Stochastic elastic equation driven by fractional Brownian motion

被引：0
|
作者：
Zhang, Yinghan [1 ]
Yang, Xiaoyuan [1 ]
机构：
[1] Beihang Univ, LMIB, Minist Educ, Dept Math, Beijing 100191, Peoples R China
来源：
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2016年 / 88卷 / 03期
基金：
北京市自然科学基金; 中国国家自然科学基金;
关键词：
Fractional Brownian motion; Hurst parameter; stochastic partial differential equations; WAVE-EQUATION; HEAT-EQUATION; NOISE;
D O I：
10.1080/17442508.2015.1079636
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the stochastic elastic equation driven by a cylindrical fractional Brownian motion. The regularities of the solution to the linear stochastic problem corresponding to the stochastic elastic equation are proved. Then, we obtain the existence of the solution using the Picard iteration.
引用
收藏
页码：415 / 427
页数：13
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