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

DOI10.3150/20-BEJ1204zbMath1459.60141arXiv1904.09905OpenAlexW3080953829MaRDI QIDQ2203619

Yanyan Li

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09905

zbMATH Keywords

fractional Brownian motionMalliavin calculusHölder continuityintermittencystochastic wave equationSkorohod integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (11)

Space-time fractional Anderson model driven by Gaussian noise rough in space ⋮ High order Anderson parabolic model driven by rough noise in space ⋮ Spatial averages for the Parabolic Anderson model driven by rough noise ⋮ Nonlinear stochastic wave equation driven by rough noise ⋮ Moment bounds for a generalized Anderson model with Gaussian noise rough in space ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Energy-preserving splitting finite element method for nonlinear stochastic space-fractional wave equations with multiplicative noise ⋮ Central limit theorems for heat equation with time-independent noise: The regular and rough cases ⋮ A large deviation principle for the stochastic heat equation with general rough noise ⋮ Decompositions of stochastic convolution driven by a white-fractional Gaussian noise ⋮ Quantitative central limit theorems for the parabolic Anderson model driven by colored noises

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