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Martin, A. (2003): Small Ball Asymptotics for the Stochastic Wave Equation. Sonderforschungsbereich 386, Discussion Paper 360 [PDF, 389kB]

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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.

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