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Large and small deviations of a string driven by a two-parameter Gaussian noise white in time

Part of: Limit theorems Stochastic analysis

Published online by Cambridge University Press:  14 July 2016

Peter Caithamer
Peter Caithamer*
Affiliation:
United States Military Academy, West Point
*
∗Postal address: 952 N. Loomis Street, Naperville, IL 60563, USA. Email address: peter.caithamer@comcast.net
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Abstract

Upper as well as lower bounds for both the large deviations and small deviations of several sup-norms associated with the displacements of a one-dimensional string driven by a Gaussian noise which is white in time and has general spatial covariance are developed.

Keywords

Stochastic wave equationwhite noiselarge deviationsmall deviation

MSC classification

Primary: 60H15: Stochastic partial differential equations
Secondary: 60F10: Large deviations
Type
Research Papers
Information
Journal of Applied Probability , Volume 40 , Issue 4 , September 2003 , pp. 946 - 960
Copyright
Copyright © Applied Probability Trust 2003 

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