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Applied Mathematics and Optimization, Vol.54, No.2, 237-261, 2006
A one-dimensional wave equation with white noise boundary condition
We discuss the Cauchy problem for a one-dimensional wave equation with white noise boundary condition. We also establish the existence of an invariant measure when the noise is additive. Similar problems for parabolic equations were discussed by several authors. To our knowledge, there is only one work [12] which investigated the initial-boundary value problem for a wave equation with random noise at the boundary. We handle a more general case by a different method. Our result on the existence of an invariant measure relies on the author's recent work on a certain class of stochastic evolution equations.