具有时无关噪声的随机波动方程的精确渐近性

IF 1.5 Q2 PHYSICS, MATHEMATICAL Annales de l Institut Henri Poincare D Pub Date : 2020-07-20 DOI:10.1214/21-aihp1207
R. Balan, Le Chen, Xia Chen
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引用次数: 8

摘要

在本文中,我们研究了随机波动方程在所有维度$d\leq 3$,由高斯噪声$\dot{W}$驱动,它不依赖于时间。我们假设噪声是白色的,或者噪声的协方差函数满足类似Riesz核的缩放性质。这个解是用Malliavin演算在Skorohod意义上解释的。当时间较大或$p$较大时,我们得到了解的$p$ -th矩的确切渐近行为。对于临界情况,即$d=3$和噪声为白色的情况,我们得到第二时刻的确切过渡时间是有限的。
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Exact asymptotics of the stochastic wave equation with time-independent noise
In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise satisfies a scaling property similar to the Riesz kernel. The solution is interpreted in the Skorohod sense using Malliavin calculus. We obtain the exact asymptotic behaviour of the $p$-th moment of the solution either when the time is large or when $p$ is large. For the critical case, that is the case when $d=3$ and the noise is white, we obtain the exact transition time for the second moment to be finite.
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CiteScore
2.30
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0.00%
发文量
16
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