Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three / Robert C. Dalang, Marta Sanz-Solé.

Format:

Book

Author/Creator:

Dalang, Robert C., 1961- author.

Sanz Solé, Marta, 1952- author.

Series:

Memoirs of the American Mathematical Society ; Volume 199, Number 931.

Memoirs of the American Mathematical Society, 0065-9266 ; Volume 199, Number 931

Language:

English

Subjects (All):

Stochastic partial differential equations.

Wave equation.

Random fields.

Physical Description:

1 online resource (83 p.)

Edition:

1st ed.

Place of Publication:

Providence, Rhode Island : American Mathematical Society, 2009.

Language Note:

English

Summary:

The authors of this title 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. The authors prove that at any fixed time, a.s., the sample paths in the spatial variable belong to certain fractional Sobolev spaces. Further, the authors obtain joint Holder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigorous formulation of the s.p.d.e., 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, the authors show that the Holder exponents that they obtain are optimal.

Contents:

""Chapter 5. Sharpness of the Results""""Chapter 6. Integrated Increments of the Covariance Function""; ""6.1. Spatial Increments""; ""6.2. Increments in Time""; ""Bibliography""

Notes:

"Volume 199, Number 931 (second of 6 numbers)."

Includes bibliographical references.

Description based on print version record.

ISBN:

1-4704-0537-7