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http://hdl.handle.net/2445/23395
Title: | Criteria for hitting probabilities with applications to systems of stochastic wave equations |
Author: | Dalang, Robert C., 1961- Sanz-Solé, Marta |
Keywords: | Probabilitats Processos gaussians Equacions diferencials estocàstiques Teoria de la mesura Probabilities Measure theory Gaussian processes Stochastic differential equations |
Issue Date: | 2010 |
Publisher: | Bernoulli Society for Mathematical Statistics and Probability |
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. |
Note: | Reproducció del document publicat a: http://dx.doi.org/10.3150/09-BEJ247 |
It is part of: | Bernoulli Volume 16, Number 4 (2010), 1343-1368 |
URI: | http://hdl.handle.net/2445/23395 |
Related resource: | http://dx.doi.org/10.3150/09-BEJ247 |
ISSN: | 1350-7265 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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590049.pdf | 235.34 kB | Adobe PDF | View/Open |
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