Local Nondeterminism and the Exact Modulus of Continuity for Stochastic Wave Equation

Published 17 Jun 2019 in math.PR | (1906.07308v1)

Abstract: We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the solution.

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