Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
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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.
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Cited in
(7)- Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
- Local times for systems of non-linear stochastic heat equations
- Local nondeterminism and the exact modulus of continuity for stochastic wave equation
- The stochastic wave equations driven by fractional and colored noises
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- Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
- Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise
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