Fractional stochastic wave equation driven by a Gaussian noise rough in space
Speaker:
Xiaoming Song, Drexel University
Date and Time:
Thursday, June 13, 2019 - 11:45am to 12:30pm
Location:
Fields Institute, Room 230
Abstract:
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 Hölder continuity in time and space variables for the solution.