English

Time-dependency in hyperbolic Anderson model: Stratonovich regime

Probability 2025-10-03 v1

Abstract

In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-tt asymptotics. The investigation leads to a necessary and sufficient condition for existence and a precise large-tt limit form for the expectation of the solution. Three major developments are made for achieving these goals: A universal bound for Stratonovich moment that guarantees the Stratonovich integrability and L2{\cal L}^2-convergence of the Stratonovich chaos expansion under the best possible condition, a representation of the expected Stratonovich moments in terms of a time-randomized Brownian intersection local time, and a large deviation principle for the time-randomized Brownian intersection local time.

Keywords

Cite

@article{arxiv.2510.01412,
  title  = {Time-dependency in hyperbolic Anderson model: Stratonovich regime},
  author = {Xia Chen},
  journal= {arXiv preprint arXiv:2510.01412},
  year   = {2025}
}
R2 v1 2026-07-01T06:11:51.300Z