scientific article; zbMATH DE number 1779809

MaRDI QIDQ4543006zbMATH OpenFDO

Authors Pao-Liu Chow

Publication date 1 February 2003

zbMATH Keywords

generalized solutions of SPDEsregularity of distribution-valued solutionsstochastic wave equationwhite noise analysis

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Review text

This is an expository article discussing two notions of generalized solutions of SPDEs. The first one is based on the white noise analysis (Hida distributions). The basic ideas here are illustrated by some examples from first order SPDEs with random drifts. Generalized solutions of the second type are understood as weak solutions in the PDE sense. In this case the solutions are distribution-valued. Regularity of such solutions is investigated for a wave equation in \({\mathbb R}^d\) with \(d\geq 3\), perturbed by a space-time white noise. They are shown to be continuous in \(S^*_p({\mathbb R}^d)\) for \(p=(5d+1)/2\) (\(d\) being odd), where \(S_p\) is the usual completion of the Schwartz space \(S\) with respect to the Hilbert norm defined by means of Hermite functions. For the entire collection see [Zbl 0986.00012].

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