Hitting times for the stochastic wave equation with fractional-colored noise

Clarke de La Cerda, Jorge; Tudor, Ciprian

Document type :

Compte-rendu et recension critique d'ouvrage

Title :

Hitting times for the stochastic wave equation with fractional-colored noise

Author(s) :

Clarke de La Cerda, Jorge [Auteur]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Journal title :

Revista Matemática Iberoamericana

Pages :

685 - 709

Publisher :

European Mathematical Society

Publication date :

2014

ISSN :

0213-2230

HAL domain(s) :

Mathématiques [math]/Probabilités [math.PR]

English abstract : [en]

We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of ...
Show more >We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in terms of the Hausdorff measure and of the Newtonian capacity.Show less >

Language :

Anglais

Popular science :

Non

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