Stochastic hyperbolic systems, small perturbations and pathwise approximation

zbMATH Open1479.60118arXiv1310.7559MaRDI QIDQ2215992FDOQ2215992

Authors: Adnan Aboulalaa 

Publication date: 15 December 2020

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

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.

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

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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)

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Cited In (11)

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• Hybrid dynamics of stochastic \(\pi \)-calculus
• Semilinear Stochastic Hyperbolic Systems in One Dimension
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