The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach

DOI10.1007/s11118-011-9219-zzbMath1231.60058arXiv1005.5275MaRDI QIDQ658566

Raluca M. Balan

Publication date: 12 January 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5275

zbMATH Keywords

fractional Brownian motion; Malliavin calculus; stochastic wave equation; spatially homogeneous Gaussian noise

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

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

Related Items

Hyperbolic Anderson Model with space-time homogeneous Gaussian noise, Space-time fractional Anderson model driven by Gaussian noise rough in space, Moment bounds for a generalized Anderson model with Gaussian noise rough in space, Existence and regularity results for semilinear stochastic time-tempered fractional wave equations with multiplicative Gaussian noise and additive fractional Gaussian noise, Solving a nonlinear fractional stochastic partial differential equation with fractional noise, Intermittency for the wave and heat equations with fractional noise in time, A note on intermittency for the fractional heat equation, Generalized Anderson model with time-space multiplicative fractional noise, Stochastic fractional heat equations driven by fractional noises, The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications, Fractional stochastic wave equation driven by a Gaussian noise rough in space, Fractional kinetic equation driven by general space-time homogeneous Gaussian noise, Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise, Intermittency for the hyperbolic Anderson model with rough noise in space, A nonlinear wave equation with fractional perturbation

Cites Work

• Unnamed Item
• Unnamed Item
• The stochastic wave equation with fractional noise: a random field approach
• Feynman-Kac formula for heat equation driven by fractional white noise
• Stochastic heat equation driven by fractional noise and local time
• The non-linear stochastic wave equation in high dimensions
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• A stochastic wave equation in two space dimensions: smoothness of the law
• Stochastic heat equation with multiplicative fractional-colored noise
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• The Malliavin Calculus and Related Topics
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Heat equations with fractional white noise potentials