Criteria for hitting probabilities with applications to systems of stochastic wave equations


Autoria(s): Dalang, Robert C., 1961-; Sanz, Marta
Contribuinte(s)

Universitat de Barcelona

Data(s)

18/04/2012

Resumo

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.

Identificador

http://hdl.handle.net/2445/23395

Idioma(s)

eng

Publicador

Bernoulli Society for Mathematical Statistics and Probability

Direitos

(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010

info:eu-repo/semantics/openAccess

Palavras-Chave #Probabilitats #Processos gaussians #Equacions diferencials estocàstiques #Teoria de la mesura #Probabilities #Measure theory #Gaussian processes #Stochastic differential equations
Tipo

info:eu-repo/semantics/article