Hitting times for the stochastic wave equation with fractional colored noise

DOI10.4171/RMI/796zbMath1396.60073arXiv1203.3921MaRDI QIDQ742891

Ciprian A. Tudor, Jorge Clarke De la Cerda

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 motion; potential theory; capacity; Hausdorff dimension; stochastic wave equation; spatially homogeneous Gaussian noise; hitting probability; Hölder community

Mathematics Subject Classification ID

60G17: Sample path properties

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

Related Items

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

Cites Work

• The stochastic wave equation with fractional noise: a random field approach
• Potential theory for hyperbolic SPDEs.
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• Unnamed Item
• Unnamed Item