The 1-d stochastic wave equation driven by a fractional Brownian sheet |
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| Authors: | Lluís Quer-Sardanyons Samy Tindel |
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| Institution: | 1. Project OMEGA, INRIA Lorraine, Institut Elie Cartan, Campus Scientifique, BP 239–54506 Vandœuvre-lès-Nancy, France;2. Institut Elie Cartan, Université de Nancy 1, BP 239–54506 Vandœuvre-lès-Nancy, France |
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| 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. |
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| Keywords: | 60H15 60G15 35L05 |
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