2022/05/31 by Xia Chen, Chen, Xia, Aurélien Deya +5
Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Physics Problems #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
paper · doi:10.48550/arxiv.2205.15773
openalex publication_date 2022/05/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We study a wave equation in dimension d∈ \1,2\ with a multiplicative space-time Gaussian noise. The existence and uniqueness of the Stratonovich solution is obtained under some conditions imposed on the Gaussian noise. The strategy is to develop some Strichartz type estimates for the wave kernel in weighted Besov spaces, by which we can prove the wellposedness of an associated Young-type equation. Those Strichartz bounds are of independent interest.