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In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

Probability · Mathematics 2013-09-02 Yaozhong Hu , Jingyu Huang , David Nualart

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

A characterization of the support in H\"{o}lder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequence of an approximation theorem, in the convergence of…

Probability · Mathematics 2016-08-14 Francisco J. Delgado-Vences , Marta Sanz-Solé

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. This note is a continuation of [9] and [10]. The result is a…

Probability · Mathematics 2018-07-10 Francisco J. Delgado-Vences

We consider a stochastic wave equation in space dimension three driven by a noise white in time and with an absolutely continuous correlation measure given by the product of a smooth function and a Riesz kernel. Let $p_{t,x}(y)$ be the…

Probability · Mathematics 2008-02-13 Marta Sanz-Solé

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…

Probability · Mathematics 2016-09-07 Annie Millet , Marta Sanz-Solé

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

The main object of this paper is the planar wave equation \[\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2,\] with random source $f$. The latter is, in certain sense, a symmetric…

Probability · Mathematics 2016-11-21 Larysa Pryhara , Georgiy Shevchenko

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

We construct unique martingale solutions to the damped stochastic wave equation $$ \mu \frac{\partial^2u}{\partial t^2}(t,x)=\Delta u(t,x)-\frac{\partial u}{\partial t}(t,x)+b(t,x,u(t,x))+\sigma(t,x,u(t,x))\frac{dW_t}{dt},$$ where $\Delta$…

Probability · Mathematics 2025-04-29 Yi Han

The present paper focuses on the stochastic nonlinear Schrodinger equation with polynomial nonlinearity, and a zero-order (no derivatives involved) linear damping. Here, the random forcing term appears as a mix of a nonlinear noise in the…

Probability · Mathematics 2026-03-31 Sandip Roy , Debopriya Mukherjee , Manil Thankamani Mohan

This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of the support in H\"older norm of the law of the solution to a stochastic wave equation with three-dimensional space variable and null…

Probability · Mathematics 2016-03-24 Francisco J. Delgado-Vences , Marta Sanz-Solé

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor
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