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book part or chapter
The stochastic wave equation
Khoshnevisan, D.
•
Rassoul-Agha, F.
These notes give an overview of recent results concerning the non-linear stochastic wave equation in spatial dimensions d >= 1, in the case where the driving noise is Gaussian, spatially homogeneous and white in time. We mainly address issues of existence, uniqueness and Holder-Sobolev regularity. We also present an extension of Walsh's theory of stochastic integration with respect to martingale measures that is useful for spatial dimensions d >= 3.
Type
book part or chapter
Web of Science ID
WOS:000261050900003
Authors
Editors
Khoshnevisan, D.
•
Rassoul-Agha, F.
Publication date
2009
Publisher
Published in
A Minicourse on Stochastic Partial Differential Equations
Start page
39
End page
71
Series title/Series vol.
Lecture Notes in Mathematics; 1962
Subjects
EPFL units
Available on Infoscience
December 1, 2008
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