Robert C Dalang 
Hitting Probabilities for Nonlinear Systems of Stochastic Waves [PDF ebook] 

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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.

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Format PDF ● Pagini 75 ● ISBN 9781470425074 ● Editura American Mathematical Society ● Publicat 2015 ● Descărcabil 3 ori ● Valută EUR ● ID 8057022 ● Protecție împotriva copiilor Adobe DRM
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