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The Stochastic Wave Equations Driven by Fractional and Colored Noises 被引量：1

The Stochastic Wave Equations Driven by Fractional and Colored Noises
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摘要 We investigate a wave equation in the plane with an additive noise which is fractional in time and has a non-degenerate spatial covariance. The equation is shown to admit a process-valued solution. Also we give a continuity modulus of the solution, and the HSlder continuity is presented. We investigate a wave equation in the plane with an additive noise which is fractional in time and has a non-degenerate spatial covariance. The equation is shown to admit a process-valued solution. Also we give a continuity modulus of the solution, and the HSlder continuity is presented.
作者 Dan TANG Yong Jin WANG
机构地区 School of Mathematical Sciences and LPMC School of Mathematical Sciences and School of Business
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第6期1055-1070,共16页 数学学报（英文版）
基金 Supported by NationalNatural Science Foundation of China (Grant No. 10871103)
关键词 fractional spatial colored noise process-valued solution stochastic wave equations fractional spatial colored noise, process-valued solution, stochastic wave equations
分类号 O112 [理学—基础数学] TN791 [电子电信—电路与系统]
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  • 1Bo, L., Tang, D., Wang, Y.: Explosive solutions of stochastic wave equations with damping on R2. J. Diff. Eq., 244, 170-187 (2008).
  • 2Caithamer, P.: The stochastic wave equation driven by fractional Brownian noise and temporality correlated smooth noise. Stoch. Dyn., 5, 45-64 (2005).
  • 3Chow, P. L.: Stochastic wave equations with polynomial nonlinearity. Ann. Appl. Probab., 12, 361-381 (2002).
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Acta Mathematica Sinica,English Series
2010年 第6期

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