Open Access
November 2008 Level sets of the stochastic wave equation driven by a symmetric Lévy noise
Davar Khoshnevisan, Eulalia Nualart
Bernoulli 14(4): 899-925 (November 2008). DOI: 10.3150/08-BEJ133

Abstract

We consider the solution $\{u(t, x); t≥0,x∈\mathbf R\}$ 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.

Citation

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Davar Khoshnevisan. Eulalia Nualart. "Level sets of the stochastic wave equation driven by a symmetric Lévy noise." Bernoulli 14 (4) 899 - 925, November 2008. https://doi.org/10.3150/08-BEJ133

Information

Published: November 2008
First available in Project Euclid: 6 November 2008

zbMATH: 1163.60028
MathSciNet: MR2543579
Digital Object Identifier: 10.3150/08-BEJ133

Keywords: Level sets , Lévy noise , potential theory , Stochastic wave equation

Rights: Copyright © 2008 Bernoulli Society for Mathematical Statistics and Probability

Vol.14 • No. 4 • November 2008
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