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NIMS-National Institute for Mathematical Sciences South Korea

korea

Seminars

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Postdoc seminar

Stochastic convective wave equation in two space dimensions

  • Announcement  박상현 (국가수리과학연구소)
  • Date  2015-01-26 16:30~17:30
  • Place  수학원리응용센터 중형세미나실
We briefly review stochastic partial differential equations driven by random source. We provide an overview of Walsh's stochastic integration with respect to martingale measure. We also study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing necessary and sufficient condition of Gaussian noise. Holder continuity of the solution is proved.