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In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

概率论 · 数学 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

概率论 · 数学 2016-02-01 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

概率论 · 数学 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

概率论 · 数学 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

概率论 · 数学 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

概率论 · 数学 2019-01-03 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

概率论 · 数学 2016-03-31 Raluca M. Balan , Daniel Conus

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

概率论 · 数学 2009-12-22 Raluca Balan , Ciprian Tudor

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

概率论 · 数学 2007-05-23 Marco Ferrante , Marta Sanz-Solé

In this article, we consider the Parabolic Anderson Model with constant initial condition, driven by a space-time homogeneous Gaussian noise, with general covariance function in time and spatial spectral measure satisfying Dalang's…

概率论 · 数学 2018-07-17 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

概率论 · 数学 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

概率论 · 数学 2007-05-23 Yaozhong Hu , David Nualart

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in…

概率论 · 数学 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

In this article, we consider the one-dimensional stochastic wave and heat equations driven by a linear multiplicative Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in (\frac…

概率论 · 数学 2019-11-28 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

概率论 · 数学 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

概率论 · 数学 2022-01-19 Junfeng Liu

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

概率论 · 数学 2021-05-12 Cheuk Yin Lee

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

概率论 · 数学 2023-03-23 Raluca M. Balan
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