Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

zbMATH Open1386.60210arXiv1602.07004MaRDI QIDQ4597227FDOQ4597227

Authors:

Publication date: 12 December 2017

Abstract: In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a general Gaussian noise, which is homogeneous in both space and time. We prove the existence and uniqueness of a solution of this equation (in the Skorohod sense) and the H"older continuity of its sample paths, under the same respective conditions on the spatial spectral measure of the noise as in the case of the white noise in time, regardless of the temporal covariance function of the noise.

Full work available at URL: https://arxiv.org/abs/1602.07004

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zbMATH Keywords

Malliavin calculusstochastic partial differential equationsstochastic wave equationHölder continuity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited In (14)

• Stratonovich solution for the wave equation
• Exact asymptotics of the stochastic wave equation with time-independent noise
• Stochastic fractional diffusion equations with Gaussian noise rough in space
• Fractional kinetic equation driven by general space-time homogeneous Gaussian noise
• SPDEs with colored Gaussian noise: a survey
• Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
• Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
• Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

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