Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet

Abstract

Let [Formula: see text] be a fractional Brownian sheet with Hurst parameters H, H′ ≤ 1/2. We prove the existence and uniqueness of a strong solution for a class of hyperbolic stochastic partial differential equations with additive fractional Brownian sheet of the form [Formula: see text], where b(ζ, x) is a Borel function satisfying some growth and monotonicity assumptions. We also prove the convergence of Euler's approximation scheme for this equation.