A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Probability
2025-11-13 v3 Analysis of PDEs
Abstract
We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This allows us to prove the well-posedness of a new class of mixed stochastic partial differential of hyperbolic type which combines standard Walsh stochastic integration and Young products.
Cite
@article{arxiv.2404.18634,
title = {A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE},
author = {Carlo Bellingeri and Hannes Kern},
journal= {arXiv preprint arXiv:2404.18634},
year = {2025}
}
Comments
59 pages, further details on the multi-parameter sewing lemma added