Quasi-invariance of the Gaussian measure for the two-dimensional stochastic cubic nonlinear wave equation
Justin Forlano, Leonardo Tolomeo

TL;DR
This paper proves that a specific Gaussian measure related to a stochastic nonlinear wave equation on a 2D torus remains quasi-invariant under the nonlinear flow, extending understanding of measure behavior in stochastic PDEs.
Contribution
It establishes the quasi-invariance of the Gaussian measure for the 2D stochastic cubic nonlinear wave equation, a novel result in the analysis of stochastic PDEs.
Findings
Gaussian measure is quasi-invariant under the nonlinear flow
Unique invariant measure identified for the linear equation
Extension of measure invariance concepts to stochastic nonlinear wave equations
Abstract
We consider the stochastic damped nonlinear wave equation on the two-dimensional torus , where denotes a space-time white noise and . We show that the measure corresponding to the unique invariant measure for the flow of the associated linear equation is quasi-invariant under the nonlinear stochastic flow.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations
