Title of article :
The 1-d stochastic wave equation driven by a fractional Brownian sheet
Author/Authors :
L. Quer-Sardanyons، نويسنده , , Lluيs and Tindel، نويسنده , , Samy، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
25
From page :
1448
To page :
1472
Abstract :
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one- dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some Hِlder regularity conditions, for some Hِlder exponent greater than 1/2. This result will be applied to the fractional Brownian sheet.
Keywords :
Young integration , wave equation , Fractional Brownian sheet
Journal title :
Stochastic Processes and their Applications
Serial Year :
2007
Journal title :
Stochastic Processes and their Applications
Record number :
1577922
Link To Document :
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