Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156589 | Stochastic Processes and their Applications | 2007 | 25 Pages |
Abstract
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one- dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some Hölder regularity conditions, for some Hölder exponent greater than 1/2. This result will be applied to the fractional Brownian sheet.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Lluís Quer-Sardanyons, Samy Tindel,