A NONLINEAR WAVE EQUATION WITH FRACTIONAL PERTURBATION

成果类型:
Article
署名作者:
Deya, Aurelien
署名单位:
Universite de Lorraine
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/18-AOP1296
发表日期:
2019
页码:
1775-1810
关键词:
feynman-kac formula driven noise
摘要:
We study a d-dimensional wave equation model (2 <= d <= 4) with quadratic nonlinearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter H = (H-0, ... , H-d) is an element of (0, 1)(d+1) of the noise: If Sigma(d)(i=0) H-i > d - 1/2, then the equation can be treated directly, while in the case d - 3/4 < Sigma(d)(i=0) H-i <= d - 1/2, the model must be interpreted in the Wick sense, through a renormalization procedure. Our arguments essentially rely on a fractional extension of the considerations of [Trans. Amer. Math. Soc. 370 (2017) 7335-7359] for the two-dimensional white-noise situation, and more generally follow a series of investigations related to stochastic wave models with polynomial perturbation.