The Cauchy problem for the stochastic wave equation

MaRDI QIDQ1902310zbMATH OpenFDO

Authors Bernard Gaveau

Publication date 25 March 1996

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemgeneralized linear processesstochastic partial differential equations

Mathematics Subject Classification ID

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

Review text

One solves the Cauchy problem for a wave equation with a noisy source \(\square u = f \xi\), where \(\xi\) is the white noise, \(f\) is a deterministic function. One can prove that this induces a flow in time with value in generalized linear processes.

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