


p.d.e., as introduced by Dalang and Mueller (2003). Sharp results on one- and two-dimensional space and time increments of generalized Riesz potentials are a crucial ingredient in the analysis of the problem. For spatial covariances given by Riesz kernels, the authors show that the Holder exponents that they obtain are optimal.


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