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arXiv · 1906.07308

Local Nondeterminism and the Exact Modulus of Continuity for Stochastic Wave Equation

Cheuk Yin Lee·Yimin Xiao
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Abstract

We consider the linear stochastic wave equation driven by a Gaussian noise. 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.

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Cheuk Yin Lee, Yimin Xiao. 2019-06-17. Local Nondeterminism and the Exact Modulus of Continuity for Stochastic Wave Equation. https://arxiv.org/abs/1906.07308

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