Fractional stochastic wave equation driven by a Gaussian noise rough in space

Jian Song, Xiaoming Song, Fangjun Xu

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

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 languageEnglish
Pages (from-to)2699-2726
Number of pages28
JournalBernoulli
Volume26
Issue number4
DOIs
StatePublished - 2 Nov 2020

Keywords

  • Fractional Brownian motion
  • Hölder continuity
  • Intermittency
  • Malliavin calculus
  • Skorohod integral
  • Stochastic wave equation

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