EXISTENCE OF GLOBAL MARTINGALE SOLUTIONS TO STOCHASTIC HYPERBOLIC EQUATIONS DRIVEN BY A SPATIALLY HOMOGENEOUS WIENER PROCESS-Reference-Cited by-同舟云学术

EXISTENCE OF GLOBAL MARTINGALE SOLUTIONS TO STOCHASTIC HYPERBOLIC EQUATIONS DRIVEN BY A SPATIALLY HOMOGENEOUS WIENER PROCESS

Published:2006-03 Issue:01 Volume:06 Page:23-52
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

ONDREJÁT MARTIN¹

Affiliation:

1. Mathematics Institute ASCR, v Zitnà 25, 11567 Praha 1, Czech Republic

Abstract

Semilinear second-order stochastic hyperbolic equations driven by a spatially homogeneous Wiener process are studied. Sufficient conditions on the coefficients of the equation to have global martingale solutions are found. In particular, the results apply to equations with continuous drift and continuous diffusion.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493706001633

Reference30 articles.

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2. A. Chojnowska-Michalik, Probability Theory (Banach Center Publications, 1979) pp. 53–74.

3. Stability of nonlinear stochastic-evolution equations

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