Systems of stochastic Poisson equations: hitting probabilities
Probability
2017-08-23 v3
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-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 estimates of increments of the Green function of the Laplace equation.
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