English

Level sets of the stochastic wave equation driven by a symmetric L\'{e}vy noise

Probability 2008-11-14 v2

Abstract

We consider the solution {u(t,x);t0,xR}\{u(t,x);t\geq0,x\in\mathbf{R}\} of a system of dd linear stochastic wave equations driven by a dd-dimensional symmetric space-time L\'{e}vy noise. We provide a necessary and sufficient condition on the characteristic exponent of the L\'{e}vy noise, which describes exactly when the zero set of uu is non-void. We also compute the Hausdorff dimension of that zero set when it is non-empty. These results will follow from more general potential-theoretic theorems on the level sets of L\'{e}vy sheets.

Keywords

Cite

@article{arxiv.0709.3165,
  title  = {Level sets of the stochastic wave equation driven by a symmetric L\'{e}vy noise},
  author = {Davar Khoshnevisan and Eulalia Nualart},
  journal= {arXiv preprint arXiv:0709.3165},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.3150/08-BEJ133 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)