On a stochastic wave equation driven by a non-Gaussian Lévy process

DOI10.1007/s10959-009-0228-4zbMath1196.60113arXiv0905.0992MaRDI QIDQ966507

Ke Hua Shi, Li Jun Bo, Yong Jin Wang

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.0992

zbMATH Keywords

Levy noise; Damped wave equation; Invariant measure

Mathematics Subject Classification ID

35K90: Abstract parabolic equations

47D07: Markov semigroups and applications to diffusion processes

35R30: Inverse problems for PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles, Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures, On the stochastic beam equation driven by a non-Gaussian Lévy process, Variational solutions of dissipative jump-type stochastic evolution equations, Hyperbolic type stochastic evolution equations with Lévy noise, Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process

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