Strong solutions to stochastic wave equations with values in Riemannian manifolds (Q2466516)
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English | Strong solutions to stochastic wave equations with values in Riemannian manifolds |
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Strong solutions to stochastic wave equations with values in Riemannian manifolds (English)
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15 January 2008
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The authors study the stochastic wave equation with values in Riemannian manifolds (opposite to Euclidean spaces). On a \(d\)-dimensional compact manifold \(M\), they consider the following one-dimensional stochastic wave equation \[ \mathbf{D}_t \partial_t u = \mathbf{D}_x \partial_x u + Y_u\, (\partial_t u, \partial_x u) \dot{W}, \] where \(\mathbf{D}\) is the connection on the pull-back bundle \(u^{-1} \text{TM}\) induced by the Riemannian connection on \(M\). They prove, after giving a rigorous formulation of the stochastic problem, existence and uniqueness of solutions of the above equation which are strong both in the PDE sense as well as in the probabilistic sense.
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stochastic wave equation
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geometric wave equation
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