Fractional stochastic wave equation driven by a Gaussian noise rough in space

2019 
In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in(\frac14, \frac12)$ in space. We prove the existence and uniqueness of the mild Skorohod solution, establish lower and upper bounds for the $p$-th moment of the solution for all $p\ge2$, and obtain the H\"older continuity in time and space variables for the solution.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    43
    References
    0
    Citations
    NaN
    KQI
    []