Criteria for hitting probabilities with applications to systems of stochastic wave equations

dc.contributor.authorDalang, Robert C., 1961-cat
dc.contributor.authorSanz-Solé, Martacat
dc.date.accessioned2012-04-10T10:36:44Z
dc.date.available2012-04-10T10:36:44Z
dc.date.issued2010
dc.description.abstractWe 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.eng
dc.format.extent26 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec590049
dc.identifier.issn1350-7265
dc.identifier.urihttps://hdl.handle.net/2445/23395
dc.language.isoengeng
dc.publisherBernoulli Society for Mathematical Statistics and Probability
dc.relation.isformatofReproducció del document publicat a: http://dx.doi.org/10.3150/09-BEJ247
dc.relation.ispartofBernoulli Volume 16, Number 4 (2010), 1343-1368
dc.relation.urihttp://dx.doi.org/10.3150/09-BEJ247
dc.rights(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)
dc.subject.classificationProbabilitatscat
dc.subject.classificationProcessos gaussianscat
dc.subject.classificationEquacions diferencials estocàstiquescat
dc.subject.classificationTeoria de la mesuracat
dc.subject.otherProbabilitieseng
dc.subject.otherMeasure theoryeng
dc.subject.otherGaussian processeseng
dc.subject.otherStochastic differential equationseng
dc.titleCriteria for hitting probabilities with applications to systems of stochastic wave equationseng
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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