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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 d3d\leq 3, driven by a Gaussian noise W˙\dot{W} 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 pp-th moment of the solution either when the time is large or when pp is large. For the critical case, that is the case when d=3d=3 and the noise is white, we obtain the exact transition time for the second moment to be finite.

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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