A random wave process
Applied Mathematics & Optimization , Volume 12 - Issue 1 p. 97- 114
The parabolic or forward scattering approximation to the equation describing wave propagation in a random medium leads to a stochastic partial differential equation which has the form of a random Schrödinger equation. Existence, uniqueness and continuity of solutions to this equation are established. The resulting process is a Markov diffusion process on the unit sphere in complex Hilbert space. Using Markov methods a limiting Markov process is identified in the case of a narrow beam limit; this limiting process corresponds to a simple random translation of the beam known as "spot-dancing."