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research article
Local Nondeterminism and Local Times of the Stochastic Wave Equation Driven by Fractional-Colored Noise
April 1, 2022
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong local nondeterminism of the solution and the existence of jointly continuous local times. We also study the differentiability and moduli of continuity of the local times and deduce some sample path properties of the solution.
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Name
s00041-022-09914-w.pdf
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Publisher's version
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openaccess
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CC BY
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764.48 KB
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Adobe PDF
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