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Theory of Probability and Mathematical Statistics

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The wave equation in the three-dimensional space driven by a general stochastic measure


Authors: I. M. Bodnarchuk and V. M. Radchenko
Translated by: N. N. Semenov
Journal: Theor. Probability and Math. Statist. 100 (2020), 43-60
MSC (2010): Primary 60H15; Secondary 60G17, 60G57
DOI: https://doi.org/10.1090/tpms/1097
Published electronically: August 4, 2020
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Abstract: The Cauchy problem for the wave equation in the three-dimensional space driven by a general stochastic measure is studied. The existence and uniqueness of a mild solution are proved. The Hölder regularity of paths of a mild solution in time and spatial variables is obtained.


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Additional Information

I. M. Bodnarchuk
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: ibodnarchuk@univ.kiev.ua

V. M. Radchenko
Affiliation: Department of Mathematical Analysis, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: vradchenko@univ.kiev.ua

Keywords: Stochastic measure, stochastic wave equation, mild solution, Hölder condition, Besov space
Received by editor(s): March 23, 2019
Published electronically: August 4, 2020
Article copyright: © Copyright 2020 American Mathematical Society