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Global solutions to stochastic wave equations with superlinear coefficients
Stochastic Processes and their Applications ( IF 1.1 ) Pub Date : 2021-05-11 , DOI: 10.1016/j.spa.2021.05.002
Annie Millet , Marta Sanz-Solé

We prove existence and uniqueness of a random field solution (u(t,x);(t,x)[0,T]×Rd) to a stochastic wave equation in dimensions d=1,2,3 with diffusion and drift coefficients of the form |z|(ln+(|z|))a for some a>0. The proof relies on a sharp analysis of moment estimates of time and space increments of the corresponding stochastic wave equation with globally Lipschitz coefficients. We give examples of spatially correlated Gaussian driving noises where the results apply.



中文翻译:

具有超线性系数的随机波动方程的整体解

我们证明了随机场解决方案的存在性和唯一性 üŤX;ŤX[0Ť]×[Rd 到尺寸上的随机波动方程 d=1个2个3 具有以下形式的扩散系数和漂移系数 |ž|ln+|ž|一种 对于一些 一种>0。证明依赖于对具有全局Lipschitz系数的相应随机波动方程的时间和空间增量的矩估计的清晰分析。我们给出了适用结果的空间相关高斯驾驶噪声的示例。

更新日期:2021-05-19
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