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dc.contributor.authorRyzhik, Lenya
dc.contributor.authorOlla, Stefano
dc.contributor.authorKomorowski, Tomasz
dc.date.accessioned2012-06-13T16:41:42Z
dc.date.available2012-06-13T16:41:42Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9456
dc.language.isoenen
dc.subjectOrnstein-Uhlenbeck equationen
dc.subjectStochastic processesen
dc.subjectWave equationen
dc.subject.ddc519en
dc.titleAsymptotics of the solutions of the stochastic lattice wave equationen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherDepartment of Mathematics http://math.stanford.edu/ Stanford University;États-Unis
dc.contributor.editoruniversityotherInstitute of Mathematics (UMCS) University Marii Curie-Sklodowskiej, Lublin;Pologne
dc.description.abstractenWe consider the long time limit for the solutions of a discrete wave equation with weak stochastic forcing. The multiplicative noise conserves energy, and in the unpinned case also conserves momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds for both square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic.en
dc.relation.isversionofjnlnameArchive for Rational Mechanics and Analysis
dc.relation.isversionofjnlvol209
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnlpages455-494
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00205-013-0626-8
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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