Hitting probabilities for non-linear systems of stochastic waves
Abstract
We consider a -dimensional random field that solves a non-linear system of stochastic wave equations in spatial dimensions , 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 . Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of , 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 , points are polar for . Conversely, in low dimensions , points are not polar. There is however an interval in which the question of polarity of points remains open.
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