Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces

DOI10.1214/11-AOP690MaRDI QIDQ373554zbMATH OpenOpenAlexWikidataFDO

Authors Zdzislaw Brzezniak, Martin Ondreját

Publication date 17 October 2013

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.4835, https://projecteuclid.org/euclid.aop/1368623516

zbMATH Keywords

Riemannian manifoldglobal weak solutionstochastic wave equationhomogeneous space

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Wave equation (35L05) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation mathbf D_tpartial_tu=sum_{k=1}^dmathbf D_{x_k}partial_{x_k}u+f_u(Du)+g_u(Du),dot W$inanydimension$dge 1$,where$f$and$g$arecontinuousmultilinearmappingsand$W$isaspatiallyhomogeneousWienerprocesson$mathbb R^d$ with finite spectral measure. A nonstandard method of constructing weak solutions of SPDEs, that does not rely on martingale representation theorem, is employed.

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