The Csörgő–Révész moduli of non-differentiability of fractional Brownian motion

Temporal Moduli of Non-Differentiability for Linearized Kuramoto–Sivashinsky SPDEs and Their Gradient

Let U=U(t,x) for (t,x)∈R+×Rd and ∂xU=∂xU(t,x) for (t,x)∈R+×R be the solution and gradient solution of the fourth order linearized Kuramoto–Sivashinsky (L-KS) SPDE driven by the space-time white noise in one-to-three dimensional spaces, respectively. We use the underlying explicit kernels and symmetry analysis, yielding exact, dimension-dependent, and temporal moduli of non-differentiability for U(·,x) and ∂xU(·,x). It has been confirmed that almost all sample paths of U(·,x) and ∂xU(·,x), in time, are nowhere differentiable.

Spatial Moduli of Non-Differentiability for Linearized Kuramoto–Sivashinsky SPDEs and Their Gradient

We investigate spatial moduli of non-differentiability for the fourth-order linearized Kuramoto–Sivashinsky (L-KS) SPDEs and their gradient, driven by the space-time white noise in one-to-three dimensional spaces. We use the underlying explicit kernels and symmetry analysis, yielding spatial moduli of non-differentiability for L-KS SPDEs and their gradient. This work builds on the recent works on delicate analysis of regularities of general Gaussian processes and stochastic heat equation driven by space-time white noise. Moreover, it builds on and complements Allouba and Xiao’s earlier works on spatial uniform and local moduli of continuity of L-KS SPDEs and their gradient.

Spatial Moduli of Non-Differentiability for Time-Fractional SPIDEs and Their Gradient

High order and fractional PDEs have become prominent in theory and in modeling many phenomena. In this paper, we study spatial moduli of non-differentiability for the fourth order time fractional stochastic partial integro-differential equations (SPIDEs) and their gradient, driven by space-time white noise. We use the underlying explicit kernels and spectral/harmonic analysis, yielding spatial moduli of non-differentiability for time fractional SPIDEs and their gradient. On one hand, this work builds on the recent works on delicate analysis of regularities of general Gaussian processes and stochastic heat equation driven by space-time white noise. On the other hand, it builds on and complements Allouba and Xiao’s earlier works on spatial uniform and local moduli of continuity of time fractional SPIDEs and their gradient.