English

Stochastic wave equation with additive fractional noise: solvability and global H\"older continuity

Probability 2025-12-09 v2 Analysis of PDEs

Abstract

We determine the range of Hurst parameters that provide the necessary and sufficient conditions for the solvability, in L2(Ω)L^2(\Omega), of the stochastic wave equation: 2t2u(t,x)=Δu(t,x)+W˙(t,x) \frac{\partial^2 }{\partial t^2}u(t,x) =\Delta u(t,x)+\dot{W}(t,x), where {W(t,x), t0,xRd}\{ W(t,x),\ t\geq 0, x\in \mathbb{R}^d\} is a fractional Brownian field with temporal Hurst parameter H0[12,1]H_0\in[\tfrac12,1] and spatial Hurst parameters Hi(0,1)H_i\in(0,1) for i=1,,di=1,\cdots,d. {In particular, the solvability condition exhibits a phase transition at H0=1H_0 = 1.} We also obtain the sharp growth rate and the sharp H\"older continuity of the solution on the real line in the case H0=1/2H_0=1/2.

Keywords

Cite

@article{arxiv.2305.02425,
  title  = {Stochastic wave equation with additive fractional noise: solvability and global H\"older continuity},
  author = {Shuhui Liu and Yaozhong Hu and Xiong Wang},
  journal= {arXiv preprint arXiv:2305.02425},
  year   = {2025}
}

Comments

35 pages, 3 figures