On Markov property of Lévy waves in two dimensions

DOI10.1016/S0304-4149(97)00087-2MaRDI QIDQ1965898zbMATH OpenFDO

Authors Robert C. Dalang, Qiang Hou

Publication date 1 March 2000

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

Full work available at URL https://doi.org/10.1016/S0304-4149(97)00087-2

zbMATH Keywords

sharp Markov propertystochastic wave equation

Mathematics Subject Classification ID

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

Review text

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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Cited in

(4)

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

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