Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/192887
Title: A linear stochastic biharmonic heat equation: hitting probabilities
Author: Hinojosa Calleja, Adrián
Sanz-Solé, Marta
Keywords: Probabilitats
Processos estocàstics
Equacions en derivades parcials
Processos gaussians
Probabilities
Stochastic processes
Partial differential equations
Gaussian processes
Issue Date: 9-Jan-2022
Publisher: Springer
Abstract: Consider the linear stochastic biharmonic heat equation on a $d$-dimensional torus ( $d=1,2,3)$, driven by a space-time white noise and with periodic boundary conditions: $$ \left(\frac{\partial}{\partial t}+(-\Delta)^2\right) v(t, x)=\sigma \dot{W}(t, x),(t, x) \in(0, T] \times \mathbb{T}^d, $$ $v(0, x)=v_0(x)$. We find the canonical pseudo-distance corresponding to the random field solution, therefore the precise description of the anisotropies of the process. We see that for $d=2$, they include a $z\left(\log \frac{c}{z}\right)^{1 / 2}$ term. Consider $D$ independent copies of the random field solution to (0.1). Applying the criteria proved in Hinojosa-Calleja and Sanz-Solé (Stoch PDE Anal Comp 2021. https://doi.org/10.1007/s40072-021-001901), we establish upper and lower bounds for the probabilities that the path process hits bounded Borel sets.This yields results on the polarity of sets and on the Hausdorff dimension of the path process.
Note: Versió postprint del document publicat a: https://doi.org/10.1007/s40072-021-00234-6
It is part of: Stochastics And Partial Differential Equations-Analysis And Computations, 2022, vol. 10, num. 3, p. 735-756
URI: http://hdl.handle.net/2445/192887
Related resource: https://doi.org/10.1007/s40072-021-00234-6
ISSN: 2194-0401
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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