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arxiv: math/0604274 · v1 · submitted 2006-04-12 · 🧮 math.PR

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

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keywords browniandimensionaldrivenequationfractionalmotionsomewave
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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 H\"{o}lder regularity conditions, for some H\"older exponent greater than 1/2. This result will be applied to the infinite dimensional fractional Brownian motion.

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