Small Ball Asymptotics for the Stochastic Wave Equation

نویسنده

  • Andreas Martin
چکیده

We examine the small ball asymptotics for the weak solution X of the stochastic wave equation ∂X ∂t (t, x)− ∂ X ∂x (t, x) = g(X(t, x)) + f(t, x)dW (t, x) on the real line with deterministic initial conditions.

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تاریخ انتشار 2003