SPDEs with fractional noise in space with index \(H<1/2\)

In this article, we consider the stochastic wave and heat equations on \(\mathbb{R}\) with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index \(H\), with \(1/4

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Bibliographic Details
Published in:arXiv.org 2014-07
Main Authors: Balan, Raluca, Jolis, Maria, Quer-Sardanyons, Lluis
Format: Article
Language:English
Subjects:
Brownian motion
Diffusion coefficient
Initial conditions
Mathematical analysis
Normal distribution
Random noise
Thermodynamics
Online Access:Get full text
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Summary:In this article, we consider the stochastic wave and heat equations on \(\mathbb{R}\) with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index \(H\), with \(1/4
ISSN:2331-8422