We study random-field solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider linear equations under suitable hyperbolicity hypotheses, and we provide conditions on the initial data and on the stochastic term, namely, on the associated spectral measure, so that these kind of solutions exist in suitably chosen functional classes. We also give a regularity result for the expected value of the solution.

Random-field solutions of weakly hyperbolic stochastic partial differential equations with polynomially bounded coefficients

Coriasco, S.;
2020-01-01

Abstract

We study random-field solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider linear equations under suitable hyperbolicity hypotheses, and we provide conditions on the initial data and on the stochastic term, namely, on the associated spectral measure, so that these kind of solutions exist in suitably chosen functional classes. We also give a regularity result for the expected value of the solution.
2020
11
1
387
424
https://link.springer.com/article/10.1007/s11868-019-00290-6
Hyperbolic stochastic partial differential equations, Random-field solutions, Variable coefficients, Fundamental solution, Fourier integral operators
Ascanelli, A; Coriasco, S.; Suess, A.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1702866
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