Long time existence for the wave equation with a noise term (Q1356334)

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Long time existence for the wave equation with a noise term
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    Long time existence for the wave equation with a noise term (English)
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    19 March 1998
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    The stochastic wave equation with multiplicative noise \[ \partial^2u/\partial t^2(t,x)=\Delta u(t,x)+a(u)\partial W/\partial t(t,x),\qquad u(0,x)=u_0(x),\quad \partial u/\partial t(0,x)=u_1(x), \] is considered for \(x\in {\mathbb{R}}\) or \({\mathbb{R}}^2\). Here, \(\partial W/\partial t\) is a space-time white noise if \(x\in{\mathbb{R}}\), and if \(x\in{\mathbb{R}}^2\), then \(W\) is a distribution-valued Wiener process with covariance of the form \(s\wedge tR(|x-y|)\), where \(R\) is a bounded function. It is proved that if \(a\) is locally Lipschitz and \(|a(u)|\leq c(|u|+1)\log(|u|+2)^{\alpha}\) for some \(0<\alpha<1/2\), then the equation has a unique and non-exploding solution for \(t\geq 0\). The same result is obtained if \(a\) is bounded and Lipschitz.
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    wave equation
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    white noise
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    stochastic partial differential equation
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