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Hitting probabilities for nonlinear systems of stochastic waves
The authors consider a d-dimensional random field u = \{u(t,x)\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \in \{1,2,3\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is g...
Autores principales: | , |
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Lenguaje: | eng |
Publicado: |
American Mathematical Society
2015
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/2264078 |
Sumario: | The authors consider a d-dimensional random field u = \{u(t,x)\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \in \{1,2,3\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap |
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