Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/174485
Title: | Anisotropic Gaussian random fields: criteria for hitting probabilities and applications |
Author: | Hinojosa Calleja, Adrián Sanz-Solé, 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: https://doi.org/10.1007/s40072-021-00190-1 |
It is part of: | Stochastics And Partial Differential Equations-Analysis And Computations, 2021 |
URI: | http://hdl.handle.net/2445/174485 |
Related resource: | https://doi.org/10.1007/s40072-021-00190-1 |
ISSN: | 2194-0401 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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