Article ID Journal Published Year Pages File Type
1156589 Stochastic Processes and their Applications 2007 25 Pages PDF
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
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