Moment bounds and asymptotics for the stochastic wave equation

We consider the stochastic wave equation on the real line driven by space–time white noise and with irregular initial data. We give bounds on higher moments and, for the hyperbolic Anderson model, explicit formulas for second moments. These bounds imply weak intermittency and allow us to obtain sharp bounds on growth indices for certain classes of initial conditions with unbounded support.

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Year of publication:	2015
Authors:	Chen, Le ; Dalang, Robert C.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 4, p. 1605-1628
Publisher:	Elsevier
Subject:	Nonlinear stochastic wave equation \| Hyperbolic Anderson model \| Intermittency \| Growth indices

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194130