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The stochastic wave equation

Dalang, Robert C.  
Khoshnevisan, D.
•
Rassoul-Agha, F.
2009
A Minicourse on Stochastic Partial Differential Equations

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.

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Type
book part or chapter
DOI
10.1007/978-3-540-85994-9_2
Web of Science ID

WOS:000261050900003

Author(s)
Dalang, Robert C.  
Editors
Khoshnevisan, D.
•
Rassoul-Agha, F.
Date Issued

2009

Publisher

Springer Verlag

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

Noise

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
December 1, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/32061
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