Author:
Coriasco Sandro,Pilipović Stevan,Seleši Dora
Abstract
AbstractWe treat several classes of hyperbolic stochastic partial differential equations in the framework of white noise analysis, combined with Wiener–Itô chaos expansions and Fourier integral operator methods. The input data, boundary conditions and coefficients of the operators are assumed to be generalized stochastic processes that have both temporal and spatial dependence. We prove that the equations under consideration have unique solutions in the appropriate Sobolev–Kondratiev or weighted-Sobolev–Kondratiev spaces. Moreover, an explicit chaos form of the solutions is obtained, useful for calculating expectations, variances and higher order moments of the solution.
Funder
Università degli Studi di Torino
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics,Analysis
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