Abstract
In this article, we consider fractional stochastic wave equations on 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 H ∈ (1/4, 1/2) in space. We prove the existence and uniqueness of the mild Skorohod solution, establish lower and upper bounds for the pth moment of the solution for all p ≥ 2, and obtain the Hölder continuity in time and space variables for the solution.
| Original language | English |
|---|---|
| Pages (from-to) | 2699-2726 |
| Number of pages | 28 |
| Journal | Bernoulli |
| Volume | 26 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2 Nov 2020 |
Keywords
- Fractional Brownian motion
- Hölder continuity
- Intermittency
- Malliavin calculus
- Skorohod integral
- Stochastic wave equation