English

Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

Probability 2017-06-26 v2

Abstract

In this article, we study the stochastic wave equation in arbitrary spatial dimension dd, with a multiplicative term of the form σ(u)=u\sigma(u)=u, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a general Gaussian noise, which is homogeneous in both space and time. We prove the existence and uniqueness of a solution of this equation (in the Skorohod sense) and the H\"older continuity of its sample paths, under the same respective conditions on the spatial spectral measure of the noise as in the case of the white noise in time, regardless of the temporal covariance function of the noise.

Keywords

Cite

@article{arxiv.1602.07004,
  title  = {Hyperbolic Anderson Model with space-time homogeneous Gaussian noise},
  author = {Raluca M. Balan and Jian Song},
  journal= {arXiv preprint arXiv:1602.07004},
  year   = {2017}
}

Comments

52 pages

R2 v1 2026-06-22T12:55:36.594Z