The wave equation in the three-dimensional space driven by a general stochastic measure
Authors:
I. M. Bodnarchuk and V. M. Radchenko
Translated by:
N. N. Semenov
Journal:
Theor. Probability and Math. Statist. 100 (2020), 43-60
MSC (2010):
Primary 60H15; Secondary 60G17, 60G57
DOI:
https://doi.org/10.1090/tpms/1097
Published electronically:
August 4, 2020
Full-text PDF
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Additional Information
Abstract: The Cauchy problem for the wave equation in the three-dimensional space driven by a general stochastic measure is studied. The existence and uniqueness of a mild solution are proved. The Hölder regularity of paths of a mild solution in time and spatial variables is obtained.
References
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- Ī. M. Bodnarchuk and G. M. Shevchenko, The heat equation in a multidimensional domain with a general stochastic measure, Teor. Ĭmovīr. Mat. Stat. 93 (2015), 7–21 (Ukrainian, with English, Russian and Ukrainian summaries); English transl., Theory Probab. Math. Statist. 93 (2016), 1–17. MR 3553436, DOI https://doi.org/10.1090/tpms/991
References
- I. M. Bodnarchuk, Wave equation with a stochastic measure, Teor. Imovir. Matem. Statist. 94 (2016), 1–15; English transl. in Theory Probab. Math. Statist. 94 (2017), 1–16. MR 3553450
- I. M. Bodnarchuk and V. M. Radchenko, Wave equation in a plane driven by a general stochastic measure, Teor. Imovir. Matem. Statist. 98 (2018), 70–86; English transl. in Theory Probab. Math. Statist. 98 (2019), 73–90. MR 3824679
- S. Kwapień and W. A. Woyczyński, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston, 1992.
- V. Radchenko, Mild solution of the heat equation with a general stochastic measure, Studia Math. 194 (2009), no. 3, 231–251. MR 2539554
- V. M. Radchenko, Averaging principle for heat equation driven by general stochastic measure, Statist. Probab. Lett. 146 (2019), 224–230. MR 3885229
- A. Millet and P.-L. Morien, On a stochastic wave equation in two space dimensions: regularity of the solution and its density, Stoch. Proc. Appl. 86 (2000), 141–162. MR 1741200
- V. N. Radchenko, On a definition of the integral of a random function, Teor. Veroyatnost. Primenen. 41 (1996), no. 3, 677–682; English transl. in Theory Probab. Appl. 41 (1997), no. 3, 597–601. MR 1450086
- Yu. Mishura, K. Ralchenko, and G. Shevchenko, Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises, Teor. Imovir. Matem. Statist. 98 (2018), 142–162; English transl. in Theory Probab. Math. Statist. 98 (2019), 149–170. MR 3824684
- D. Khoshnevisan and E. Nualart, Level sets of the stochastic wave equation driven by a symmetric Lévy noise, Bernoulli 14 (2008), no. 4, 899–925. MR 2543579
- L. Pryhara and G. Shevchenko, Wave equation with a coloured stable noise, Random Oper. Stoch. Equ. 25 (2017), no. 4, 249–260. MR 3731389
- L. I. Pryhara and G. M. Shevchenko, Wave equation with stable noise, Teor. Imovir. Matem. Statist. 96 (2017), 142–154; English transl. in Theory Probab. Math. Statist. 96 (2018), 145–157. MR 3666878
- L. I. Rusaniuk and G. M. Shevchenko, Wave equation for a homogeneous string with fixed ends driven by a stable random noise, Teor. Imovir. Matem. Statyst. 98 (2018), 163–172; English transl. in Theory Probab. Math. Statist. 98 (2019), 171–181.
- 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
- R. C. Dalang and M. Sanz-Solé, Hölder–Sobolev regularity of the solution to the stochastic wave equation in dimension three, Mem. Amer. Math. Soc. 199 (931), AMS, Providence, 2009. MR 2512755
- V. M. Radchenko and N. O. Stefans’ka, Approximation of solutions of wave equation driven by stochastic measures, Teor. Imovir. Matem. Statyst. 99 (2018), no. 2, 203–211; English transl. in Theory Probab. Math. Statist. 99 (2019), no. 2, 229–238.
- S. V. Lototsky and B. L. Rozovsky, Stochastic Partial Differential Equations, Universitext, Springer, Cham, 2017. MR 3674586
- D. Koshnevisan, Analysis of Stochastic Partial Differential Equations, AMS, Providence, 2014. MR 3222416
- J. B. Walsh, An introduction to stochastic partial differential equations, Ecole D’ete de Probabilites de Saint–Flour, XIV–1984, Lecture Notes in Math., Springer, Berlin, 1986, 265–439. MR 876085
- V. S. Vladimirov, Equations of Mathematical Physics, “Nauka”, Moscow, 1981; English transl., Translation of the 1967 Russian edition, Marcel Dekker, Inc., New York, 1971. MR 0268497
- V. N. Radchenko, Evolution equations with general stochastic measures in Hilbert space, Teor. Veriyatnost. Primenen. 59 (2014), no. 2, 375–386; English transl. in Theory Probab. Appl. 59 (2015), no. 2, 328–339. MR 3416054
- A. Kamont, A discrete characterization of Besov spaces, Approx. Theory Appl. 13 (1997), no. 2, 63–77. MR 1750304
- I. M. Bodnarchuk and G. M. Shevchenko, Heat equation in a multidimensional domain with a general stochastic measure, Teor. Imovirnost. Matem. Statyst. 93 (2016), 7–21; English transl. in Theory Probab. Math. Statist. 93 (2016), 1–17. MR 3553436
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Additional Information
I. M. Bodnarchuk
Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email:
ibodnarchuk@univ.kiev.ua
V. M. Radchenko
Affiliation:
Department of Mathematical Analysis, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, 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):
March 23, 2019
Published electronically:
August 4, 2020
Article copyright:
© Copyright 2020
American Mathematical Society