Exact asymptotics of the stochastic wave equation with time-independent noise
Probability
2021-07-12 v2
Abstract
In this article, we study the stochastic wave equation in all dimensions , driven by a Gaussian noise which does not depend on time. We assume that either the noise is white, or the covariance function of the noise satisfies a scaling property similar to the Riesz kernel. The solution is interpreted in the Skorohod sense using Malliavin calculus. We obtain the exact asymptotic behaviour of the -th moment of the solution either when the time is large or when is large. For the critical case, that is the case when and the noise is white, we obtain the exact transition time for the second moment to be finite.
Keywords
Cite
@article{arxiv.2007.10203,
title = {Exact asymptotics of the stochastic wave equation with time-independent noise},
author = {Raluca M. Balan and Le Chen and Xia Chen},
journal= {arXiv preprint arXiv:2007.10203},
year = {2021}
}
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41 pages