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 , of the stochastic wave equation: , where is a fractional Brownian field with temporal Hurst parameter and spatial Hurst parameters for . {In particular, the solvability condition exhibits a phase transition at .} We also obtain the sharp growth rate and the sharp H\"older continuity of the solution on the real line in the case .
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