The stochastic wave equation

The stochastic wave equation
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DOI:
10.1007/978-3-540-85994-9_2
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发表时间:
2009
期刊:
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影响因子:
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通讯作者:
R. Dalang
R. Dalang
中科院分区:
其他
文献类型:
--
作者:
R. Dalang

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这些注记给出了关于空间维数sd ≥ 1的非线性随机波动方程在驱动噪声为高斯、空间均匀和时间上为白色的情况下的最新结果。我们主要解决存在性,唯一性和Hölder-Sobolev正则性问题。我们还提出了一个扩展的沃尔什的随机积分理论的鞅措施,是有用的空间维数d ≥ 3。
These notes give an overview of recent results concerning the non-linear stochastic wave equation in spatial dimensionsd≥ 1, in the case where the driving noise is Gaussian, spatially homogeneous and white in time. We mainly address issues of existence, uniqueness and Hölder—Sobolev regularity. We also present an extension of Walsh's theory of stochastic integration with respect to martingale measures that is useful for spatial dimensionsd≥ 3.