MétaCan
Menu
Back to cohort
Record W3123166970 · doi:10.1007/s40072-021-00227-5

The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications

2022· article· en· W3123166970 on OpenAlexafffund
Raluca M. Balan, David Nualart, Lluís Quer-Sardanyons, Guangqu Zheng

Bibliographic record

VenueStochastic Partial Differential Equations Analysis and Computations · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Ottawa
FundersNatural Sciences and Engineering Research Council of CanadaDirectorate for Mathematical and Physical SciencesMinisterio de Economía y CompetitividadNational Science Foundation
KeywordsMalliavin calculusMathematicsCentral limit theoremLimit (mathematics)Applied mathematicsGaussianMoment (physics)Mathematical analysisNonlinear systemIterated functionParametric statistics

Abstract

fetched live from OpenAlex

Abstract In this article, we study the hyperbolic Anderson model driven by a space-time colored Gaussian homogeneous noise with spatial dimension $$d=1,2$$ d = 1 , 2 . Under mild assumptions, we provide $$L^p$$ L p -estimates of the iterated Malliavin derivative of the solution in terms of the fundamental solution of the wave solution. To achieve this goal, we rely heavily on the Wiener chaos expansion of the solution. Our first application are quantitative central limit theorems for spatial averages of the solution to the hyperbolic Anderson model, where the rates of convergence are described by the total variation distance. These quantitative results have been elusive so far due to the temporal correlation of the noise blocking us from using the Itô calculus. A novel ingredient to overcome this difficulty is the second-order Gaussian Poincaré inequality coupled with the application of the aforementioned $$L^p$$ L p -estimates of the first two Malliavin derivatives. Besides, we provide the corresponding functional central limit theorems. As a second application, we establish the absolute continuity of the law for the hyperbolic Anderson model. The $$L^p$$ L p -estimates of Malliavin derivatives are crucial ingredients to verify a local version of Bouleau-Hirsch criterion for absolute continuity. Our approach substantially simplifies the arguments for the one-dimensional case, which has been studied in the recent work by [2].

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.003
Threshold uncertainty score0.010

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.002
Scholarly communication0.0010.002
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.239
Teacher spread0.215 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations15
Published2022
Admission routes2
Has abstractyes

Explore more

Same venueStochastic Partial Differential Equations Analysis and ComputationsSame topicStochastic processes and financial applicationsFrench-language works237,207