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

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

2006-04-12

arxiv.org/abs/math/0604274v1

Mathematics

Probability

37 pages, 3 figures

Scientific paper

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 H\"{o}lder
regularity conditions, for some H\"older exponent greater than 1/2. This result
will be applied to the infinite dimensional fractional Brownian motion.

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