A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866911259940618240 |
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| author | Bellingeri, Carlo Kern, Hannes |
| author_facet | Bellingeri, Carlo Kern, Hannes |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_18634 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE Bellingeri, Carlo Kern, Hannes Probability Analysis of PDEs 60L30, 60H15, 46F10 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. |
| title | A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE |
| topic | Probability Analysis of PDEs 60L30, 60H15, 46F10 |
| url | https://arxiv.org/abs/2404.18634 |