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

Jorge Clarke de La Cerda (1) , Ciprian Tudor (2)

1 Departamento de Ingenieria Matematica
2 LPP - Laboratoire Paul Painlevé - UMR 8524

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.

Domaines: Probabilités [math.PR]

Jorge Clarke de La Cerda, Ciprian Tudor. Hitting times for the stochastic wave equation with fractional-colored noise. Revista Matemática Iberoamericana, 2014, 30 (2), pp.685 - 709. ⟨hal-00680005⟩