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

DOI10.1142/S0219025706002330MaRDI QIDQ5483410zbMATH OpenOpenAlexFDO

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

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)

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• The Cauchy problem for the stochastic wave equation
• Wave equation with a stochastic measure
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• scientific article; zbMATH DE number 4102221
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Cites work

• scientific article; zbMATH DE number 3509004 (Why is no real title available?)
• Chaotic and predictable representations for Lévy processes.
• Existence of solutions and stability of a class of parabolic systems perturbed by generalized white noise on the boundary^∗
• On Markov property of Lévy waves in two dimensions
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Stability of a class of stochastic distributed parameter systems with random boundary conditions
• The heat equation with Lévy noise
• White noise analysis for Lévy processes.
• White noise calculus and Fock space
• White noise of Poisson random measures

Cited in

(10)

• scientific article; zbMATH DE number 4102221 (Why is no real title available?)
• 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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