Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane

Dalang, Robert; Lévêque, Olivier

doi:10.1090/S0002-9947-05-03740-2

Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane
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by Robert C. Dalang and Olivier Lévêque PDF

Trans. Amer. Math. Soc. 358 (2006), 2123-2159 Request permission

Abstract:

We study a class of hyperbolic stochastic partial differential equations in Euclidean space, that includes the wave equation and the telegraph equation, driven by Gaussian noise concentrated on a hyperplane. The noise is assumed to be white in time but spatially homogeneous within the hyperplane. Two natural notions of solutions are function-valued solutions and random field solutions. For the linear form of the equations, we identify the necessary and sufficient condition on the spectral measure of the spatial covariance for existence of each type of solution, and it turns out that the conditions differ. In spatial dimensions 2 and 3, under the condition for existence of a random field solution to the linear form of the equation, we prove existence and uniqueness of a random field solution to non-linear forms of the equation.

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