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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...
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Lenguaje: | eng |
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American Mathematical Society
2015
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Acceso en línea: | http://cds.cern.ch/record/2264078 |
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author | Dalang, Robert C Sanz-Solé, Marta |
author_facet | Dalang, Robert C Sanz-Solé, Marta |
author_sort | Dalang, Robert C |
collection | CERN |
description | 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 |
id | cern-2264078 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2015 |
publisher | American Mathematical Society |
record_format | invenio |
spelling | cern-22640782021-04-21T19:13:52Zhttp://cds.cern.ch/record/2264078engDalang, Robert CSanz-Solé, MartaHitting probabilities for nonlinear systems of stochastic wavesMathematical Physics and MathematicsThe 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 apAmerican Mathematical Societyoai:cds.cern.ch:22640782015 |
spellingShingle | Mathematical Physics and Mathematics Dalang, Robert C Sanz-Solé, Marta Hitting probabilities for nonlinear systems of stochastic waves |
title | Hitting probabilities for nonlinear systems of stochastic waves |
title_full | Hitting probabilities for nonlinear systems of stochastic waves |
title_fullStr | Hitting probabilities for nonlinear systems of stochastic waves |
title_full_unstemmed | Hitting probabilities for nonlinear systems of stochastic waves |
title_short | Hitting probabilities for nonlinear systems of stochastic waves |
title_sort | hitting probabilities for nonlinear systems of stochastic waves |
topic | Mathematical Physics and Mathematics |
url | http://cds.cern.ch/record/2264078 |
work_keys_str_mv | AT dalangrobertc hittingprobabilitiesfornonlinearsystemsofstochasticwaves AT sanzsolemarta hittingprobabilitiesfornonlinearsystemsofstochasticwaves |