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Criteria for hitting probabilities with applications to systems of stochastic wave equations
Dalang, Robert C., 1961-; Sanz, Marta
Universitat de Barcelona
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.
Probabilitats
Processos gaussians
Equacions diferencials estocàstiques
Teoria de la mesura
Probabilities
Measure theory
Gaussian processes
Stochastic differential equations
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010
Artículo
Bernoulli Society for Mathematical Statistics and Probability
         

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