Regularity of the Density of Stochastic Waves in all its Parameters
Event details
| Date | 10.02.2009 |
| Hour | 11:15 |
| Speaker | Prof. Marta Sanz-Solé |
| Location |
Salle MA A3 31, EPFL-Ecublens
|
| Category | Conferences - Seminars |
We consider the non-linear stochastic wave equation in R3 driven by
spatially homogeneous noise that is white in time. We will first
discuss the existence of a regular probability density function of the
solution u(t,x) at a fixed point in space-time. Then, in the case where
the correlation measure of the noise is a Riesz kernel, we will recall
properties of the sample paths of the solution obtained in a joint work
with R.C. Dalang. Finally, we shall prove that as a function of (t,x),
the probability density function of u(t,x) has the same regularity as
the trajectories.
Links
Practical information
- General public
- Free
Contact
- Prof. Robert Dalang