The stochastic wave equation in two spatial dimensions

被引:3
作者
Dalang, RC [1 ]
Frangos, NE
机构
[1] Ecole Polytech Fed Lausanne, Dept Math, CH-1015 Lausanne, Switzerland
[2] Athens Univ Econ & Business, Dept Stat, Athens 10434, Greece
关键词
stochastic wave equation; Gaussian noise; process solution;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the wave equation in two spatial dimensions driven by space-time Gaussian noise that is white in time but has a nondegenerate spatial covariance. We give a necessary and sufficient integral condition on the covariance function of the noise for the solution to the linear form of the equation to be a real-valued stochastic process, rather than a distribution-valued random variable. When this condition is satisfied, we show that not only the linear form of the equation, but also nonlinear versions, have a real-valued process solution. We give stronger sufficient conditions on the spatial covariance for the solution of the linear equation to be continuous, and we provide an estimate of its modulus of continuity.
引用
收藏
页码:187 / 212
页数:26
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