Algebraic sum of the image sets for a random string process
Chen, Zhenlong
Osaka J. Math., Tome 45 (2008) no. 1, p. 847-868 / Harvested from Project Euclid
Let $\{u_{t}(x)\colon t\geq 0{,}\ x\in \mathbb{R}\}$ be a random string taking values in $\mathbb{R}^{d}$. It is specified by the following stochastic partial differential equation, \begin{equation*} \frac{\partial u_{t}(x)}{\partial t} =\frac{\partial^{2}u_{t}(x)}{\partial x^{2}}+\dot{W}, \end{equation*} where $\dot{W}(x,t)$ is two-parameter white noise. The objective of the present paper is to study the fractal properties of the algebraic sum of the image sets for the random string process $\{u_{t}(x)\colon t\geq 0{,}\ x\in \mathbb{R}\}$. We obtain the Hausdorff and packing dimensions of the algebraic sum of the image sets of the string. We also consider the existence of the local times of the process $\{u_{s}(y)-u_{t}(x)\colon s,t\geq 0\colon x, y\in \mathbb{R}\}$, and find the Hausdorff and packing dimensions of the level sets for the process $\{u_{s}(y)-u_{t}(x)\colon s,t\geq 0; x, y\in \mathbb{R}\}$.
Publié le : 2008-12-15
Classification:  60H15,  60G15,  60G17
@article{1227708821,
     author = {Chen, Zhenlong},
     title = {Algebraic sum of the image sets for a random string process},
     journal = {Osaka J. Math.},
     volume = {45},
     number = {1},
     year = {2008},
     pages = { 847-868},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1227708821}
}
Chen, Zhenlong. Algebraic sum of the image sets for a random string process. Osaka J. Math., Tome 45 (2008) no. 1, pp.  847-868. http://gdmltest.u-ga.fr/item/1227708821/