A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
arxiv(2024)
摘要
We extend the stochastic reconstruction theorem to a setting where the
underlying family of distributions satisfies some natural conditions involving
rectangular increments. This allows us to prove the well-posedness of a new
class of mixed stochastic partial differential of hyperbolic type which
combines standard Walsh stochastic integration and Young products.
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