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Random motion of strings and related stochastic evolution equations*

Published online by Cambridge University Press:  22 January 2016

Tadahisa Funaki
Tadahisa Funaki*
Affiliation:
Department of Mathematics, Faculty of Science Nagoya University Chikusa-ku, Nagoya 464,Japan
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In this paper, we shall investigate the random motion of an elastic string by using the theory of infinite dimensional stochastic differential equations. The paper consists of three main parts and appendices. In the first part (§2), we shall derive a basic equation which describes the random motion of a string. Several properties of this equation will be investigated in § 3, 4 and 5. In the third part (§ 6), we shall deal with a stochastic differential equation on a Hilbert space as a generalization of the equation of the string.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 89 , March 1983 , pp. 129 - 193
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1989

Footnotes

*

Supported in part by the SAKKOKAI FOUNDATION.

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