On weak convergence of stochastic wave equation with colored noise on $\mathbb{R}$
Probability
2026-03-02 v2
Abstract
In this paper, we study the following stochastic wave equation on the real line . The noise is white in time and colored in space with a covariance structure where is continuous with respect to in Fourier mode, see Assumption 1.2. We prove the continuity of the probability measure induced by the solution , in terms of , with respect to the convergence in law in the topology of continuous functions with uniform metric on compact sets. We also give several examples of such that our theorem applies to.
Cite
@article{arxiv.2408.10326,
title = {On weak convergence of stochastic wave equation with colored noise on $\mathbb{R}$},
author = {Wenxuan Tao},
journal= {arXiv preprint arXiv:2408.10326},
year = {2026}
}
Comments
This version strengthens the main result by proving it under more general assumptions. The previous version is recovered as a special case. Journal reference added