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research article

Propagation of singularities for the stochastic wave equation

Lee, Cheuk Yin  
•
Xiao, Yimin
January 1, 2022
Stochastic Processes And Their Applications

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes. (C) 2021 TheAuthor(s). Published by ElsevierB.V.

  • Details
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Type
research article
DOI
10.1016/j.spa.2021.09.013
Web of Science ID

WOS:000711200900002

Author(s)
Lee, Cheuk Yin  
Xiao, Yimin
Date Issued

2022-01-01

Publisher

ELSEVIER

Published in
Stochastic Processes And Their Applications
Volume

143

Start page

31

End page

54

Subjects

Statistics & Probability

•

Mathematics

•

stochastic wave equation

•

singularities

•

law of the iterated logarithm

•

increments

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
January 31, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/184892
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