The 1-d stochastic wave equation driven by a fractional Brownian sheet

In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one- dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some Hölder regularity conditions, for some Hölder exponent greater than 1/2. This result will be applied to the fractional Brownian sheet.

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Year of publication:	2007
Authors:	Quer-Sardanyons, Lluís ; Tindel, Samy
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 10, p. 1448-1472
Publisher:	Elsevier
Keywords:	Wave equation Fractional Brownian sheet Young integration

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874015