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Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion

  • Author Bio: E-mail address: hleszcz@mat.ug.edu.pl; E-mail address: mwrzosek@mat.ug.edu.pl
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  • We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

    Mathematics Subject Classification: Primary: 60H15; Secondary: 35R60.


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