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Title: Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
Author: Hinojosa Calleja, Adrián
Sanz, Marta
Keywords: Processos estocàstics
Anàlisi estocàstica
Stochastic processes
Analyse stochastique
Issue Date: 27-Feb-2021
Publisher: Springer
Abstract: We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and Hausdorff measure, respectively, therefore extending the classical estimates with the Bessel-Riesz capacity and the $\gamma$ -dimensional Hausdorff measure. We apply the criteria to a system of linear stochastic partial differential equations driven by space-time noises that are fractional in time and either white or colored in space.
Note: Versió postprint del document publicat a:
It is part of: Stochastics And Partial Differential Equations-Analysis And Computations, 2021
Related resource:
ISSN: 2194-0401
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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