Abstract
This paper is devoted to nonlinear stochastic wave equations with a globally Lipschitz nonlinearity and white noise excitation. We prove existence and uniqueness of generalized solutions, which are stochastic processes valued in the Colombeau algebra of generalized functions. In case the nonlinearity vanishes at infinity, we show that these solutions converge in probability to the distributional solutions of the linear equation.
| Original language | English |
|---|---|
| Pages (from-to) | 71-83 |
| Number of pages | 13 |
| Journal | Integral Transforms and Special Functions |
| Volume | 6 |
| Issue number | 1-4 |
| DOIs | |
| Publication status | Published - 1 Jan 1998 |
| Externally published | Yes |
Keywords
- Generalized functions
- Nonlinear stochastic partial differential equations
- Pathwise limits