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
1879-209X
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
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