Local nondeterminism and the exact modulus of continuity for stochastic wave equation

DOI10.1214/19-ECP264zbMATH Open1422.60058arXiv1906.07308OpenAlexW2972981551MaRDI QIDQ2274115FDOQ2274115

Authors: Y. Xiao, Cheuk-Yin Lee 

Publication date: 19 September 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the solution.

Full work available at URL: https://arxiv.org/abs/1906.07308

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zbMATH Keywords

Gaussian random fieldstochastic wave equationuniform modulus of continuitystrong local nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sample path properties (60G17)

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Cited In (8)

• Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
• Local universality for zeros and critical points of monochromatic random waves
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields
• Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation
• Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder
• Propagation of singularities for the stochastic wave equation

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