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A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Carlo Bellingeri, Hannes Kern · 2024-04-29 · via math.PR updates on arXiv.org

We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This allows us to prove the well-posedness of a new class of mixed stochastic partial differential of hyperbolic type which combines standard Walsh stochastic integration and Young products.

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