Stochastic Convective Wave Equation in Two Space Dimension
classification
🧮 math.PR
keywords
convectiveequationsolutionwavecontinuitydimensiongaussiannoise
read the original abstract
We study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing a necessary and sufficient condition of Gaussian noise source. Our approach is based on the mild solution of the convective wave equation which is constructed by Walsh's theory of martingale measures. H\"older continuity of the solution is proved by using Green's function and Kolmogorov continuity theorem.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.