English

Criteria for hitting probabilities with applications to systems of stochastic wave equations

Probability 2010-11-30 v2 Statistics Theory Statistics Theory

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 k1k\ge1 driven by a dd-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Keywords

Cite

@article{arxiv.0902.4583,
  title  = {Criteria for hitting probabilities with applications to systems of stochastic wave equations},
  author = {Robert C. Dalang and Marta Sanz-Solé},
  journal= {arXiv preprint arXiv:0902.4583},
  year   = {2010}
}

Comments

Published in at http://dx.doi.org/10.3150/09-BEJ247 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)