On a stochastic wave equation in two space dimensions: Regularity of the solution and its density (Q1411880): Difference between revisions

A stochastic wave equation in the plane \[ \begin{gathered} \left ( \frac {\partial ^2}{\partial t^2} - \Delta \right)u(t,x) = b(u(t,x)) + \sigma (u(t,x))F(dt,dx), \tag{1} \\ u(0,x) = u_0(x), \;\frac {\partial u}{\partial t}(0,x) = v_0(x), \quad t\geq 0, \;x\in \mathbb R^2, \end{gathered} \] is studied. Let \(F\) be a generalized centered Gaussian field with a covariance functional \(J: {\mathcal D}(\mathbb R_{+}\times \mathbb R^2) \times {\mathcal D}(\mathbb R_{+}\times \mathbb R^2)\to \mathbb R\) given by \[ J(\varphi ,\psi) = \int _{\mathbb R_{+}}\int _{\mathbb R^2\times \mathbb R^2} \varphi (t,x)\psi (t,y)f(|x-y|) dt dx dy, \] where \(f\colon]0,\infty [\to \mathbb R_{+}\) is a continuous function satisfying \(\int _{0+} rf(r) dr<\infty \) and such that \(J\) is nonnegative definite. The paper aims at strengthening results on existence and regularity of (mild) solutions to (1) and on existence of a density of \(u(t,x)\) that were obtained by \textit{R. C. Dalang} and \textit{N. E. Frangos} [Ann. Probab. 26, 187-212 (1998; Zbl 0938.60046)] and by \textit{A. Millet} and \textit{M. Sanz-Solé} [ibid. 27, 803-844 (1999; Zbl 0944.60067)]. Assume that \(\int _{0+} r^{1-\beta }f(r) dr<\infty \) for some \(\beta >0\) and that \(b\), \(\sigma \) are globally Lipschitz continuous. Let \(u_0\in C^1(\mathbb R^2)\) be bounded with \(\frac 12(\beta \land 1)\)-Hölder continuous partial derivatives and let \(|\nabla u_0|\in L^{q_0}(\mathbb R^2)\) for a \(q_0 >2\). Suppose that \(v_0\) satisfies \(v_0\in L^{q_1}(\mathbb R^2) \cap L^{p}(\mathbb R^2)\) for some \(q_1> 2/(1-(\beta \land 1))\) and \(p>4\). Then for each compact set \(K\subset \mathbb R^2\) and \(\gamma <\frac 12(\beta \land 1)\) the trajectories \((t,x)\mapsto u(t,x)\) are \(\gamma \)-Hölder continuous on \([0,T]\times K\). Moreover, Hölder continuity in \((t,x)\) of the density \(p_{t,x}(y)\) of \(u(t,x)\) is established under stronger hypotheses.