On a stochastic wave equation driven by a non-Gaussian Lévy process (Q966507): Difference between revisions

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Property / author: Li Jun Bo / rank
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Property / author: Ke Hua Shi / rank
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Property / author: Yong Jin Wang / rank
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Property / author: Li Jun Bo / rank
 
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Property / author: Ke Hua Shi / rank
 
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Property / author: Yong Jin Wang / rank
 
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Property / arXiv ID: 0905.0992 / rank
 
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Latest revision as of 18:00, 2 July 2024

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On a stochastic wave equation driven by a non-Gaussian Lévy process
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    On a stochastic wave equation driven by a non-Gaussian Lévy process (English)
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    23 April 2010
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    The authors study a hyperbolic equation with a non-Gaussian noise perturbation. The existence, uniqueness and asymptotic behaviour of the weak solutions to white-noise perturbed stochastic wave equations have been investigated by several authors. Specially, Peszat and Zabczyk considered the following wave equation driven by an impulsive noise: \[ \frac{\partial^2u(t)}{\partial t^2}= [\Delta u(t) + f(u(t))]dt + b(u(t))PdZ(t) \] where \(f, b\) are Lipschitz continuous real functions, \(P\) is a regularizing linear operator, and the impulsive noise \(Z_t\) is formulated as a Poisson random measure. Comparing with this work, the authors' objective is first to consider the more general damped wave equation which is used to model nonlinear phenomena in relativistic quantum mechanics. Their focus is on the notion of weak solution which is stronger than the mild solution. Moreover, the perturbation can inculde a general non-Gaussian Lévy noise. The existence of a unique invariant measure is also explored.
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    Damped wave equation
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    Levy noise
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    Invariant measure
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