Level sets of the stochastic wave equation driven by a symmetric Lévy noise (Q1002529)
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English | Level sets of the stochastic wave equation driven by a symmetric Lévy noise |
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Level sets of the stochastic wave equation driven by a symmetric Lévy noise (English)
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2 March 2009
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The authors analyse the non-emptiness of the zero set of \(u(t,x)=(u_1(t,x),\dots,u_d(t,x))\), which is the solution of the following system of \(d\) linear stochastic wave equations: \[ \frac{\partial^2 u_i}{\partial t^2}(t,x)=\frac{\partial^2 u_i}{\partial x^2}(t,x)+\dot L_i(t,x),\quad t\geq 0,\; x\in \mathbb{R},\; i=1,\dots,d, \] with vanishing initial conditions and where \(\dot L=(\dot L_1,\dots,\dot L_d)\) stands for a totally scattered \(d\)-dimensional Lévy noise on \(\mathbb{R}^2\) with Lévy exponent \(\Psi\). The solution to the above system is considered in the mild form. Then, necessary and sufficient conditions on the Lévy exponent -- indeed, on the \textit{gauge function} associated to it -- are provided, so that the zero set of \(u\) is non-void and, in this case, the Hausdorff dimension of \(u^{-1}\{0\}\) is computed. In order to proof the main result, the authors study, in a general setting, the polar sets of the zero set of a Lévy sheet and of its associated perturbation, which is given by itself plus and additive Lévy process. In particular, the latter process is used to establish a comparison principle that is used to compute the Hausdorff dimension of the zero set of an \(N\)-parameter \(d\)-dimensional Lévy sheet. These results are strongly based on [\textit{D. Khoshnevisan} and \textit{Y. Xiao}, Ann. Probab. 30, No. 1, 62--100 (2002; Zbl 1019.60049), Progress in Probability 57, 151--170 (2004; Zbl 1065.60101)] and [\textit{D. Khoshnevisan, N. R. Shieh} and \textit{Y. Xiao}, Probab. Theory Related Fields 140, No. 1--2, 129--167 (2008; Zbl 1139.60010)]. Eventually, along the paper some particular examples of Lévy noises are analysed, such as stable noises and noises with stable components.
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level sets
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Lévy noise
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potential theory
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stochastic wave equation
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