On Markov property of Lévy waves in two dimensions (Q1965898)
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English | On Markov property of Lévy waves in two dimensions |
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On Markov property of Lévy waves in two dimensions (English)
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1 March 2000
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A two-dimensional stochastic wave equation of the form \[ \frac {\partial ^2U}{\partial t^2}(t,x)-c^2\Delta U(t,x)=L(dt,dx), \qquad x\in R^2,\quad t>0, \] is investigated, where \(\Delta \) is the two-dimensional Laplace operator and \(L\) denotes a locally finite Lévy point process. \(U\) is then a superposition of waves created by distinct ``shocks''. Markov properties of processes induced by the above equation are studied. For instance, if and only if conditions for the sharp Markov property to hold are found in certain cases and the germ-field Markov property for bounded open sets is proven.
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stochastic wave equation
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sharp Markov property
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