The non-linear stochastic wave equation in high dimensions.

Conus, Daniel; Dalang, Robert C.

Displaying similar documents to “The non-linear stochastic wave equation in high dimensions.”

Some non-linear s. p. d. e's that are second order in time.

Dalang, Robert C., Mueller, Carl (2003)

Electronic Journal of Probability [electronic only]

Similarity:

SPDEs with coloured noise: Analytic and stochastic approaches

Marco Ferrante, Marta Sanz-Solé (2006)

ESAIM: Probability and Statistics

Similarity:

We study strictly parabolic stochastic partial differential equations on $ℝ^{d}$ , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...

Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.

Dalang, Robert C. (1999)

Electronic Journal of Probability [electronic only]

Similarity:

Positivity of the density for the stochastic wave equation in two spatial dimensions

Mireille Chaleyat-Maurel, Marta Sanz-Solé (2003)

ESAIM: Probability and Statistics

Similarity:

We consider the random vector $u (t, \underset{̲}{x}) = (u (t, x_{1}), \dots, u (t, x_{d}))$ , where $t > 0, x_{1}, \dots, x_{d}$ are distinct points of $ℝ^{2}$ and $u$ denotes the stochastic process solution to a stochastic wave equation driven by a noise white in time and correlated in space. In a recent paper by Millet and Sanz–Solé [10], sufficient conditions are given ensuring existence and smoothness of density for $u (t, \underset{̲}{x})$ . We study here the positivity of such density. Using techniques developped in [1] (see also [9]) based on Analysis on an abstract Wiener space, we characterize...

Large deviation principle for a stochastic heat equation with spatially correlated noise.

Márquez-Carreras, David, Sarrà, Mònica (2003)

Electronic Journal of Probability [electronic only]

Similarity:

Backward stochastic differential equations with stochastic monotone coefficients.

Bahlali, K., Elouaflin, A., N'zi, M. (2004)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Transience and non-explosion of certain stochastic Newtonian systems.

Kolokol&amp;#039;tsov, V.N., Schilling, R.L., Tyukov, A.E. (2002)

Electronic Journal of Probability [electronic only]

Similarity:

Maximum principle and comparison theorem for quasi-linear stochastic PDE's.

Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu (2009)

Electronic Journal of Probability [electronic only]

Similarity:

$L^{p}$ solutions of BSDEs with stochastic Lipschitz condition.

Wang, Jiajie, Ran, Qikang, Chen, Qihong (2007)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Backward doubly stochastic differential equations with infinite time horizon

Bo Zhu, Baoyan Han (2012)

Applications of Mathematics

Similarity:

We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.