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research article

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

Dalang, Robert C.  
•
Pu, Fei  
January 1, 2021
Stochastic Processes And Their Applications

We consider a system of d non-linear stochastic fractional heat equations in spatial dimension 1 driven by multiplicative d-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point probability density function of (u(s, y), u(t, x)). From this result, we deduce optimal lower bounds on hitting probabilities of the process {u(t, x) : (t, x) is an element of [0, infinity[xR} in the non-Gaussian case, in terms of Newtonian capacity, which is as sharp as that in the Gaussian case. This also improves the result in Dalang et al. (2009) for systems of classical stochastic heat equations. We also establish upper bounds on hitting probabilities of the solution in terms of Hausdorff measure. (C) 2020 Elsevier B.V. All rights reserved.

  • Details
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Type
research article
DOI
10.1016/j.spa.2020.07.015
Web of Science ID

WOS:000592907400016

Author(s)
Dalang, Robert C.  
Pu, Fei  
Date Issued

2021-01-01

Publisher

ELSEVIER

Published in
Stochastic Processes And Their Applications
Volume

131

Start page

359

End page

393

Subjects

Statistics & Probability

•

Mathematics

•

hitting probabilities

•

systems of non-linear stochastic fractional heat equations

•

malliavin calculus

•

gaussian-type upper bound

•

space-time white noise

•

partial-differential-equation

•

density

•

driven

•

holder

•

smoothness

•

existence

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
March 26, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/176238
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