Approximation of solutions of the stochastic wave equation by using the Fourier series

被引：3
|
作者：
Radchenko, Vadym [1 ]
Stefans'ka, Nelia [1 ]
机构：
[1] Taras Shevchenko Natl Univ Kyiv, Dept Math Anal, UA-01601 Kiev, Ukraine
来源：
MODERN STOCHASTICS-THEORY AND APPLICATIONS | 2018年 / 5卷 / 04期
关键词：
Stochastic measure; stochastic wave equation; mild solution; stochastic Fourier series; Fejer sums;
D O I：
10.15559/18-VMSTA115
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：
A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered. It is proved that changing the integrator by the corresponding partial sums or by Fejer sums we obtain the approximations of mild solution of the equation.
引用
收藏
页码：429 / 444
页数：16
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