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Hölder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
 
Robert C. Dalang Ecole Polytechnique Fédérale, Lausanne, Switzerland
Marta Sanz-Solé Universitat de Barcelona, Barcelona, Spain
Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
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
Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
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Hölder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three
Robert C. Dalang Ecole Polytechnique Fédérale, Lausanne, Switzerland
Marta Sanz-Solé Universitat de Barcelona, Barcelona, Spain
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
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 1992009; 70 pp
    MSC: 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.

  • Table of Contents
     
     
    • 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
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 1992009; 70 pp
MSC: 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.

  • 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
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.