کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9495421 1335122 2005 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Regularity of the sample paths of a class of second-order spde's
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Regularity of the sample paths of a class of second-order spde's
چکیده انگلیسی
We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in time and spatially homogeneous. Continuing with the work initiated in Dalang and Mueller (Electron. J. Probab. 8 (2003) 1), we prove that the solutions belong to a fractional L2-Sobolev space. We also prove Hölder continuity in time and therefore, we obtain joint Hölder continuity in the time and space variables. Our conclusions rely on a precise analysis of the properties of the stochastic integral used in the rigourous formulation of the spde, as introduced by Dalang and Mueller. For spatial covariances given by Riesz kernels, we show that our results are optimal.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 227, Issue 2, 15 October 2005, Pages 304-337
نویسندگان
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