English

Stochastic wave equation in a plane driven by spatial stable noise

Probability 2016-11-21 v1

Abstract

The main object of this paper is the planar wave equation (2t2a2Δ)U(x,t)=f(x,t),t0,xR2,\bigg(\frac{\partial^2}{\partial t^2}-a^2\varDelta\bigg)U(x,t)=f(x,t),\quad t\ge0, x\in \mathbb {R}^2, with random source ff. The latter is, in certain sense, a symmetric α\alpha-stable spatial white noise multiplied by some regular function σ\sigma. We define a candidate solution UU to the equation via Poisson's formula and prove that the corresponding expression is well defined at each point almost surely, although the exceptional set may depend on the particular point (x,t)(x,t). We further show that UU is H\"{o}lder continuous in time but with probability 1 is unbounded in any neighborhood of each point where σ\sigma does not vanish. Finally, we prove that UU is a generalized solution to the equation.

Keywords

Cite

@article{arxiv.1611.05999,
  title  = {Stochastic wave equation in a plane driven by spatial stable noise},
  author = {Larysa Pryhara and Georgiy Shevchenko},
  journal= {arXiv preprint arXiv:1611.05999},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.15559/16-VMSTA62 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

R2 v1 2026-06-22T16:56:45.499Z