Stratonovich Solution for the Wave Equation

نویسندگان

چکیده

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $$d \le 2$$ , with time-independent noise and linear term $$\sigma (u)=u$$ multiplying noise. The is spatially homogeneous its spectral measure satisfies an integrability condition which stronger than Dalang’s condition. We give probabilistic representation solution, similar to Feynman–Kac-type formula given Dalang et al. (Trans Am Math Soc 360:4681–4703, 2008) of Gaussian noise, that white time. also chaos expansion compare it Skorohod from Balan (Exact asymptotics time independent 2020. arXiv:2007.10203 ).

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ژورنال

عنوان ژورنال: Journal of Theoretical Probability

سال: 2022

ISSN: ['1572-9230', '0894-9840']

DOI: https://doi.org/10.1007/s10959-021-01144-y