Convergence of the increments of a stochastic integral associated to the stochastic wave equation

Mairene Colina (1) , Corinne Berzin (2)

1 UCV - Universidad Central de Venezuela
2 SMS - Statistique et Modélisation Stochatisque

We study a type of one dimensional wave equation on the plane with non linear random forcing. We are interested in the almost sure behavior of the normalized increments of the solution process associated to this type of wave equation. Also we study the behavior of the normalized increments of some other stochastic integral equation.

Mots clés: Stochastic integral on the plane; Stochastic wave equation; Brownian sheet; Almost sure convergence of increments

Domaines: Probabilités [math.PR]

Mairene Colina, Corinne Berzin. Convergence of the increments of a stochastic integral associated to the stochastic wave equation. Stochastic Processes and their Applications, 2009, 119 (7), pp.2121-2136. ⟨10.1016/j.spa.2008.06.005⟩. ⟨hal-00319112⟩