Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

zbMath1386.60210arXiv1602.07004MaRDI QIDQ4597227

No author found.

Publication date: 12 December 2017

Full work available at URL: https://arxiv.org/abs/1602.07004

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsHölder continuitystochastic wave equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (11)

Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise ⋮ Exact asymptotics of the stochastic wave equation with time-independent noise ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ SPDEs with colored Gaussian noise: a survey ⋮ Fractional kinetic equation driven by general space-time homogeneous Gaussian noise ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise ⋮ Second order Lyapunov exponents for parabolic and hyperbolic Anderson models ⋮ The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications ⋮ Stratonovich solution for the wave equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multiparameter processes with stationary increments: spectral representation and integration
• On Hölder continuity of the solution of stochastic wave equations in dimension three
• Feynman-Kac formula for heat equation driven by fractional white noise
• The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
• Harmonic analysis of additive Lévy processes
• Exponential asymptotics for time-space Hamiltonians
• Smoothness of the joint density for spatially homogeneous SPDEs
• Stochastic heat equation driven by fractional noise and local time
• The Wiener integral with respect to second order processes with stationary increments
• Intermittency properties in a hyperbolic Anderson problem
• The non-linear stochastic wave equation in high dimensions
• Spatially homogeneous random evolutions
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Some non-linear s. p. d. e's that are second order in time
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Absolute continuity for SPDEs with irregular fundamental solution
• The Malliavin Calculus and Related Topics
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• On a class of stochastic partial differential equations

This page was built for publication: Hyperbolic Anderson Model with space-time homogeneous Gaussian noise