Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise

DOI10.1007/S00041-022-09914-WzbMATH Open1498.60262arXiv2105.05084OpenAlexW3160270689MaRDI QIDQ831769FDOQ831769

Cheuk-Yin Lee

Publication date: 24 March 2022

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Abstract: We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong local nondeterminism properties of the solution and the existence of jointly continuous local times. We also study the differentiability and moduli of continuity of the local times and deduce some sample path properties of the solution.

Full work available at URL: https://arxiv.org/abs/2105.05084

Recommendations

• Local nondeterminism and the exact modulus of continuity for stochastic wave equation
• The stochastic wave equations driven by fractional and colored noises
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
• Additive functionals of the solution to fractional stochastic heat equation

zbMATH Keywords

local timestochastic wave equationlocal nondeterminism

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Evolution equations driven by a fractional Brownian motion
• Title not available (Why is that?)
• Sample path properties of anisotrophic Gaussian random fields
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Nonlinear stochastic wave and heat equations
• Linear SPDEs driven by stationary random distributions
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
• Markov Processes, Gaussian Processes, and Local Times
• Criteria for hitting probabilities with applications to systems of stochastic wave equations
• The non-linear stochastic wave equation in high dimensions
• Occupation densities
• A stochastic wave equation in two space dimensions: smoothness of the law
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Intermittency for the wave and heat equations with fractional noise in time
• The stochastic wave equation with fractional noise: a random field approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• Sample functions of the Gaussian process
• Title not available (Why is that?)
• Random nonlinear wave equations: Smoothness of the solutions
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Variational solutions for partial differential equations driven by a fractional noise
• Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
• Sample function properties of multi-parameter stable processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• On local times of anisotropic Gaussian random fields
• Title not available (Why is that?)
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
• Images of the Brownian sheet
• Sectorial local non-determinism and the geometry of the Brownian sheet
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
• Geometric properties of fractional Brownian sheets
• The vibrating string forced by white noise
• Joint continuity of Gaussian local times
• Additive functionals of the solution to fractional stochastic heat equation
• Hitting times for the stochastic wave equation with fractional colored noise
• Long time existence for the wave equation with a noise term
• Local nondeterminism and the zeros of Gaussian processes
• Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise
• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Local nondeterminism and the exact modulus of continuity for stochastic wave equation

Cited In (5)

• Local times for systems of non-linear stochastic heat equations
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• The stochastic wave equations driven by fractional and colored noises
• Hitting times for the stochastic wave equation with fractional colored noise
• Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls

This page was built for publication: Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q831769)