Propagation of Singularities for the Stochastic Wave Equation
Probability
2021-07-22 v3
Abstract
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes.
Keywords
Cite
@article{arxiv.1912.06620,
title = {Propagation of Singularities for the Stochastic Wave Equation},
author = {Cheuk Yin Lee and Yimin Xiao},
journal= {arXiv preprint arXiv:1912.06620},
year = {2021}
}