| Martin, A. (2003): Small Ball Asymptotics for the Stochastic Wave Equation. Collaborative Research Center 386, Discussion Paper 360 |
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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.
| Item Type: | Paper (Research Paper) |
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| Keywords: | Small ball, Stochastic wave equation, Brownian sheet |
| Faculties: | 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 |
| Language: | English |
| ID Code: | 1735 |
| Deposited On: | 10. Apr 2007 |
| Last Modified: | 04. Nov 2020 12:45 |
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