Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces

preprint2011arXivOpen access

Abstract

Let MM be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf D_{x_k}\partial_{x_k}u+f_u(Du)+g_u(Du)\,\dot Winanydimension in any dimension d\ge 1,where, where fand and garecontinuousmultilinearmappingsand are continuous multilinear mappings and WisaspatiallyhomogeneousWienerprocesson is a spatially homogeneous Wiener process on \mathbb R^d$ with finite spectral measure. A nonstandard method of constructing weak solutions of SPDEs, that does not rely on martingale representation theorem, is employed.

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