Hitting times for the stochastic wave equation with fractional colored noise

DOI10.4171/RMI/796zbMATH Open1396.60073OpenAlexW2963722018MaRDI QIDQ742891FDOQ742891

Authors: Jorge Clarke De la Cerda, Ciprian A. Tudor 

Publication date: 19 September 2014

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

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.

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

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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)

Cites Work

• Potential theory for hyperbolic SPDEs.
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive 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
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• The stochastic wave equation with fractional noise: a random field approach
• The stochastic heat equation with fractional-colored noise: existence of the solution
• ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS

Cited In (11)

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

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