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On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process

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Abstract

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Lévy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition semigroup under mild conditions.

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Authors and Affiliations

  1. Department of Mathematics, Xidian University, Xi’an, 710071, China

    Lijun Bo

  2. School of Mathematical Sciences, Nankai University, Tianjin, 300071, China

    Lijun Bo, Kehua Shi & Yongjin Wang

Authors
  1. Lijun Bo
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  2. Kehua Shi
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  3. Yongjin Wang
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Corresponding author

Correspondence to Kehua Shi.

Additional information

Supported by the LPMC at Nankai University and the NSF of China (No. 10871103, No. 60874085).

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Bo, L., Shi, K. & Wang, Y. On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process. J Theor Probab 23, 328–343 (2010). https://doi.org/10.1007/s10959-009-0228-4

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  • DOI: https://doi.org/10.1007/s10959-009-0228-4

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