Return to search

A Study of Parabolic and Hyperbolic Anderson Models Driven by Fractional Brownian Sheet with Spatial Hurst Index in (0,1)

The goal of this thesis is to present a comprehensive study of the parabolic and hyperbolic Anderson models with constant initial condition, driven by a Gaussian noise which is fractional in space with index H > 1/2 or H < 1/2, and is either white in time, or fractional in time with index H_0 > 1/2. As a preliminary step, we study the linear stochastic heat and wave equations with the same type of noise. In the case H_0 > 1/2 and H < 1/2, we present a new result, regarding the solution of the parabolic Anderson model with general initial condition given by a measure.

Identiferoai:union.ndltd.org:uottawa.ca/oai:ruor.uottawa.ca:10393/40721
Date10 July 2020
CreatorsMa, Yiping
ContributorsBalan, Raluca Madalina
PublisherUniversité d'Ottawa / University of Ottawa
Source SetsUniversité d’Ottawa
LanguageEnglish
Detected LanguageEnglish
TypeThesis
Formatapplication/pdf

Page generated in 0.0017 seconds