Small Ball Asymptotics for the Stochastic Wave Equation

Martin, A. (2003): Small Ball Asymptotics for the Stochastic Wave Equation. Collaborative Research Center 386, Discussion Paper 360

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
• 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
• Language: English