THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA

DOI10.1142/S0219025706002330zbMATH Open1100.60035OpenAlexW1982414539MaRDI QIDQ5483410FDOQ5483410

Authors: Mikael Signahl, B. Øksendal, F. Proske 

Publication date: 14 August 2006

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025706002330

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zbMATH Keywords

stochastic wave equationHermite transformspacetime Lévy white noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Cites Work

• White noise calculus and Fock space
• The heat equation with Lévy noise
• Title not available (Why is that?)
• White noise analysis for Lévy processes.
• Chaotic and predictable representations for Lévy processes.
• White noise of Poisson random measures
• Stability of a class of stochastic distributed parameter systems with random boundary conditions
• On Markov property of Lévy waves in two dimensions
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Existence of solutions and stability of a class of parabolic systems perturbed by generalized white noise on the boundary^∗

Cited In (10)

• Title not available (Why is that?)
• The Cauchy problem for the stochastic wave equation
• Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
• Wave equation with a stochastic measure
• Stochastic wave equation with heavy-tailed noise: uniqueness of solutions and past light-cone property
• Intermittency for the wave equation with Lévy white noise
• Level sets of the stochastic wave equation driven by a symmetric Lévy noise
• Stochastic wave equation with Lévy white noise
• Wave equation for a homogeneous string with fixed ends driven by a stable random noise
• Stochastic quasilinear symmetric hyperbolic system perturbed by Lévy noise

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