Article ID Journal Published Year Pages File Type
4611474 Journal of Differential Equations 2011 35 Pages PDF
Abstract

We establish the existence and uniqueness of a local smooth solution to the Cauchy problem for a quasi-linear symmetric hyperbolic system with random noise in Rd. When the noise is multiplicative satisfying some nondegenerate conditions and the initial data are sufficiently small, we show that the solution exists globally in time in probability, i.e., the probability of global existence can be made arbitrarily close to one if the initial date are small accordingly.

Related Topics
Physical Sciences and Engineering Mathematics Analysis