The fractional stochastic heat equation on the circle: Time regularity and potential theory (Q1016627)

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The fractional stochastic heat equation on the circle: Time regularity and potential theory
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    The fractional stochastic heat equation on the circle: Time regularity and potential theory (English)
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    6 May 2009
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    The aim of the paper is study a system of \(d\) stochastic heat equations on the unit circle driven by an infinite-dimensional fractional Brownian motion \(B^H\) with Hurst parameter \(H \in (0,1)\). The authors assume that \(B^H\) is spatially homogeneous and separable in space. First, they get path continuity results of the solution \(u(t,x)\) using fractional stochastic calculus. They prove that \(u(t,x)\) is Hölder continuous in time and in space. The results are sharp for their additive stochastic heat equation. The second part of the paper is devoted to develop a potential theory for the solutions of such equations. They establish upper and lower bounds on hitting probabilities of \(u\) in terms of the Hausdorff measure and Newtonian capacity. In order to obtain such results, the authors need to get an upper bound of Gaussian type for the bivariate density of \(u\).
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    Hitting probabilities
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    stochastic heat equation, fractional Brownian motion
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    path regularity
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