Stochastic hyperbolic systems, small perturbations and pathwise approximation
type: Item
instance of: scholarly article
title: Stochastic hyperbolic systems, small perturbations and pathwise approximation
zbMATH Open document ID: 1479.60118
author: Adnan Aboulalaa
published in: Osaka Journal of Mathematics
publication date: 2020-12-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/1310.7559
full work available at URL: https://projecteuclid.org/euclid.ojm/1602230465
review text: The author addresses several problems concerning systems of linear hyperbolic equations driven by a one-dimensional Brownian motion \(w\). Let \(s\in\mathbb R\) and let \(d,d^\prime\) be positive integers. First, the existence and uniqueness of solutions of the equation \[ \frac{\partial u(t,x)}{\partial t}=a_t(x,D)u(t,x)\circ\frac{dw(t)}{dt}+b_t(x,D)u(t,x)+f(t,x)\circ\frac{dw(t)}{dt}+g(t,x),\quad u(0,\cdot)=u_0(\cdot) \] on \(\mathbb R^d\) that are bounded in \(H^s\) and \(\gamma\)-Hölder continuous in \(H^{s-2}\) for every \(\gamma<\frac{1}{4}\) are proved. Here \(u_0\in(H^s)^{d^\prime}\), \(f\) and \(g\) have paths in \(C^0([0,T],(H^s)^{d^\prime})\), paths of \(f\) are bounded in \(L^4(\Omega,H^{s+1})\), paths of \(g+\langle f,w\rangle\) are bounded in \(L^4(\Omega,H^s)\), \(a_t(x,D),b_t(x,D)\) are a bounded family of pseudo-differential operators satisfying \[ |D^\alpha_\xi D^\beta_xc(x,\xi)|\le C(\alpha,\beta)(1+|\xi|))^{1-|\alpha|} \] for all multiindices \(\alpha,\beta\) and every \(c\in\{a_t,b_t:\,t\in[0,T]\}\), \(t\mapsto a_t,b_t\) are continuous in \(C^\infty(\mathbb R^{2d})\) and \[ |D^\alpha_\xi D^\beta_xc(x,\xi)|\le C(\alpha,\beta)(1+|\xi|))^{-|\alpha|} \] holds for all multiindices \(\alpha,\beta\) and every \(c\in\{A_t,B_t,L_t:\,t\in[0,T]\}\), where \[ A_t=a_t+a^*t,\quad B_t=b_t+b^*_t,\quad L_t=A_ta_t+a^*_tA_t. \] Second, it is shown that solutions of \[ du^\varepsilon=\sqrt\varepsilon a_t(x,D)u^\varepsilon\circ dw+b_t(x,D)u^\varepsilon\,dt,\quad u^\varepsilon(0)=u_0\in H^s \] converge (in probability) uniformly in \(H^{s-2}\), as \(\varepsilon\to 0+\), to the solution of \[ du=b_t(x,D)u,\quad u=u_0 \] and the laws of \(u^\varepsilon\) satisfy a large deviation principle in \(C_{u_0}([0,T],H^{s-2})\) with the good rate function \[ I_u(\phi)=\inf\left\{\frac{1}{2}\int_0^T|\dot h(t)|\,dt:\Psi(h)=\phi\right\}, \] where \(\Phi:C_0([0,T],\mathbb R)\to C_{u_0}([0,T],H^{s-2})\) is given by \[ \Phi(h)(t)=u_0+\int_0^ta(x,D)\Phi(h)(\tau)\dot h(\tau)\,d\tau+\int…
reviewed by: Martin Ondreját
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 35L03
zbMATH DE Number: 7285617
zbMATH Keywords: stochastic hyperbolic system
zbMATH Keywords: small perturbation
zbMATH Keywords: large deviation principle
zbMATH Keywords: pathwise approximation
zbMATH Keywords: support theorem
MaRDI profile type: MaRDI publication profile
arXiv ID: 1310.7559
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