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Some Non-Linear S.P.D.E's That Are Second Order In Time

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Some Non-Linear S.P.D.E's That Are Second Order In Time
2.	Creator	Author's name, affiliation, country	Robert C. Dalang; Ecole Polytechnique Fédérale
2.	Creator	Author's name, affiliation, country	Carl Mueller; University of Rochester
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Stochastic wave equation, stochastic beam equation, spatially homogeneous Gaussian noise, stochastic partial differential equations.
3.	Subject	Subject classification	Primary 60H15; Secondary 35R60, 35L05.
4.	Description	Abstract	We extend J.B. Walsh's theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For such equations, the fundamental solution can be a distribution in the sense of Schwartz, which appears as an integrand in the reformulation of the s.p.d.e. as a stochastic integral equation. Our approach provides an alternative to the Hilbert space integrals of Hilbert-Schmidt operators. We give several examples, including the beam equation and the wave equation, with nonlinear multiplicative noise terms.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2003-02-03
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/123
10.	Identifier	Digital Object Identifier	10.1214/EJP.v8-123
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 8
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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