Random Set Solutions to Stochastic Wave Equations

Authors Michael Oberguggenberger, Lukas Wurzer

Publication date 15 March 2019

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Geometric probability and stochastic geometry (60D99)

Abstract: This paper is devoted to three topics. First, proving a measurability theorem for multifunctions with values in non-metrizable spaces, which is required to show that solutions to stochastic wave equations with interval parameters are random sets; second, to apply the theorem to wave equations in arbitrary space dimensions; and third, to computing upper and lower probabilities of the values of the solution in the case of one space dimension.

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