Time-reversal in hyperbolic s. p. d. e. 's

DOI10.1214/aop/1020107766zbMath1019.60063OpenAlexW1579794310MaRDI QIDQ1872257

John B. Walsh, Robert C. Dalang

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1020107766

zbMATH Keywords

Brownian sheetstochastic wave equationtime-reversals

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Long time existence for the wave equation with a noise term ⋮ Unnamed Item ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

Cites Work

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• Time reversal of infinite-dimensional diffusions
• Time reversal of diffusions
• Time reversal for infinite-dimensional diffusions
• A prediction problem for the Brownian sheet
• Two-parameter martingales and their quadratic variation
• Stochastic integrals in the plane
• The law of the solution to a nonlinear hyperbolic SPDE
• Nonlinear stochastic integral equations in the plane

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