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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 t2uα=x2uα+b(uα)+σ(uα)ηα\partial_t^2 u_{\alpha}=\partial_x^2 u_{\alpha}+b\left(u_\alpha\right)+\sigma\left(u_\alpha\right)\eta_{\alpha}. The noise ηα\eta_\alpha is white in time and colored in space with a covariance structure E[ηα(t,x)ηα(s,y)]=δ(ts)fα(xy)\mathbb{E}[\eta_\alpha(t,x)\eta_\alpha(s,y)]=\delta(t-s)f_\alpha(x-y) where fαf_\alpha is continuous with respect to α\alpha in Fourier mode, see Assumption 1.2. We prove the continuity of the probability measure induced by the solution uαu_\alpha, in terms of α\alpha, 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 fαf_\alpha such that our theorem applies to.

Keywords

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