Small ball asymptotics for the stochastic wave equation (Q702403): Difference between revisions

Let \(X(t,x)\) be the weak solution of the stochastic wave equation \[ {\partial^2X\over\partial t^2}(t,x)-{\partial^2X\over\partial x^2}(t,x)=g(X(t,x))+f(t,x)\,dW(t,x),\quad (t,x)\in{\mathbb R}_+\times{\mathbb R}, \] with a deterministic initial condition, where \(dW\) is the space-time white noise, \(f\) is square integrable and \(g\) is Lipschitz. Let \(u(t,x)\) be the solution of the corresponding deterministic equation (i.e., with \(f\equiv 0\)) with the same initial condition. It is shown that \[ P\Bigl(\sup_{\Delta(r,0)}| X(t,x)-u(t,x)| <\varepsilon \Bigr)\leqslant\exp\{-(\log(1/\varepsilon))^3/K\varepsilon^2\} \] as \(\varepsilon\to 0+\), for some constant \(K>0\), where \(\Delta(r,0)=\{(t,x): 0\leqslant t\leqslant r, | x| \leqslant r-t\}\). Moreover, the lower asymptotics is of the same order.