Wave equation in the plane driven by a general stochastic measure
Authors:
I. M. Bodnarchuk and V. M. Radchenko
Translated by:
S. V. Kvasko
Journal:
Theor. Probability and Math. Statist. 98 (2019), 73-90
MSC (2010):
Primary 60H15; Secondary 60G17, 60G57
DOI:
https://doi.org/10.1090/tpms/1063
Published electronically:
August 19, 2019
MathSciNet review:
3824679
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Abstract: We study the Cauchy problem for the wave equation on the plane driven by a general stochastic measure. The existence and uniqueness of a mild solution is proved. The Hölder continuity with respect to both the time and spatial variables is established for the trajectories of a solution. The continuous dependence of a solution on the initial data of the problem is proved.
References
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References
- S. Kwapień and W. A. Woyczyński, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston, 1992. MR 1167198
- A. Millet and P.-L. Morien, On a stochastic wave equation in two space dimensions: regularity of the solution and its density, Stoch. Process. Appl. 86 (2000), 141–162. MR 1741200
- R. Serrano, A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in $L^p$-spaces, Braz. J. Probab. Stat. 29 (2015), no. 4, 767–777. MR 3397392
- V. Barbu, G. Da Prato, and L. Tubaro, Stochastic wave equations with dissipative damping, Stoch. Process. Appl. 117 (2007), no. 8, 1001–1013. MR 2340876
- C. I. Prévôt, Existence, uniqueness and regularity with respect to the initial condition of mild solutions of SPDE’s driven by Poisson noise, Infin. Dimens. Anal. Quantum. Probab. Relat. Top. 13 (2010), no. 1, 133–163. MR 2646795
- L. Quer-Sardanyons and S. Tindel, The 1-d stochastic wave equation driven by a fractional Brownian sheet, Stoch. Process. Appl. 117 (2007), no. 10, 1448–1472. MR 2353035
- R. C. Dalang and M. Sanz-Solé, Regularity of the sample paths of a class of second-order SPDE’s, J. Func. Anal. 227 (2005), 304–337. MR 2168077
- R. C. Dalang and M. Sanz-Solé, Hölder–Sobolev regularity of the solution to the stochastic wave equation in dimension three, Memoirs of the American Mathematical Society, vol. 199 (931), AMS, Providence, 2009. MR 2512755
- M. Sanz-Solé and A. Süß, Absolute continuity for SPDE’s with irregular fundamental solution, Electron. Commun. Probab. 20 (2015), no. 14, 1–11. MR 3314649
- M. Sanz-Solé and A. Süß, The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity, Electron. J. Probab. 18 (2013), no. 64, 1–28. MR 3078023
- F. J. Delgado-Vences and M. Sanz-Solé, Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm, Bernoulli 20 (2014), 2169–2216. MR 3263102
- F. J. Delgado-Vences and M. Sanz-Solé, Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: The non-stationary case, Bernoulli 22 (2016), no. 3, 1572–1597. MR 3474826
- L. Pryhara and G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise, Mod. Stoch. Theory Appl. 3 (2016), no. 3, 237–248. MR 3576308
- L. Pryhara and G. Shevchenko, Wave equation with stable noise, Teor. Imovir. Matem. Statist. 96 (2017), 142–154. (Ukrainian) MR 3666878
- I. Bodnarchuk, Mild solution of the wave equation with a general stochastic measure, Visnyk Kyiv University. Mathematics. Mechanics 24 (2010), 28–33. (Ukrainian)
- I. M. Bodnarchuk, Regularity of the mild solution of a parabolic equation with stochastic measure, Ukrainian Math. J. 69 (2017), no. 1, 1–18. MR 3631616
- I. M. Bodnarchuk, Wave equation with a stochastic measure, Theory Probab. Math. Statist. 94 (2017), 1–16. MR 3553450
- I. M. Bodnarchuk and G. M. Shevchenko, Heat equation in a multidimensional domain with a general stochastic measure, Theory Probab. Math. Statist. 93 (2016), 1–17. MR 3553436
- V. Radchenko, Mild solution of the heat equation with a general stochastic measure, Studia Math. 194 (2009), no. 3, 231–251. MR 2539554
- V. Radchenko, Heat equation with general stochastic measure colored in time, Mod. Stoch. Theory Appl. 1 (2014), no. 2, 129–138. MR 3316482
- V. N. Radchenko, Evolution equations with general stochastic measures in Hilbert space, Theory Probab. Appl. 59 (2015), no. 2, 328–339. MR 3416054
- O. O. Vertsimakha and V. M. Radchenko, Mild solution of a parabolic equation driven by a $\sigma$-finite stochastic measure, Teor. Imovir. Matem. Statist. 97 (2017), 24–37. (Ukrainian) MR 3745996
- V. M. Radchenko, Integral equations with respect to a general stochastic measure, Theory Probab. Math. Statist. 91 (2015), 169–179. MR 3364132
- V. N. Radchenko, On a definition of the integral of a random function, Teor. Veroyatnost. i Primenen. 41 (1996), no. 3, 677–682; English transl. in Theory Probab. Appl. 41 (1997), no. 3, 597–601. MR 1450086
- V. N. Radchenko, Integrals with respect to general stochastic measures, Proceedings of Institute of Mathematics, National Academy of Science of Ukraine, Kyiv, 1999. (Russian)
- A. Kamont, A discrete characterization of Besov spaces, Approx. Theory Appl. 13 (1997), no. 2, 63–77. MR 1750304
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Additional Information
I. M. Bodnarchuk
Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email:
ibodnarchuk@univ.kiev.ua
V. M. Radchenko
Affiliation:
Department of Mathematical Analysis, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email:
vradchenko@univ.kiev.ua
Keywords:
Stochastic measure,
stochastic wave equation,
mild solution,
Hölder condition,
Besov space
Received by editor(s):
February 22, 2018
Published electronically:
August 19, 2019
Article copyright:
© Copyright 2019
American Mathematical Society