English

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.

Keywords

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

R2 v1 2026-06-22T01:55:50.651Z