Weak solutions to stochastic wave equations with values in Riemannian manifolds

Zdzislaw Brzezniak, Martin Ondreját

Research output: Contribution to journalArticlepeer-review

Abstract

Let M be a compact Riemannian manifold. We prove existence of a global
weak solution of the stochastic wave equation Dt@tu = Dx@xu + (Xu + ¸0(u)@tu +
¸1(u)@xu) ¿W where X is a continuous tangent vector field on M, ¸0, ¸1 are continuous vector bundles homomorphisms from TM to TM and W is a spatially homogeneous Wiener process on R with finite spectral measure. A new general method of constructing weak solutions of SPDEs that does not rely on martingale representation theorem is used.
Original languageEnglish
Pages (from-to)1624-1653
Number of pages30
JournalCommunications in Partial Differential Equations
Volume36
Issue number9
DOIs
Publication statusPublished - Sept 2011

Keywords

  • stochastic wave equation;
  • geometric wave equation.

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