eBook ISBN: | 978-1-4704-2507-4 |
Product Code: | MEMO/237/1120.E |
List Price: | $70.00 |
MAA Member Price: | $63.00 |
AMS Member Price: | $42.00 |
eBook ISBN: | 978-1-4704-2507-4 |
Product Code: | MEMO/237/1120.E |
List Price: | $70.00 |
MAA Member Price: | $63.00 |
AMS Member Price: | $42.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 237; 2015; 75 ppMSC: Primary 60
The authors consider a \(d\)-dimensional random field \(u = \{u(t,x)\}\) that solves a non-linear system of stochastic wave equations in spatial dimensions \(k \in \{1,2,3\}\), driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \(\beta\). Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \(\mathbb{R}^d\), in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when \(d(2-\beta) > 2(k+1)\), points are polar for \(u\). Conversely, in low dimensions \(d\), points are not polar. There is, however, an interval in which the question of polarity of points remains open.
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Table of Contents
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Chapters
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1. Introduction
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2. Upper bounds on hitting probabilities
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3. Conditions on Malliavin matrix eigenvalues for lower bounds
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4. Study of Malliavin matrix eigenvalues and lower bounds
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A. Technical estimates
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The authors consider a \(d\)-dimensional random field \(u = \{u(t,x)\}\) that solves a non-linear system of stochastic wave equations in spatial dimensions \(k \in \{1,2,3\}\), driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \(\beta\). Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \(\mathbb{R}^d\), in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when \(d(2-\beta) > 2(k+1)\), points are polar for \(u\). Conversely, in low dimensions \(d\), points are not polar. There is, however, an interval in which the question of polarity of points remains open.
-
Chapters
-
1. Introduction
-
2. Upper bounds on hitting probabilities
-
3. Conditions on Malliavin matrix eigenvalues for lower bounds
-
4. Study of Malliavin matrix eigenvalues and lower bounds
-
A. Technical estimates