The finite speed of propagation for solutions to nonlinear stochastic wave equations driven by multiplicative noise
نویسندگان
چکیده
منابع مشابه
Nonlinear stochastic equations with multiplicative Lévy noise.
The Langevin equation with a multiplicative Lévy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed. The solution has the algebraic asymptotic form and the variance may assume a finite value for the case of the Stratonovich interpretation. The problem of escapin...
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A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal approximation. This explicit time integrator allows for mean-square error bounds independent of the space discretisation and thus do not suffer from a step si...
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It is proved that the solutions to the slow diffusion stochastic porous media equation dX−∆(|X|m−1X)dt = σ(X)dWt, 1 < m ≤ 5, inO ⊂ R, d = 1, 2, 3, have the property of finite speed of propagation of disturbances for P-a.s. ω ∈ Ω on a sufficiently small time interval (0, t(ω)).
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ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2013
ISSN: 0022-0396
DOI: 10.1016/j.jde.2013.04.022