Propagation of Singularities for the Stochastic Wave Equation

2019/12/13 by Lee, Cheuk Yin, Xiao, Yimin · 3 citations
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1912.06620

Abstract

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes.

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