Some Non-Linear S.P.D.E's That Are Second Order In Time
نویسندگان
چکیده
منابع مشابه
Some non-linear s.p.d.e.’s that are second order in time
We extend Walsh’s theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For such equations, the fundamental solution can be a distribution in the sense of Schwartz, which appears as an integrand in the reformulatio...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2003
ISSN: 1083-6489
DOI: 10.1214/ejp.v8-123