Hitting times for the stochastic wave equation with fractional colored noise

DOI10.4171/RMI/796MaRDI QIDQ742891zbMATH OpenOpenAlexFDO

Authors Jorge Clarke De la Cerda, Ciprian A. Tudor

Publication date 19 September 2014

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.3921

zbMATH Keywords

fractional Brownian motioncapacityHausdorff dimensionpotential theorystochastic wave equationspatially homogeneous Gaussian noisehitting probabilityHölder community

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sample path properties (60G17)

Abstract: We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in terms of the Hausdorff measure and of the Newtonian capacity.

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Cites work

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Cited in

(11)

• Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• On quadratic variations for the fractional-white wave equation
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
• Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
• Hitting properties of generalized fractional kinetic equation with time-fractional noise
• The stochastic wave equations driven by fractional and colored noises
• Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
• Can the stochastic wave equation with strong drift hit zero?
• Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
• Wiener integrals with respect to the Hermite random field and applications to the wave equation

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