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 driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter in space. We prove the existence and uniqueness of the mild Skorohod solution, establish lower and upper bounds for the -th moment of the solution for all , 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}
}