Moment bounds and asymptotics for the stochastic wave equation

Le Chen and Robert C. Dalang

Stochastic Processes and their Applications, 2015, vol. 125, issue 4, 1605-1628

Abstract: 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.

Keywords: Nonlinear stochastic wave equation; Hyperbolic Anderson model; Intermittency; Growth indices (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2014.11.009

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