Propagation of singularities for the stochastic wave equation
Lee, Cheuk Yin; Xiao, Yimin
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.

Details

Title Propagation of singularities for the stochastic wave equation
Author(s) Lee, Cheuk Yin ; Xiao, Yimin
Published in Stochastic Processes And Their Applications
Volume 143
Pages 31-54
Date 2022-01-01
Publisher Amsterdam, ELSEVIER
ISSN 0304-4149
1879-209X
Keywords
DOI https://doi.org/10.1016/j.spa.2021.09.013
Other identifier(s) View record in Web of Science
Laboratories PROB
Record Appears in Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date 2022-01-31