Hitting probabilities for nonlinear systems of stochastic waves

DOI10.1090/MEMO/1120zbMATH Open1390.60230arXiv1205.3041OpenAlexW2086969809MaRDI QIDQ2944987FDOQ2944987

Authors: Robert C. Dalang, Marta Sanz-Solé 

Publication date: 9 September 2015

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider a $d$-dimensional random field $u=u(t,x)$ that solves a non-linear system of stochastic wave equations in spatial dimensions $kin1,2,3$, driven by a spatially homogeneous Gaussian noise that is white in time. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent $$. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $I{R}^d$, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when $$, points are polar for $u$. Conversely, in low dimensions $d$, points are not polar. There is however an interval in which the question of polarity of points remains open.

Full work available at URL: https://arxiv.org/abs/1205.3041

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zbMATH Keywords

capacityHausdorff measurehitting probabilitiesspatially homogeneous Gaussian noisesystems of stochastic wave equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

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Cited In (20)

• Optimal regularity of SPDEs with additive noise
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
• Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
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