Random-field solutions of weakly hyperbolic stochastic partial differential equations with polynomially bounded coefficients (Q2174863)

The authors consider a weakly hyperbolic stochastic equation. The involved linear partial differential equation is of SG type, cf. [\textit{C. Parenti}, Ann. Mat. Pura Appl. (4) 93, 359--389 (1972; Zbl 0291.35070)], hyperbolic with characteristic of constant multiplicity and satisfying the SG Levi condition, cf. [\textit{S. Coriasco} and \textit{L. Rodino}, Ric. Mat. 48, 25--43 (1999; Zbl 0935.35106)]. The random noise appearing in the right-hand side of the equation safisfies suitable conditions, the spectral measure being related to the multiplicity of the characteristic (the larger is the multiplicity, the smallest is the class of the allowed stochastic noises). Under such assumptions, the authors obtain the existence of a random-field solution. The proof consists of different steps. At the beginning, after factorization of the operator, the problem is reduced to an equivalent first-order system. Then, a fundamental solution is constructed for the system, by using the theory of the SG Fourier integral operators of \textit{S. Coriasco} [Ann. Univ. Ferrara, Nuova Ser., Sez. VII 44, 81--122 (1998; Zbl 0958.35160)]. Finally, one is reduced to the evaluation of stochastic and deterministic integrals, that in view of the hypotheses turn out to be well defined and provide the solution. This relevant paper gives evidence that the SG equations are a natural setting for the study of the hyperbolic stochastic problems.