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paper

The 1-d stochastic wave equation driven by a fractional Brownian motion

arXiv:math/0604274

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 infinite dimensional fractional Brownian motion.

37 pages, 3 figures