Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/142997
Title: Systems of stochastic Poisson equations: Hitting probabilities
Author: Sanz, Marta
Viles, Noèlia
Keywords: Aplicacions de Gauss
Equacions diferencials parcials estocàstiques
Gauss maps
Stochastic partial differential equations
Issue Date: Jun-2017
Publisher: Elsevier B.V.
Abstract: We consider a -dimensional random field that solves a system of elliptic stochastic equations on a bounded domain , with additive white noise and spatial dimension . Properties of and its probability law are proved. For Gaussian solutions, using results from Dalang and Sanz-Solé (2009), we establish upper and lower bounds on hitting probabilities in terms of the Hausdorff measure and Bessel-Riesz capacity, respectively. This relies on precise estimates of the canonical distance of the process or, equivalently, on estimates of increments of the Green function of the Laplace equation.
Note: Versió postprint del document publicat a: https://doi.org/10.1016/j.spa.2017.08.014
It is part of: Stochastic Processes and their Applications, 2017, vol. 128, num. 6, p. 1857-1888
URI: http://hdl.handle.net/2445/142997
Related resource: https://doi.org/10.1016/j.spa.2017.08.014
ISSN: 0304-4149
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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