The 1-d stochastic wave equation driven by a fractional Brownian sheet

Lluís Quer-Sardanyons and Samy Tindel

Stochastic Processes and their Applications, 2007, vol. 117, issue 10, 1448-1472

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 Hölder regularity conditions, for some Hölder exponent greater than 1/2. This result will be applied to the fractional Brownian sheet.

Keywords: Wave; equation; Fractional; Brownian; sheet; Young; integration (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (6)

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