Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three

DOI10.1090/MEMO/0931MaRDI QIDQ3637575zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Marta Sanz-Solé

Publication date 13 July 2009

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512540, http://infoscience.epfl.ch/record/129964

zbMATH Keywords

stochastic partial differential equationswave equationsample path regularityspatially homogeneous random noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Wave equation (35L05) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic potential theory (60J45)

Abstract: We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth function. We prove that at any fixed time, a.s. the sample paths in the spatial variable belong to certain fractional Sobolev spaces. In addition, for any fixed $xinI{R}^3$, the sample paths in time are H"older continuous functions. Hence, we obtain joint H"older continuity in the time and space variables. Our results rely on a detailed analysis of properties of the stochastic integral used in the rigourous formulation of the spde, as introduced by Dalang and Mueller (2003). Sharp results on one and two dimensional space and time increments of generalized Riesz potentials are a crucial ingredient in the analysis of the problem. For spatial covariances given by Riesz kernels, we show that the H"older exponents that we obtain are optimal.

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