On Markov property of Lévy waves in two dimensions

DOI10.1016/S0304-4149(97)00087-2zbMath0948.60032MaRDI QIDQ1965898

Robert C. Dalang, Qiang Hou

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

sharp Markov propertystochastic wave equation

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

The stochastic wave equation with fractional noise: a random field approach ⋮ Recurrent lines in two-parameter isotropic stable Lévy sheets ⋮ THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA

Cites Work

• Linear stochastic differential equations with boundary conditions
• A prediction problem for the Brownian sheet
• Boundary value problems for stochastic differential equations
• The sharp Markov property of Lévy sheets
• The sharp Markov property of the Brownian sheet and related processes
• The stochastic wave equation in two spatial dimensions
• On the Markov property of a stochastic difference equation
• A Markov property for Gaussian processes with a multidimensional parameter
• Representations, decompositions and sample function continuity of random fields with independent increments
• Markov field property of stochastic differential equations
• The Cauchy Problem for the Wave Equation with Distribution Data: an Elementary Approach
• Markov property for elliptic stochastic partial differential equations
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
• Brownian Motion with a Several-Dimensional Time
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