Stochastic perturbation of wave equations
作者:
M. Elshamy,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1994)
卷期:
Volume 12,
issue 3
页码: 291-308
ISSN:0736-2994
年代: 1994
DOI:10.1080/07362999408809353
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider a wave equation with non-linear random forcing of the form.If the initial conditions are of sufficient regularity the solution uϵis shown to be Hölder continuous of exponent.kfor some 0<k< 1/2.The small stochastic perturbation relates to random effects which are often ignored. As the intensity of the stochastic perturbation tends to zero the distribution of uϵ decays exponentially outside of any neighborhood of the solution of the unperturbed equationLarge deviations principle for ϵin terms of Freidlin-Wentzel estimates is obtained in the Hölder's norm of exponent κ, for somek∈[0,1/2)
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