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)

zbMATH Keywords

stochastic wave equationsharp Markov property

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4005287
• Markov properties for point processes on the plane
• scientific article; zbMATH DE number 4215076
• Level sets of the stochastic wave equation driven by a symmetric Lévy noise
• Intermittency for the wave equation with Lévy white noise

Cites work

• scientific article; zbMATH DE number 3854101 (Why is no real title available?)
• scientific article; zbMATH DE number 4215076 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 3785894 (Why is no real title available?)
• scientific article; zbMATH DE number 107823 (Why is no real title available?)
• A Markov property for Gaussian processes with a multidimensional parameter
• A prediction problem for the Brownian sheet
• Boundary value problems for stochastic differential equations
• Brownian Motion with a Several-Dimensional Time
• Linear stochastic differential equations with boundary conditions
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
• Markov field property of stochastic differential equations
• Markov property for elliptic stochastic partial differential equations
• On the Markov property of a stochastic difference equation
• Representations, decompositions and sample function continuity of random fields with independent increments
• The Cauchy Problem for the Wave Equation with Distribution Data: an Elementary Approach
• The sharp Markov property of Lévy sheets
• The sharp Markov property of the Brownian sheet and related processes
• The stochastic wave equation in two spatial dimensions

Cited in

(4)

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

This page was built for publication: On Markov property of Lévy waves in two dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1965898)