English

Hitting probabilities for non-linear systems of stochastic waves

Probability 2013-10-02 v2

Abstract

We consider a dd-dimensional random field u={u(t,x)}u = \{u(t,x)\} that solves a non-linear system of stochastic wave equations in spatial dimensions k{1,2,3}k \in \{1,2,3\}, driven by a spatially homogeneous Gaussian noise that is white in time. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent β\beta. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \IRd\IR^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when d(2β)>2(k+1)d(2-\beta) > 2(k+1), points are polar for uu. Conversely, in low dimensions dd, points are not polar. There is however an interval in which the question of polarity of points remains open.

Keywords

Cite

@article{arxiv.1205.3041,
  title  = {Hitting probabilities for non-linear systems of stochastic waves},
  author = {Robert C. Dalang and Marta Sanz-Solé},
  journal= {arXiv preprint arXiv:1205.3041},
  year   = {2013}
}

Comments

85 pages

R2 v1 2026-06-21T21:03:30.023Z