Convergence of the increments of a stochastic integral associated to the stochastic wave equation

DOI10.1016/j.spa.2008.06.005zbMath1170.60321OpenAlexW2035621822MaRDI QIDQ2389224

Mairene Colina, Corinne Berzin

Publication date: 15 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.06.005

zbMATH Keywords

Brownian sheetstochastic wave equationalmost sure convergence of incrementsstochastic integral on the plane

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems in probability theory (60F99)

Related Items (3)

Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales

Cites Work

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• Existence of strong solutions for stochastic differential equations in the plane
• Random nonlinear wave equations: Smoothness of the solutions
• Stochastic integrals in the plane
• Almost sure oscillation of certain random processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres]

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