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arXiv · 1912.06620

Propagation of Singularities for the Stochastic Wave Equation

Cheuk Yin Lee·Yimin Xiao
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Abstract

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the iterated logarithm and general methods for Gaussian processes.

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Cheuk Yin Lee, Yimin Xiao. 2019-12-13. Propagation of Singularities for the Stochastic Wave Equation. https://arxiv.org/abs/1912.06620

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