English

Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property

Probability 2024-09-04 v2

Abstract

In this article, we study the stochastic wave equation in spatial dimensions d2d \le 2 with multiplicative L\'evy noise that can have infinite pp-th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the pp-integrability of the L\'evy measure ν\nu for the region corresponding to the small jumps of the noise. For d=1d=1, there are no restrictions on ν\nu. For d=2d=2, we assume that there exists a value p(0,2)p \in (0,2) for which {z1}zpν(dz)<+\int_{ \{|z|\le 1 \} } |z|^p \nu (dz) < + \infty.

Keywords

Cite

@article{arxiv.2310.05907,
  title  = {Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property},
  author = {Juan J. Jiménez},
  journal= {arXiv preprint arXiv:2310.05907},
  year   = {2024}
}

Comments

30 pages, accepted for Stoch. Proc. Appl