dc.contributor.author
Sanz-Solé, Marta
dc.contributor.author
Viles, Noèlia
dc.date.issued
2019-10-24T09:39:08Z
dc.date.issued
2019-10-24T09:39:08Z
dc.date.issued
2019-10-24T09:39:08Z
dc.identifier
https://hdl.handle.net/2445/142997
dc.description.abstract
We consider a -dimensional random field that solves a system of elliptic stochastic equations on a bounded domain , with additive white noise and spatial dimension . Properties of and its probability law are proved. For Gaussian solutions, using results from Dalang and Sanz-Solé (2009), we establish upper and lower bounds on hitting probabilities in terms of the Hausdorff measure and Bessel-Riesz capacity, respectively. This relies on precise estimates of the canonical distance of the process or, equivalently, on estimates of increments of the Green function of the Laplace equation.
dc.format
application/pdf
dc.publisher
Elsevier B.V.
dc.relation
Versió postprint del document publicat a: https://doi.org/10.1016/j.spa.2017.08.014
dc.relation
Stochastic Processes and their Applications, 2017, vol. 128, num. 6, p. 1857-1888
dc.relation
https://doi.org/10.1016/j.spa.2017.08.014
dc.rights
cc-by-nc-nd (c) Elsevier B.V., 2017
dc.rights
http://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Matemàtiques i Informàtica)
dc.subject
Aplicacions de Gauss
dc.subject
Equacions diferencials parcials estocàstiques
dc.subject
Stochastic partial differential equations
dc.title
Systems of stochastic Poisson equations: Hitting probabilities
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/acceptedVersion
