A non-linear wave equation with fractional perturbation
Probability
2021-05-21 v2
Abstract
We study a -dimensional wave equation model () with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter of the noise: if , then the equation can be treated directly, while in the case , the model must be interpreted in the Wick sense, through a renormalization procedure. Our arguments essentially rely on a fractional extension of the considerations of \cite{gubinelli-koch-oh} for the two-dimensional white-noise situation, and more generally follow a series of investigations related to stochastic wave models with polynomial perturbation.
Cite
@article{arxiv.1707.02761,
title = {A non-linear wave equation with fractional perturbation},
author = {Aurélien Deya},
journal= {arXiv preprint arXiv:1707.02761},
year = {2021}
}