On Markov property of Lévy waves in two dimensions

DOI10.1016/S0304-4149(97)00087-2zbMATH Open0948.60032MaRDI QIDQ1965898FDOQ1965898

Authors: Robert C. Dalang, Qiang Hou 

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

stochastic wave equationsharp Markov property

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• A prediction problem for the Brownian sheet
• On the Markov property of a stochastic difference equation

Cited In (4)

• THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA
• The stochastic wave equation with fractional noise: a random field approach
• Recurrent lines in two-parameter isotropic stable Lévy sheets
• Level sets of the stochastic wave equation driven by a symmetric Lévy noise

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