Logo
DeutschClear Cookie - decide language by browser settings
Martin, A. (2003): Small Ball Asymptotics for the Stochastic Wave Equation. Collaborative Research Center 386, Discussion Paper 360
[img]
Preview

PDF

389kB

Abstract

We examine the small ball asymptotics for the weak solution X of the stochastic wave equation d`Alambert(X)(t,x) = g(X(t,x)) + f(t,x)dW(t,x) on the real line with deterministic initial conditions.