通过相关性界得到高斯场和随机偏微分方程的精确连续性模
Sharp moduli of continuity for Gaussian fields and stochastic PDEs via correlation bounds
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中文总结 AI 辅助
研究基于相关性界建立高斯随机场连续性模框架,不依赖强局部非确定性等条件。以此解决一类线性随机偏微分方程特定情形下连续性模的开放问题,通过新估计建立空间增量去相关性,还讨论了高斯Volterra过程例子。
中文摘要 AI 辅助
在基于成对增量相关性界的一般框架下,建立了各向异性高斯随机场的精确一致和局部连续性模。该框架不一定要求强局部非确定性、增量平稳性或谱型表示。作为应用,在解在空间上为\(C^{1 -}\)且无强局部非确定性的特定情况下,解决了一类线性随机偏微分方程关于精确连续性模的一个开放问题。通过新的局部化估计建立了空间增量的去相关性,这可能具有独立的研究价值。还简要讨论了高斯Volterra过程的一个例子。
英文摘要
Exact uniform and local moduli of continuity for anisotropic Gaussian random fields are established under a general framework based on correlation bounds for pairwise increments. This framework does not necessarily require strong local nondeterminism (SLND), stationarity of increments, or spectral-type representations. As an application, we solve an open problem about sharp moduli of continuity for a class of linear stochastic PDEs in a particular case where the solution is $C^{1-}$ in space and SLND is not available. In this case, we establish decorrelation of the spatial increments via new localization estimates, which may be of independent interest. We also briefly discuss an example about Gaussian Volterra processes.