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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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Detalles Bibliográficos
Autores principales: Dalang, Robert C, Sanz-Solé, Marta
Lenguaje:eng
Publicado: American Mathematical Society 2015
Materias:
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