English

Systems of stochastic Poisson equations: hitting probabilities

Probability 2017-08-23 v3

Abstract

We consider a dd-dimensional random field u=(u(x),xD)u=(u(x), x\in D) that solves a system of elliptic stochastic equations on a bounded domain DRkD\subset \mathbb{R}^k, with additive white noise and spatial dimension k=1,2,3k=1,2,3. Properties of uu and its probability law are proved. For Gaussian solutions, using results from [Dalang and Sanz-Sol\'e, 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 on the canonical distance of the process or, equivalently, on L2L^2 estimates of increments of the Green function of the Laplace equation.

Keywords

Cite

@article{arxiv.1612.04567,
  title  = {Systems of stochastic Poisson equations: hitting probabilities},
  author = {Marta Sanz-Solé and Noèlia Viles},
  journal= {arXiv preprint arXiv:1612.04567},
  year   = {2017}
}

Comments

39 pages. To appear in the journal Stochastic Processes and their Applications

R2 v1 2026-06-22T17:23:22.737Z