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arxiv: 1205.3041 · v2 · pith:HI5HCCPZnew · submitted 2012-05-14 · 🧮 math.PR

Hitting probabilities for non-linear systems of stochastic waves

classification 🧮 math.PR
keywords pointsbetaconsiderdimensionsfieldhausdorffmeasurenon-linear
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We 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. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent $\beta$. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $\IR^d$, 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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