Criteria for hitting probabilities with applications to systems of stochastic wave equations
2010
Abstract
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.
Details
Title
Criteria for hitting probabilities with applications to systems of stochastic wave equations
Author(s)
Dalang, Robert C. ; Sanz-Sole, Marta
Published in
Bernoulli
Volume
16
Pages
1343-1368
Date
2010
Keywords
Other identifier(s)
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Laboratories
MATHAA
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > SB Archives > MATHAA - Mathematics Institute for Analysis and Applications
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2011-12-16