{"title":"重尾噪声随机波方程:解的唯一性和过去的光锥特性","authors":"Juan J. Jiménez","doi":"10.1016/j.spa.2024.104479","DOIUrl":null,"url":null,"abstract":"<div><p>In this article, we study the stochastic wave equation in spatial dimensions <span><math><mrow><mi>d</mi><mo>≤</mo><mn>2</mn></mrow></math></span> with multiplicative Lévy noise that can have infinite <span><math><mi>p</mi></math></span>th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the <span><math><mi>p</mi></math></span>-integrability of the Lévy measure <span><math><mi>ν</mi></math></span> for the region corresponding to the small jumps of the noise. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>1</mn></mrow></math></span>, there are no restrictions on <span><math><mi>ν</mi></math></span>. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>2</mn></mrow></math></span>, we assume that there exists a value <span><math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> for which <span><math><mrow><msub><mrow><mo>∫</mo></mrow><mrow><mrow><mo>{</mo><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow><mo>≤</mo><mn>1</mn><mo>}</mo></mrow></mrow></msub><msup><mrow><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow></mrow><mrow><mi>p</mi></mrow></msup><mi>ν</mi><mrow><mo>(</mo><mi>d</mi><mi>z</mi><mo>)</mo></mrow><mo><</mo><mo>+</mo><mi>∞</mi></mrow></math></span>.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"178 ","pages":"Article 104479"},"PeriodicalIF":1.1000,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property\",\"authors\":\"Juan J. Jiménez\",\"doi\":\"10.1016/j.spa.2024.104479\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this article, we study the stochastic wave equation in spatial dimensions <span><math><mrow><mi>d</mi><mo>≤</mo><mn>2</mn></mrow></math></span> with multiplicative Lévy noise that can have infinite <span><math><mi>p</mi></math></span>th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the <span><math><mi>p</mi></math></span>-integrability of the Lévy measure <span><math><mi>ν</mi></math></span> for the region corresponding to the small jumps of the noise. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>1</mn></mrow></math></span>, there are no restrictions on <span><math><mi>ν</mi></math></span>. For <span><math><mrow><mi>d</mi><mo>=</mo><mn>2</mn></mrow></math></span>, we assume that there exists a value <span><math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> for which <span><math><mrow><msub><mrow><mo>∫</mo></mrow><mrow><mrow><mo>{</mo><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow><mo>≤</mo><mn>1</mn><mo>}</mo></mrow></mrow></msub><msup><mrow><mrow><mo>|</mo><mi>z</mi><mo>|</mo></mrow></mrow><mrow><mi>p</mi></mrow></msup><mi>ν</mi><mrow><mo>(</mo><mi>d</mi><mi>z</mi><mo>)</mo></mrow><mo><</mo><mo>+</mo><mi>∞</mi></mrow></math></span>.</p></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"178 \",\"pages\":\"Article 104479\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001856\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001856","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property
In this article, we study the stochastic wave equation in spatial dimensions with multiplicative Lévy noise that can have infinite th moments. Using the past light-cone property of the wave equation, we prove the existence and uniqueness of a solution, considering only the -integrability of the Lévy measure for the region corresponding to the small jumps of the noise. For , there are no restrictions on . For , we assume that there exists a value for which .
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.