  This paper is concerned with an inverse source problem for the stochastic
wave equation driven by a fractional Brownian motion. Given the random source,
the direct problem is to study the solution of the stochastic wave equation.
The inverse problem is to determine the statistical properties of the source
from the expectation and covariance of the final-time data. For the direct
problem, it is shown to be well-posed with a unique mild solution. For the
inverse problem, the uniqueness is proved for a certain class of functions and
the instability is characterized. Numerical experiments are presented to
illustrate the reconstructions by using a truncation-based regularization
method.
