Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527274 | Stochastic Processes and their Applications | 2012 | 31 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Bruno Saussereau, Ion Lucretiu Stoica,