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Approximation of solutions of the stochastic wave equation by using the Fourier series
Volume 5, Issue 4 (2018), pp. 429–444
Vadym Radchenko ORCID icon link to view author Vadym Radchenko details   Nelia Stefans’ka  

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https://doi.org/10.15559/18-VMSTA115
Pub. online: 19 September 2018      Type: Research Article      Open accessOpen Access

Received
28 May 2018
Revised
30 August 2018
Accepted
30 August 2018
Published
19 September 2018

Abstract

A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered. It is proved that changing the integrator by the corresponding partial sums or by Fejèr sums we obtain the approximations of mild solution of the equation.

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Keywords
Stochastic measure stochastic wave equation mild solution stochastic Fourier series Fejèr sums

MSC2010
60H15 60G57

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