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2021-02-27

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/174485

Anisotropic Gaussian random fields: criteria for hitting probabilities and applications

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https://doi.org/10.1007/s40072-021-00190-1

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.

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Processos estocàstics, Anàlisi estocàstica

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Stochastic processes, Analyse stochastique

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Articles publicats en revistes (Matemàtiques i Informàtica)

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HINOJOSA CALLEJA, Adrián and SANZ-SOLÉ, Marta. Anisotropic Gaussian random fields: criteria for hitting probabilities and applications. Stochastics And Partial Differential Equations-Analysis And Computations. 2021. ISSN 2194-0401. [consulted: 17 of June of 2026]. Available at: https://hdl.handle.net/2445/174485

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