空间非齐次白噪声驱动的随机波动方程的矩估计

Moment bounds for SWE with inhomogeneous noise

  • 摘要: 本文考虑一维随机波动方程,其形式为∂2/∂t2 u(t,x)=∂2/∂x2 u(t,x)+σ(u(t,x))∂2tx wμ(t,x).其中噪声为空间非齐次白噪声.在对非齐次布朗单的催化测度施加适当假设的前提下,我们证明了该方程在某Banach空间中解的存在性、唯一性及Hölder连续性.此外,我们还建立了解的矩估计.作为推论,基于矩估计结果,我们证明了解具有弱完全间歇性.

     

    Abstract: In this paper, we consider the one-dimensional stochastic wave equation with spatially inhomogeneous white noise ∂2/∂t2 u(t, x) = ∂2/∂x2 u(t, x) + σ(u(t, x)) ∂2/∂tx wμ(t, x). Under some mild assumptions on the catalytic measure of the inhomogeneous Brownian sheet, we prove that the existence, uniqueness and Hölder continuity of the solution in some Banach space. Moreover we also establish the upper and lower moment bounds for the solution. As a by-product, we prove that the solution is weakly full intermittent based on the moment bounds.

     

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