English

Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces

Probability 2016-08-14 v1 Analysis of PDEs

Abstract

Let MM be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf D_{x_k}\partial_{x_k}u+f_u(Du)+g_u(Du)\,\dot Winanydimension in any dimension d\ge 1,where, where fand and garecontinuousmultilinearmappingsand are continuous multilinear mappings and WisaspatiallyhomogeneousWienerprocesson is a spatially homogeneous Wiener process on \mathbb R^d$ with finite spectral measure. A nonstandard method of constructing weak solutions of SPDEs, that does not rely on martingale representation theorem, is employed.

Keywords

Cite

@article{arxiv.1101.4835,
  title  = {Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces},
  author = {Zdzisław Brzeźniak and Martin Ondreját},
  journal= {arXiv preprint arXiv:1101.4835},
  year   = {2016}
}