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 with multiplicative L\'evy noise that can have infinite -th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the -integrability of the L\'evy measure for the region corresponding to the small jumps of the noise. For , there are no restrictions on . For , we assume that there exists a value for which .
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