2012-04-10T10:36:44Z
2012-04-10T10:36:44Z
2010
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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Probabilitats; Processos gaussians; Equacions diferencials estocàstiques; Teoria de la mesura; Probabilities; Measure theory; Gaussian processes; Stochastic differential equations
Bernoulli Society for Mathematical Statistics and Probability
Reproducció del document publicat a: http://dx.doi.org/10.3150/09-BEJ247
Bernoulli Volume 16, Number 4 (2010), 1343-1368
http://dx.doi.org/10.3150/09-BEJ247
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2010