Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces
Probability
2016-08-14 v1 Analysis of PDEs
Abstract
Let 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 Wd\ge 1fgW\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}
}