Local Nondeterminism and the Exact Modulus of Continuity for Stochastic Wave Equation
Probability
2019-06-19 v1
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.
Cite
@article{arxiv.1906.07308,
title = {Local Nondeterminism and the Exact Modulus of Continuity for Stochastic Wave Equation},
author = {Cheuk Yin Lee and Yimin Xiao},
journal= {arXiv preprint arXiv:1906.07308},
year = {2019}
}