6533b853fe1ef96bd12ac021

RESEARCH PRODUCT

Itô-Stratonovitch Formula for the Wave Equation on a Torus

Rémi Léandre

subject

symbols.namesakePartial differential equationDiffusion equationMathematics::ProbabilityDifferential equationMathematical analysisFirst-order partial differential equationsymbolsFokker–Planck equationFisher's equationWave equationd'Alembert's formulaMathematics

description

We give an Ito-Stratonovitch formula for the wave equation on a torus, where we have no stochastic process associated to this partial differential equation. This gives a generalization of the classical Ito-Stratonovitch equation for diffusion in semi-group theory established by ourself in [18], [20].

yearjournalcountryeditionlanguage
2010-01-01
https://doi.org/10.1007/978-3-642-11389-5_4