The stochastic wave equation with fractional noise: a random field approach

DOI10.1016/j.spa.2010.08.006zbMath1202.60095arXiv0912.3865MaRDI QIDQ608222

Raluca M. Balan, Ciprian A. Tudor

Publication date: 25 November 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.3865

zbMATH Keywords

fractional Brownian motion; stochastic wave equation; spatially homogeneous Gaussian noise; random field solution

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2, Intermittency for the wave and heat equations with fractional noise in time, Wiener integrals with respect to the Hermite random field and applications to the wave equation, The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach, Hitting times for the stochastic wave equation with fractional colored noise, Linear SPDEs driven by stationary random distributions, Recent developments on stochastic heat equation with additive fractional-colored noise, Stochastic elastic equation driven by fractional Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mild solutions for a class of fractional SPDEs and their sample paths
• A series expansion of fractional Brownian motion
• Variational solutions for partial differential equations driven by a fractional noise
• Young integrals and SPDEs
• Stochastic heat equation driven by fractional noise and local time
• The fractional stochastic heat equation on the circle: Time regularity and potential theory
• The non-linear stochastic wave equation in high dimensions
• Random nonlinear wave equations: Smoothness of the solutions
• Integration with respect to fractal functions and stochastic calculus. I
• Differential equations driven by rough signals
• Stochastic analysis of the fractional Brownian motion
• The stochastic wave equation in two spatial dimensions
• Long time existence for the wave equation with a noise term
• Study of a SPDE driven by a Poisson noise
• Evolution equations driven by a fractional Brownian motion
• Stochastic evolution equations with fractional Brownian motion
• Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
• A stochastic wave equation in dimension 3: Smoothness of the law
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
• Integration questions related to fractional Brownian motion
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
• A stochastic wave equation in two space dimensions: smoothness of the law
• Stochastic heat equation with multiplicative fractional-colored noise
• On Markov property of Lévy waves in two dimensions
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Existence and smoothness of the density for spatially homogeneous SPDEs
• Stochastic calculus for fractional Brownian motion and related processes.
• Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
• The Malliavin Calculus and Related Topics
• Stochastic integration with respect to the fractional Brownian motion
• System Control and Rough Paths
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic calculus with respect to Gaussian processes
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• Heat equations with fractional white noise potentials
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• Stochastic Equations in Infinite Dimensions