Regularity of the sample paths of a class of second-order SPDE's (Q2573423): Difference between revisions

This article studies the sample path regularity of the solutions of a class of SPDEs, which are second order in time. One example is the stochastic wave equation. Continuing with the work initiated by \textit{R. C. Dalang} and \textit{C. Mueller} [Electron. J. Probab. 8, No. 1 (2003; Zbl 1013.60044)], the main results show that the solutions belong to a fractional \(L^2\)-Sobolev space. Also Hölder continuity in time is established, and therefore, joint Hölder continuity in time and space variables hold. To be more precise, SPDEs of the following type are considered: \[ (\partial_t^2+(-\Delta)^k)u =\sigma(u)\dot{F}+b(u), \] where \(u(t,x)\in\mathbb{R}\) for \(t>0\) and \(x\in\mathbb{R}^d\). The functions \(\sigma\) and \(b\) are Lipschitz, non-integer powers of the spatial Laplacian are allowed, and the driving noise \(\dot{F}\) is white in time and spatially homogeneous, with some assumptions on the smoothness of spatial correlations of the noise. The conclusions rely on a precise analysis of the properties of the stochastic integral used in the rigorous formulation of the SPDE, as introduced by Dalang and Mueller, which relies on convolution integrals with respect to fundamental solutions, in the spirit of \textit{J. B. Walsh} [in: École d'été de probabilités de Saint Flour XIV. Lect. Notes Math. 1180, 265--437 (1986; Zbl 0608.60060)]. For spatial covariances given by Riesz kernels, which correspond to algebraic decay of spatial correlation functions of the noise, it is shown that the results are optimal.