Regularity of the sample paths of a class of second-order SPDE's

DOI10.1016/j.jfa.2004.11.015zbMath1085.60042arXivmath/0409430OpenAlexW2104159862MaRDI QIDQ2573423

Robert C. Dalang, Marta Sanz-Solé

Publication date: 22 November 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0409430

zbMATH Keywords

wave equationstochastic partial differential equationsfractional Laplacianpath regularityspatially homogeneous random noise

Mathematics Subject Classification ID

Wave equation (35L05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

• Semimartingales: A course on stochastic processes
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Lectures on nonlinear hyperbolic differential equations
• A stochastic wave equation in two space dimensions: smoothness of the law
• Some non-linear s. p. d. e's that are second order in time
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
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