Stochastic Hyperbolic Systems, Small Perturbations and Pathwise Approximation
Probability
2021-09-29 v2
Abstract
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class of stochastic partial differential equations are highlighted and the comparison with standard existence results for SPDEs is discussed. The small perturbations problem is studied and a large deviation principle is stated. A pathwise approximation result, similar to the stochastic differential equations case, is established, with an application to a support theorem.
Cite
@article{arxiv.1310.7559,
title = {Stochastic Hyperbolic Systems, Small Perturbations and Pathwise Approximation},
author = {Adnan Aboulalaa},
journal= {arXiv preprint arXiv:1310.7559},
year = {2021}
}
Comments
51 pages, LaTeX