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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| 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 |
MARC
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| 003 | OCoLC | ||
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| 049 | |a UAMI | ||
| 100 | 1 | |a Dalang, Robert C., |d 1961- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJycHrVg7jw8MQW98dwHmd | |
| 245 | 1 | 0 | |a Hitting probabilities for nonlinear systems of stochastic waves / |c Robert C. Dalang, Marta Sanz-Solé. |
| 264 | 1 | |a Providence, Rhode Island : |b American Mathematical Society, |c 2015. | |
| 264 | 4 | |c ©2015 | |
| 300 | |a 1 online resource (v, 75 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Memoirs of the American Mathematical Society, |x 0065-9266 ; |v volume 237, number 1120 | |
| 588 | 0 | |a Online resource; title from PDF title page (viewed October 6, 2015). | |
| 504 | |a Includes bibliographical references (pages 73-75). | ||
| 500 | |a "Volume 237, number 1120 (fourth of 6 numbers), September 2015." | ||
| 505 | 0 | |a Introduction -- Upper bounds on hitting probabilities -- Conditions on Malliavin matrix eigenvalues for lower bounds -- Study of Malliavin matrix eigenvalues and lower bounds -- Technical estimates -- Bibliography. | |
| 520 | |a 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. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Stochastic differential equations. | |
| 650 | 0 | |a Hausdorff measures. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Équations différentielles stochastiques. | |
| 650 | 6 | |a Mesures de Hausdorff. | |
| 650 | 6 | |a Probabilités. | |
| 650 | 7 | |a probability. |2 aat | |
| 650 | 7 | |a Hausdorff measures |2 fast | |
| 650 | 7 | |a Probabilities |2 fast | |
| 650 | 7 | |a Stochastic differential equations |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 700 | 1 | |a Sanz Solé, Marta, |d 1952- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJf8x9kHXC6qBKMmhYHt8C | |
| 710 | 2 | |a American Mathematical Society, |e publisher. | |
| 758 | |i has work: |a Hitting probabilities for nonlinear systems of stochastic waves (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFqK4cmK6ykYFJxRmWwvjK |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Dalang, Robert C., 1961- |t Hitting probabilities for nonlinear systems of stochastic waves. |d Providence, Rhode Island : American Mathematical Society, 2015 |z 9781470414238 |z 1470414236 |w (DLC) 2015016271 |w (OCoLC)908311193 |
| 830 | 0 | |a Memoirs of the American Mathematical Society ; |v no. 1120. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4832027 |z Texto completo |
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| 994 | |a 92 |b IZTAP | ||