Fractional stochastic wave equation driven by a Gaussian noise rough in space (Q2203619)
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English | Fractional stochastic wave equation driven by a Gaussian noise rough in space |
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Fractional stochastic wave equation driven by a Gaussian noise rough in space (English)
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7 October 2020
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The authors consider the fractional stochastic wave equation (SWE) 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 \(H\in (1/4, 1/2\)) in space. They also assume that the temporal covariance function is either the Dirac delta function or a nonnegative and nonnegative-definite function with a fixed power asymptotics. The existence and uniqueness of the mild Skorohod solution to the main SWE equation is established, together with lower and upper bounds for the \(p\)th moment of the solution for all \(p\geq 2\). As a result, the weak intermittency is deduced. The authors obtain the Hölder continuity for the solution in time and space variables. Some related recent development on stochastic heat equations and stochastic wave equations driven by multiplicative Gaussian noise is briefly desribed.
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fractional Brownian motion
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Hölder continuity
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intermittency
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Malliavin calculus
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Skorohod integral
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stochastic wave equation
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