Random motion of strings and related stochastic evolution equations

Tadahisa Funaki
1983 Nagoya mathematical journal  
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
more » ... pace as a generalization of the equation of the string.
doi:10.1017/s0027763000020298 fatcat:brloig7a4rehbohqefan3doltq