English

Fractional stochastic wave equation driven by a Gaussian noise rough in space

Probability 2019-04-23 v1

Abstract

In this article, we consider fractional stochastic wave equations on R\mathbb R driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter H(14,12)H\in(\frac14, \frac12) in space. We prove the existence and uniqueness of the mild Skorohod solution, establish lower and upper bounds for the pp-th moment of the solution for all p2p\ge2, and obtain the H\"older continuity in time and space variables for the solution.

Keywords

Cite

@article{arxiv.1904.09905,
  title  = {Fractional stochastic wave equation driven by a Gaussian noise rough in space},
  author = {Jian Song and Xiaoming Song and Fangjun Xu},
  journal= {arXiv preprint arXiv:1904.09905},
  year   = {2019}
}