A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE

Carlo Bellingeri; Hannes Kern

doi:10.1007/s40072-025-00373-0

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arXiv · 2404.18634

A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE

Carlo Bellingeri·Hannes Kern

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Abstract

We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This allows us to prove the well-posedness of a new class of mixed stochastic partial differential of hyperbolic type which combines standard Walsh stochastic integration and Young products.

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Carlo Bellingeri, Hannes Kern. 2024-04-29. A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE. https://doi.org/10.1007/s40072-025-00373-0

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