Solving the hyperbolic Anderson model 1: Skorohod setting
Probability
2021-12-10 v1
Abstract
This paper is concerned with a wave equation in dimension , with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the space-time covariance of the Gaussian noise, allowing the existence and uniqueness of a mild Skorohod solution.
Cite
@article{arxiv.2112.04954,
title = {Solving the hyperbolic Anderson model 1: Skorohod setting},
author = {Xia Chen and Aurélien Deya and Jian Song and Samy Tindel},
journal= {arXiv preprint arXiv:2112.04954},
year = {2021}
}