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

DOI10.3150/09-BEJ247zbMATH Open1218.60054arXiv0902.4583OpenAlexW1997529821MaRDI QIDQ627306FDOQ627306

Authors: Robert C. Dalang, Marta Sanz-Solé 

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

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 $kge1$ driven by a $d$-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Full work available at URL: https://arxiv.org/abs/0902.4583

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zbMATH Keywords

capacityHausdorff measurehitting probabilitiesspatially homogeneous colored noisesystems of stochastic wave equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (27)

• Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
• Absolute continuity of the law for the two dimensional stochastic Navier-Stokes equations
• Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
• Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
• Wiener integrals with respect to the Hermite random field and applications to the wave equation
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Can the stochastic wave equation with strong drift hit zero?
• Local nondeterminism and the exact modulus of continuity for stochastic wave equation
• Hitting probabilities of a Brownian flow with radial drift
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Potential theory for hyperbolic SPDEs.
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• Hitting probabilities and intersections of time-space anisotropic random fields
• Hitting with probability one for stochastic heat equations with additive noise
• Global solutions to stochastic wave equations with superlinear coefficients
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting properties of generalized fractional kinetic equation with time-fractional noise
• Propagation of singularities for the stochastic wave equation
• Hitting times for the stochastic wave equation with fractional colored noise
• Hitting probabilities for nonlinear systems of stochastic waves
• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\)
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
• Hitting probabilities for systems of stochastic PDEs: an overview
• A linear stochastic biharmonic heat equation: hitting probabilities

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