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.
Identifer | oai:union.ndltd.org:uottawa.ca/oai:ruor.uottawa.ca:10393/40721 |
Date | 10 July 2020 |
Creators | Ma, Yiping |
Contributors | Balan, Raluca Madalina |
Publisher | Université d'Ottawa / University of Ottawa |
Source Sets | Université d’Ottawa |
Language | English |
Detected Language | English |
Type | Thesis |
Format | application/pdf |
Page generated in 0.0017 seconds