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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Dalang, Robert C., 1961- (Autor), Sanz Solé, Marta, 1952- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, Rhode Island : American Mathematical Society, 2015.
Colección:Memoirs of the American Mathematical Society ; no. 1120.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Notas:"Volume 237, number 1120 (fourth of 6 numbers), September 2015."
Descripción Física:1 online resource (v, 75 pages)
Bibliografía:Includes bibliographical references (pages 73-75).
ISBN:9781470425074
1470425076
ISSN:0065-9266 ;