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Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Journal article   Open access

Local nondeterminism and the exact modulus of continuity for stochastic wave equation

Cheuk Yin Lee and Yimin Xiao
Electronic Communications in Probability, Vol.24, 52
2019

Abstract

Gaussian random field Stochastic wave equation Strong local nondeterminism Uniform modulus of continuity Statistics and Probability Statistics Probability and Uncertainty
We consider the linear stochastic wave equation driven by a Gaussian noise which is white in time and colored in space. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the solution.
url
https://doi.org/10.1214/19-ecp264View
Published (Version of record) Open

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