Delocalization of a (1+1)-dimensional stochastic wave equation

2016/10/25 by Jingyu Huang, Davar Khoshnevisan, Huang, Jingyu +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #Differential Equations and Numerical Methods

paper · pdf · doi:10.48550/arxiv.1610.07727

Abstract

A noteworthy property of many parabolic stochastic PDEs is that they locally linearize (Foondun, Khoshnevisan and Mahboubi (2015), Hairer (2013, 2014), Hairer and Pardoux (2015), Khoshnevisan, Swanson, Xiao and Zhang (2013)). We prove that, by contrast, a large family of stochastic wave equations in dimension one do not possess this important property.

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