The Cauchy problem for the stochastic wave equation (Q1902310)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cauchy problem for the stochastic wave equation |
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The Cauchy problem for the stochastic wave equation (English)
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25 March 1996
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One solves the Cauchy problem for a wave equation with a noisy source \(\square u = f \xi\), where \(\xi\) is the white noise, \(f\) is a deterministic function. One can prove that this induces a flow in time with value in generalized linear processes.
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stochastic partial differential equations
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Cauchy problem
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generalized linear processes
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