The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
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Publication:658566
DOI10.1007/s11118-011-9219-zzbMath1231.60058arXiv1005.5275MaRDI QIDQ658566
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
fractional Brownian motion; Malliavin calculus; stochastic wave equation; spatially homogeneous Gaussian noise
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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