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Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion
Henryk Leszczynski1, Monika Wrzosek
1Institute of Mathematics, University of GdaNsk, Wita Stwosza 57, 80-952 GdaNsk, Poland.
Abstract:
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.
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