Open Access
2019 Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Cheuk Yin Lee, Yimin Xiao
Electron. Commun. Probab. 24: 1-8 (2019). DOI: 10.1214/19-ECP264

Abstract

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.

Citation

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Cheuk Yin Lee. Yimin Xiao. "Local nondeterminism and the exact modulus of continuity for stochastic wave equation." Electron. Commun. Probab. 24 1 - 8, 2019. https://doi.org/10.1214/19-ECP264

Information

Received: 8 May 2019; Accepted: 23 August 2019; Published: 2019
First available in Project Euclid: 12 September 2019

zbMATH: 1422.60058
MathSciNet: MR4003126
Digital Object Identifier: 10.1214/19-ECP264

Subjects:
Primary: 60G15 , 60G17 , 60H15

Keywords: Gaussian random field , Stochastic wave equation , strong local nondeterminism , uniform modulus of continuity

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