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Title:
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Criteria for hitting probabilities with applications to systems of stochastic wave equations
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Author:
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Dalang, Robert C., 1961-; Sanz, Marta
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Other authors:
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Universitat de Barcelona |
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Abstract:
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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. |
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Subject(s):
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-Probabilitats
-Processos gaussians
-Equacions diferencials estocàstiques
-Teoria de la mesura
-Probabilities
-Measure theory
-Gaussian processes
-Stochastic differential equations |
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Rights:
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(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010
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Document type:
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Article
Article - Published version |
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Published by:
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Bernoulli Society for Mathematical Statistics and Probability
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