Existence of density for the stochastic wave equation with space-time homogeneous gaussian noise

Raluca M. Balan, Lluís Quer-Sardanyons, Jian Song

Producción científica: Contribución a una revistaArtículoInvestigación

5 Citas (Scopus)
1 Descargas (Pure)

Resumen

In this article, we consider the stochastic wave equation on R+ × R, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally integrable functions γ (in time) and f (in space), which are the Fourier transforms of tempered measures ν on R, respectively µ on R. Our main result shows that the law of the solution u(t, x) of this equation is absolutely continuous with respect to the Lebesgue measure.
Idioma originalInglés
Número de artículo106
PublicaciónElectronic Journal of Probability
Volumen24
DOI
EstadoPublicada - 1 ene 2019

Huella

Profundice en los temas de investigación de 'Existence of density for the stochastic wave equation with space-time homogeneous gaussian noise'. En conjunto forman una huella única.

Citar esto