The 1-d stochastic wave equation driven by a fractional Brownian motion
Probability
2007-05-23 v1
Abstract
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some H\"{o}lder regularity conditions, for some H\"older exponent greater than 1/2. This result will be applied to the infinite dimensional fractional Brownian motion.
Keywords
Cite
@article{arxiv.math/0604274,
title = {The 1-d stochastic wave equation driven by a fractional Brownian motion},
author = {Lluis Quer-Sardanyons and Samy Tindel},
journal= {arXiv preprint arXiv:math/0604274},
year = {2007}
}
Comments
37 pages, 3 figures