dc.contributor.author
Dalang, Robert C., 1961-
dc.contributor.author
Sanz-Solé, Marta
dc.date.issued
2012-04-10T10:36:44Z
dc.date.issued
2012-04-10T10:36:44Z
dc.identifier
https://hdl.handle.net/2445/23395
dc.description.abstract
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.
dc.format
application/pdf
dc.publisher
Bernoulli Society for Mathematical Statistics and Probability
dc.relation
Reproducció del document publicat a: http://dx.doi.org/10.3150/09-BEJ247
dc.relation
Bernoulli Volume 16, Number 4 (2010), 1343-1368
dc.relation
http://dx.doi.org/10.3150/09-BEJ247
dc.rights
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Matemàtiques i Informàtica)
dc.subject
Processos gaussians
dc.subject
Equacions diferencials estocàstiques
dc.subject
Teoria de la mesura
dc.subject
Measure theory
dc.subject
Gaussian processes
dc.subject
Stochastic differential equations
dc.title
Criteria for hitting probabilities with applications to systems of stochastic wave equations
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion
