Small Ball Asymptotics for the Stochastic Wave Equation

被引:0
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作者
A. Martin
机构
[1] GSF-National Research Centre for Environment and Health,Institute of Biomathematics and Biometry
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关键词
Small ball; stochastic wave equation; Brownian sheet;
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摘要
We examine the small ball asymptotics for the weak solution X of the stochastic wave equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\frac{{\partial ^2 X}}{{\partial t^2 }}(t,x) - \frac{{\partial ^2 X}}{{\partial x^2 }}(t,x) = g(X(t,x)) + f(t,x)dW(t,x)$$ \end{document} on the real line with deterministic initial conditions.
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页码:693 / 703
页数:10
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