Intermittency for the wave equation with Lévy white noise

Raluca M. Balan and Cheikh B. Ndongo

Statistics & Probability Letters, 2016, vol. 109, issue C, 214-223

Abstract: In this article, we consider the stochastic wave equation on R+×R driven by the Lévy white noise introduced in Balan (2015). Using Rosenthal’s inequality, we develop a maximal inequality for the moments of order p≥2 of the integral with respect to this noise. Based on this inequality, we show that this equation has a unique solution, which is weakly intermittent in the sense of Foondun and Khoshnevisan (2009) and Khoshnevisan (2014).

Keywords: Stochastic partial differential equations; Lévy processes; Intermittency (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215003880
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:109:y:2016:i:c:p:214-223

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.09.027

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().