Convergence of the increments of a stochastic integral associated to the stochastic wave equation

Mairene Colina and Corinne Berzin

Stochastic Processes and their Applications, 2009, vol. 119, issue 7, 2121-2136

Abstract: We study a type of one-dimensional wave equation on the plane with non-linear random forcing. We are interested in the almost sure behaviour of the normalized increments of the solution process associated to this type of wave equation. Also we study the behaviour of the normalized increments of some other stochastic integral equation.

Keywords: Stochastic; wave; equation; Brownian; sheet; Stochastic; integral; on; the; plane; Almost; sure; convergence; of; increments (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(08)00093-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:119:y:2009:i:7:p:2121-2136

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().