Moment bounds and asymptotics for the stochastic wave equation

DOI10.1016/j.spa.2014.11.009zbMath1325.60102MaRDI QIDQ2258836

Robert C. Dalang, Le Chen

Publication date: 27 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.11.009

zbMATH Keywords

intermittency; stochastic wave equation; moment bounds; growth indices; hyperbolic Anderson model

Mathematics Subject Classification ID

60G60: Random fields

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Nonlinear stochastic time-fractional diffusion equations on $\mathbb {R}$: Moments, Hölder regularity and intermittency, Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation, Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\), Exact asymptotics of the stochastic wave equation with time-independent noise, SPDEs with fractional noise in space: continuity in law with respect to the Hurst index, Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Intermittency for the wave and heat equations with fractional noise in time
• Stochastic integrals for SPDEs: a comparison
• Stochastic nonlinear wave equations in local Sobolev spaces
• Stochastic wave equation with critical nonlinearities: temporal regularity and uniqueness
• Intermittency properties in a hyperbolic Anderson problem
• The non-linear stochastic wave equation in high dimensions
• Intermittence and nonlinear parabolic stochastic partial differential equations
• Random nonlinear wave equations: Smoothness of the solutions
• Random nonlinear wave equations: Propagation of singularities
• Stochastic integrals in the plane
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• A stochastic wave equation in dimension 3: Smoothness of the law
• A stochastic wave equation in two space dimensions: smoothness of the law
• Stochastic wave equations with polynomial nonlinearity
• On a nonlinear stochastic wave equation in the plane: Existence and uniqueness of the solution
• Stochastic evolution equations with a spatially homogeneous Wiener process
• The Cauchy problem for a nonlinear stochastic wave equation in any dimension
• Existence and smoothness of the density for spatially homogeneous SPDEs
• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• Strong solutions to stochastic wave equations with values in Riemannian manifolds
• Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
• Weak Solutions to Stochastic Wave Equations with Values in Riemannian Manifolds
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Parabolic Anderson problem and intermittency