Article ID Journal Published Year Pages File Type
10527274 Stochastic Processes and their Applications 2012 31 Pages PDF
Abstract
We study a fractional stochastic perturbation of a first-order hyperbolic equation of nonlinear type. The existence and uniqueness of the solution are investigated via a Lax-OleÄ­nik formula. To construct the invariant measure we use two main ingredients. The first one is the notion of a generalized characteristic in the sense of Dafermos. The second one is the fact that the oscillations of the fractional Brownian motion are arbitrarily small for an infinite number of intervals of arbitrary length.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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