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相关论文: Spatial integral of the solution to hyperbolic And…

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In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…

概率论 · 数学 2022-05-27 Raluca M. Balan , Wangjun Yuan

In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…

概率论 · 数学 2023-05-10 Raluca M. Balan , Wangjun Yuan

In this article, we study the asymptotic behaviour of the spatial integral $F_R(t)$ of the solution to the hyperbolic Anderson model in dimension $d=1$, driven by the L\'evy colored noise introduced in Balan and Jim\'enez (2026). We assume…

概率论 · 数学 2026-02-27 Raluca M. Balan , William D. Stephenson

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

概率论 · 数学 2017-06-26 Raluca M. Balan , Jian Song

In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a Gaussian multiplicative noise, which is white in time and…

概率论 · 数学 2022-05-30 Sefika Kuzgun , David Nualart

The aim of this paper is to establish the almost sure asymptotic behavior as the space variable becomes large, for the solution to the one spatial dimensional stochastic heat equation driven by a Gaussian noise which is white in time and…

概率论 · 数学 2016-07-15 Xia Chen , Yaozhong Hu , David Nualart , Samy Tindel

In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…

概率论 · 数学 2016-03-22 Jingyu Huang , Khoa Lê , David Nualart

In this article, we study the continuity in law of the solutions of two linear multiplicative SPDEs (the parabolic Anderson model and the hyperbolic Anderson model) with respect to the spatial parameter of the noise. The solution is…

概率论 · 数学 2023-05-18 Raluca M. Balan , Xiao Liang

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

概率论 · 数学 2025-01-09 Masahisa Ebina

In this article, we study the Parabolic Anderson Model driven by a space-time homogeneous Gaussian noise on $\mathbb{R}_{+} \times \mathbb{R}^d$, whose covariance kernels in space and time are locally integrable non-negative functions,…

概率论 · 数学 2016-06-30 Raluca M. Balan , Le Chen

In this article, we study the hyperbolic Anderson model driven by a space-time \emph{colored} Gaussian homogeneous noise with spatial dimension $d=1,2$. Under mild assumptions, we provide $L^p$-estimates of the iterated Malliavin derivative…

概率论 · 数学 2022-01-20 Raluca M. Balan , David Nualart , Lluís Quer-Sardanyons , Guangqu Zheng

Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic…

概率论 · 数学 2016-03-31 Xia Chen

In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

概率论 · 数学 2016-05-03 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

概率论 · 数学 2011-02-18 Robert C. Dalang , Carl Mueller

This paper is concerned with a wave equation in dimension $d\in \{1,2, 3\}$, with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. We provide necessary and sufficient conditions on the…

概率论 · 数学 2021-12-10 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

In this paper we study the spatial averages of the solution of a one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise, which is white in time and has a homogeneous spatial covariance described by the Riesz…

概率论 · 数学 2025-08-05 Chengbo Sun , Yaozhong Hu

In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…

概率论 · 数学 2022-10-13 David Nualart , Panqiu Xia , Guangqu Zheng

We study a wave equation in dimension $d\in \{1,2\}$ with a multiplicative space-time Gaussian noise. The existence and uniqueness of the Stratonovich solution is obtained under some conditions imposed on the Gaussian noise. The strategy is…

概率论 · 数学 2022-06-01 Xia Chen , Aurélien Deya , Jian Song , Samy Tindel

Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…

概率论 · 数学 2024-04-18 Ciprian A Tudor , Jérémy Zurcher

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

概率论 · 数学 2024-11-12 Carsten Chong
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