Propagation of singularities for the stochastic wave equation (Q2059683)
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English | Propagation of singularities for the stochastic wave equation |
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Propagation of singularities for the stochastic wave equation (English)
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14 December 2021
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The authors study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. In this article, singularities are associated with the law of the iterated logarithm (LIL), or the local modulus of continuity. The authors refer to the random points at which the process exhibits local oscillations that are much larger than those given by the LIL. For Brownian motion, this phenomenon was first studied by \textit{S. Orey} and \textit{S. J. Taylor} [Proc. Lond. Math. Soc. (3) 28, 174--192 (1974; Zbl 0292.60128)].
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stochastic wave equation
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singularities
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law of iterated logarithm
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