Time-reversal in hyperbolic s. p. d. e. 's (Q1872257)
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English | Time-reversal in hyperbolic s. p. d. e. 's |
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Time-reversal in hyperbolic s. p. d. e. 's (English)
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6 May 2003
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The authors consider two types of changes of variables in a class of hyperbolic s.p.d.e.'s. Time-reversals for the Brownian sheet and for equations with constant coefficients are discussed in detail. A necessary and sufficient condition for the reversal in two coordinates to satisfy an s.p.d.e. with local coefficients is proved. This result yields a negative conclusion concerning the reversal in time of the solution to the stochastic wave equation (in one spatial dimension) driven by white noise.
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time-reversals
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Brownian sheet
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stochastic wave equation
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