Level sets of the stochastic wave equation driven by a symmetric Lévy noise

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• dc.contributor.author Khoshnevisan, Davarca
• dc.contributor.author Nualart, Eulàliaca
• dc.date.accessioned 2018-04-18T08:31:11Z
• dc.date.available 2018-04-18T08:31:11Z
• dc.date.issued 2008
• dc.description.abstract We consider the solution {u(t, x); t≥0, x∈R} of a system of d linear stochastic wave equations driven by a d-dimensional symmetric space-time Lévy noise. We provide a necessary and sufficient condition on the characteristic exponent of the Lévy noise, which describes exactly when the zero set of u is non-void. We also compute the Hausdorff dimension of that zero set when it is non-empty. These results will follow from more general potential-theoretic theorems on the level sets of Lévy sheets.en
• dc.description.sponsorship Research supported in part by the NSF Grant DMS-07-06728.
• dc.format.mimetype application/pdf
• dc.identifier.citation Khoshnevisan D, Nualart E. Level sets of the stochastic wave equation driven by a symmetric Lévy noise. Bernoulli. 2008;14(4):899-925. DOI: 10.3150/08-BEJ133
• dc.identifier.doi http://dx.doi.org/10.3150/08-BEJ133
• dc.identifier.issn 1350-7265
• dc.identifier.uri http://hdl.handle.net/10230/34389
• dc.language.iso eng
• dc.publisher International Statistical Institute, Bernoulli Society for Mathematical Statistics and Probabilityca
• dc.relation.ispartof Bernoulli. 2008;14(4):899-925.
• dc.rights © 2008 ISI/BS
• dc.rights.accessRights info:eu-repo/semantics/openAccess
• dc.subject.keyword Level setsen
• dc.subject.keyword Lévy noiseen
• dc.subject.keyword Potential theoryen
• dc.subject.keyword Stochastic wave equationen
• dc.title Level sets of the stochastic wave equation driven by a symmetric Lévy noiseca
• dc.type info:eu-repo/semantics/article
• dc.type.version info:eu-repo/semantics/publishedVersion