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Propagation of singularities for the stochastic wave equation
- Source :
- Stochastic Processes and their Applications. 143:31-54
- Publication Year :
- 2022
- Publisher :
- Elsevier BV, 2022.
-
Abstract
- We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes. (C) 2021 TheAuthor(s). Published by ElsevierB.V.
- Subjects :
- Statistics and Probability
Applied Mathematics
Probability (math.PR)
Mathematical analysis
MathematicsofComputing_NUMERICALANALYSIS
Law of the iterated logarithm
increments
Space (mathematics)
Wave equation
symbols.namesake
Colored
Gaussian noise
Modeling and Simulation
FOS: Mathematics
symbols
Gravitational singularity
stochastic wave equation
singularities
Gaussian process
Mathematics - Probability
law of the iterated logarithm
Mathematics
Subjects
Details
- ISSN :
- 03044149
- Volume :
- 143
- Database :
- OpenAIRE
- Journal :
- Stochastic Processes and their Applications
- Accession number :
- edsair.doi.dedup.....195b9356011d63113092f19642c214e8
- Full Text :
- https://doi.org/10.1016/j.spa.2021.09.013