THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE

DOI10.1142/S0219493705001286zbMath1083.60053MaRDI QIDQ4662170

Peter Caithamer

Publication date: 30 March 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic partial differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

Related Items (19)

Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion ⋮ Intermittency for the wave and heat equations with fractional noise in time ⋮ Stochastic evolution equations driven by Liouville fractional Brownian motion ⋮ The 1-d stochastic wave equation driven by a fractional Brownian sheet ⋮ On inverse initial value problems for the stochastic strongly damped wave equation ⋮ Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion ⋮ Energy of the stochastic wave equation driven by a fractional Gaussian noise ⋮ The stochastic wave equations driven by fractional and colored noises ⋮ Newton's method for nonlinear stochastic wave equations ⋮ Existence and regularity results for semilinear stochastic time-tempered fractional wave equations with multiplicative Gaussian noise and additive fractional Gaussian noise ⋮ A nonlinear wave equation with fractional perturbation ⋮ Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations ⋮ Itô's formula for linear fractional PDEs ⋮ Decoupled double stochastic fractional integrals ⋮ Stochastic Burgers' equation driven by fractional Brownian motion ⋮ Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion ⋮ Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ An inverse source problem for the stochastic wave equation ⋮ Stochastic Korteweg-de Vries equation driven by fractional Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Stochastic models of damped vibrations
• Damped vibrations excited by white noise
• Stabilization of systems governed by the wave equation in the presence of distributed white noise
• On the maximum of gaussian fourier series emerging in the analysis of random vibrations
• Stochastic analysis of fractional brownian motions
• Randomly perturbed vibrations
• On the prediction of fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Fractional Brownian Motions, Fractional Noises and Applications
• The vibrating string forced by white noise
• Heat equations with fractional white noise potentials

This page was built for publication: THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE