Hitting Probabilities for Nonlinear Systems of Stochastic Waves

ISBN-13: 9781470414238 / Angielski

Robert C. Dalang;Marta Sanz-Sole

Opis

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 $eta$. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $mathbb^d$, 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 $d(2-eta) > 2(k+1)$, 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.

Spis treści

• Introduction
• Upper bounds on hitting probabilities
• Conditions on Malliavin matrix eigenvalues for lower bounds
• Study of Malliavin matrix eigenvalues and lower bounds
• Appendix A. Technical estimates
• Bibliography