bokomslag Hitting Probabilities for Nonlinear Systems of Stochastic Waves
Vetenskap & teknik

Hitting Probabilities for Nonlinear Systems of Stochastic Waves

Robert C Dalang Marta Sanz-Sole

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  • 75 sidor
  • 2015
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 appears in the Hausdorff measure is close to optimal, and shows that when $d(2-\beta) > 2(k+1)$, points are polar for $u$. Conversely, in low dimensions $d$, points are not polar. There is, however, an interval in which the question of polarity of points remains open.
  • Författare: Robert C Dalang, Marta Sanz-Sole
  • Format: Pocket/Paperback
  • ISBN: 9781470414238
  • Språk: Engelska
  • Antal sidor: 75
  • Utgivningsdatum: 2015-09-30
  • Förlag: American Mathematical Society