Propagation of singularities for the stochastic wave equation

被引：0
|
作者：
Lee, Cheuk Yin [1 ]
Xiao, Yimin [1 ]
机构：
[1] Michigan State Univ, Dept Stat & Probabil, C413 Wells Hall, E Lansing, MI 48824 USA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2022年 / 143卷
基金：
美国国家科学基金会;
关键词：
Stochastic wave equation; Singularities; Law of the iterated logarithm; INCREMENTS;
D O I：
10.1016/j.spa.2021.09.013
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 study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes. (C) 2021 TheAuthor(s). Published by ElsevierB.V.
引用
收藏
页码：31 / 54
页数：24
相关论文
共 50 条
12345