Hitting times for the stochastic wave equation with fractional-colored noise
Jorge Clarke De La Cerda, Ciprian Tudor (LPP)

TL;DR
This paper investigates the regularity and hitting probabilities of solutions to the stochastic wave equation driven by fractional-colored noise, providing precise bounds using geometric measures.
Contribution
It offers new sharp regularity results and bounds for hitting probabilities of the stochastic wave equation with fractional-colored noise, linking probabilistic behavior to geometric measures.
Findings
Established sharp regularity results for the solution.
Derived upper and lower bounds for hitting probabilities.
Connected hitting probabilities to Hausdorff measure and Newtonian capacity.
Abstract
We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in terms of the Hausdorff measure and of the Newtonian capacity.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis
