Stochastic hyperbolic systems, small perturbations and pathwise approximation

zbMATH Open1479.60118MaRDI QIDQ2215992FDOQ2215992

Authors Adnan Aboulalaa 

Publication date 15 December 2020

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.7559

zbMATH Keywords

large deviation principlesupport theoremsmall perturbationpathwise approximationstochastic hyperbolic system

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for first-order hyperbolic equations (35L03)

Abstract: This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class of stochastic partial differential equations are highlighted and the comparison with standard existence results for SPDEs is discussed. The small perturbations problem is studied and a large deviation principle is stated. A pathwise approximation result, similar to the stochastic differential equations case, is established, with an application to a support theorem.

Recommendations

• Small perturbations in a hyperbolic stochastic partial differential equation
• Stochastic hyperbolic systems and the wave equation
• scientific article; zbMATH DE number 1160611
• Nonlinear stochastic perturbations of dynamical systems and quasi-linear parabolic PDE's with a small parameter
• scientific article; zbMATH DE number 1757975
• scientific article; zbMATH DE number 4109709
• On the stochastic quasi-linear symmetric hyperbolic system
• scientific article; zbMATH DE number 520096

Cites Work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3883346 (Why is no real title available?)
• scientific article; zbMATH DE number 3868361 (Why is no real title available?)
• scientific article; zbMATH DE number 5116775 (Why is no real title available?)
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 3692374 (Why is no real title available?)
• scientific article; zbMATH DE number 3725363 (Why is no real title available?)
• scientific article; zbMATH DE number 3761100 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 48405 (Why is no real title available?)
• scientific article; zbMATH DE number 3560487 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3610552 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 739276 (Why is no real title available?)
• scientific article; zbMATH DE number 2138425 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• scientific article; zbMATH DE number 2247308 (Why is no real title available?)
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• A Wong-Zakai theorem for stochastic PDEs
• A degenerate parabolic-hyperbolic Cauchy problem with a stochastic force
• A family of Fourier integral operators and the fundamental solution for a Schrödinger equation
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• A partial differential equation with the white noise as a coefficient
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces
• An introduction to computational stochastic PDEs
• Construction of a solution of random transport equation with boundary condition
• Existence, uniqueness and smoothnessfor a class of function valued stochastic partial differential equations
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Homogenization of linear hyperbolic stochastic partial differential equation with rapidly oscillating coefficients: the two scale convergence method
• Large deviation principle for stochastic evolution equations
• Large deviation problem for some parabolic itǒ equations
• Large deviations for a class of stochastic partial differential equations
• Large deviations for infinite dimensional stochastic dynamical systems
• On the approximation of stochastic partial differential equations i
• On the relation between ordinary and stochastic differential equations
• On the stochastic quasi-linear symmetric hyperbolic system
• Parabolic regularzation of a first order stochastic partial differential equation
• Random nonlinear wave equations: Propagation of singularities
• Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
• Remarks on pseudo-differential operators
• SPDEs with pseudodifferential generators: the existence of a density
• Scalar conservation laws with rough (stochastic) fluxes
• Solution theory to semilinear hyperbolic stochastic partial differential equations with polynomially bounded coefficients
• Solving a non-linear stochastic pseudo-differential equation of Burgers type
• Stochastic Equations in Infinite Dimensions
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic differential equations, backward SDEs, partial differential equations
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic evolution equations
• Stochastic integrals for SPDEs: a comparison
• Stochastic non-isotropic degenerate parabolic-hyperbolic equations
• Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
• Stochastic partial differential equations
• Stochastic partial differential equations
• Stochastic partial differential equations and filtering of diffusion processes
• Support theorem for diffusion processes on Hilbert spaces
• Symmetric hyperbolic linear differential equations
• The Cauchy problem for the stochastic wave equation
• The Gibbs principle for Markov jump processes
• The stability of stochastic partial differential equations II
• The support of the solution to a hyperbolic SPDE

Cited In (11)

• On the stochastic quasi-linear symmetric hyperbolic system
• Hybrid dynamics of stochastic \(\pi \)-calculus
• Semilinear Stochastic Hyperbolic Systems in One Dimension
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Propagation of microlocal singularities for stochastic partial differential equations
• Title not available (Why is no real title available?)
• Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Nonlinear stochastic perturbations of dynamical systems and quasi-linear parabolic PDE's with a small parameter

This page was built for publication: Stochastic hyperbolic systems, small perturbations and pathwise approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2215992)