eBook ISBN: | 978-1-4704-0537-3 |
Product Code: | MEMO/199/931.E |
List Price: | $60.00 |
MAA Member Price: | $54.00 |
AMS Member Price: | $36.00 |
eBook ISBN: | 978-1-4704-0537-3 |
Product Code: | MEMO/199/931.E |
List Price: | $60.00 |
MAA Member Price: | $54.00 |
AMS Member Price: | $36.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 199; 2009; 70 ppMSC: Primary 60; Secondary 35
The authors 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. In addition, for any fixed \(x\in\mathbb{R}^3\), the sample paths in time are Hölder continuous functions. Further, the authors obtain joint Hölder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigourous 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 Hölder exponents that they obtain are optimal.
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Table of Contents
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Chapters
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Chapter 1. Introduction
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Chapter 2. The fundamental solution of the wave equation and the covariance function
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Chapter 3. Hölder-Sobolev regularity of the stochastic integral
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Chapter 4. Path properties of the solution of the stochastic wave equation
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Chapter 5. Sharpness of the results
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Chapter 6. Integrated increments of the covariance function
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The authors 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. In addition, for any fixed \(x\in\mathbb{R}^3\), the sample paths in time are Hölder continuous functions. Further, the authors obtain joint Hölder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigourous 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 Hölder exponents that they obtain are optimal.
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Chapters
-
Chapter 1. Introduction
-
Chapter 2. The fundamental solution of the wave equation and the covariance function
-
Chapter 3. Hölder-Sobolev regularity of the stochastic integral
-
Chapter 4. Path properties of the solution of the stochastic wave equation
-
Chapter 5. Sharpness of the results
-
Chapter 6. Integrated increments of the covariance function