Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k 1

DOI10.1214/20-EJP438MaRDI QIDQ2184601zbMATH OpenFDO

Authors Robert C. Dalang, Fei Pu

Publication date 29 May 2020

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.12757, https://projecteuclid.org/euclid.ejp/1585620095

zbMATH Keywords

hitting probabilitiesMalliavin calculusspatially homogeneous Gaussian noisesystems of non-linear stochastic heat equations

Mathematics Subject Classification ID

Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

Abstract: We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $gamm{a}_Z$ of $Z:=(u(s,y),u(t,x)-u(s,y))$, where $u$ is the solution to system of $d$ non-linear stochastic heat equations in spatial dimension $kgeq1$. We also obtain the optimal exponents for the $L^p$-modulus of continuity of the increments of the solution and of its Malliavin derivatives. These lead to optimal lower bounds on hitting probabilities of the process $u(t,x):(t,x)in[0,infty[imesmathbbR$ in the non-Gaussian case in terms of Newtonian capacity, and improve a result in Dalang, Khoshnevisan and Nualart [ extit{Stoch PDE: Anal Comp} extbf{1} (2013) 94--151].

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Cited in

(5)

• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Optimal regularity of SPDEs with additive noise
• Hitting with probability one for stochastic heat equations with additive noise
• Hitting probabilities, thermal capacity, and Hausdorff dimension results for the Brownian sheet
• Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

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