Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces

Abstract

Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf D_{x_k}\partial_{x_k}u+f_u(Du)+g_u(Du)\,\dot W$inanydimension$d\ge 1$,where$f$and$g$arecontinuousmultilinearmappingsand$W$isaspatiallyhomogeneousWienerprocesson$\mathbb R^d$ with finite spectral measure. A nonstandard method of constructing weak solutions of SPDEs, that does not rely on martingale representation theorem, is employed.