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research article
Criteria for hitting probabilities with applications to systems of stochastic wave equations
2010
We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >= 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.
Type
research article
Web of Science ID
WOS:000285533700021
Authors
Publication date
2010
Published in
Volume
16
Start page
1343
End page
1368
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 16, 2011
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