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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

The equation for vibrations of a fixed string 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. 101 (2020), 1-11
MSC (2020): Primary 60H15; Secondary 60G17, 60G57
DOI: https://doi.org/10.1090/tpms/1108
Published electronically: January 5, 2021
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Abstract | References | Similar Articles | Additional Information

Abstract: The existence of a mild solution of the equation for vibrations of a homogeneous string with fixed ends driven by a general stochastic measure is studied in the following three cases: the stochastic measure depends on (1) the time variable, (2) the spatial variable, (3) the set of all variables. The averaging principle is considered and the rate of convergence to a solution of the averaged equation is obtained.


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Additional Information

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

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

Keywords: Stochastic measure, stochastic wave equation, Cauchy problem, mild solution, averaging principle
Received by editor(s): August 14, 2019
Published electronically: January 5, 2021
Article copyright: © Copyright 2020 American Mathematical Society