Hitting times for the stochastic wave equation with fractional colored noise

DOI10.4171/RMI/796zbMath1396.60073arXiv1203.3921OpenAlexW2963722018MaRDI QIDQ742891

Ciprian A. Tudor, Jorge Clarke De la Cerda

Publication date: 19 September 2014

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3921

zbMATH Keywords

fractional Brownian motionpotential theorycapacityHausdorff dimensionstochastic wave equationspatially homogeneous Gaussian noisehitting probabilityHölder community

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems ⋮ Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise ⋮ Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ On quadratic variations for the fractional-white wave equation ⋮ Wiener integrals with respect to the Hermite random field and applications to the wave equation ⋮ Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise ⋮ Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus ⋮ Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space

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• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's

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