Saussereau, Bruno; Stoica, Ion Lucretiu - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1456-1486
We study a fractional stochastic perturbation of a first-order hyperbolic equation of nonlinear type. The existence and uniqueness of the solution are investigated via a Lax–Oleĭnik formula. To construct the invariant measure we use two main ingredients. The first one is the notion of a...