| Martin, A. (2003): Small Ball Asymptotics for the Stochastic Wave Equation. Collaborative Research Center 386, Discussion Paper 360 |
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380Kb |
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.
| Item Type: | Paper (Research Paper) |
|---|---|
| Keywords: | Small ball, Stochastic wave equation, Brownian sheet |
| Collections: | Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386 Special Research Fields > Special Research Field 386 |
| Subjects: | 500 Science > 510 Mathematics |
| URN: | urn:nbn:de:bvb:19-epub-1735-7 |
| ID Code: | 1735 |
| Deposited On: | 10. Apr 2007 |
| Last Modified: | 08. Jan 2013 15:56 |
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