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arxiv: 1904.09905 · v1 · pith:GPQJJQULnew · submitted 2019-04-22 · 🧮 math.PR

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

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keywords fractionalsolutionspacedrivengaussiannoisestochastictime
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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.

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