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

DOI10.3150/09-BEJ247MaRDI QIDQ627306zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Marta Sanz-Solé

Publication date 28 February 2011

Published in Bernoulli (Search for Journal in Brave)

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

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)

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.

Recommendations

• Hitting probabilities for nonlinear systems of stochastic waves
• Hitting probabilities for systems of stochastic PDEs: an overview
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)

Cites work

• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3521291 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 3300147 (Why is no real title available?)
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
• Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting properties of a random string
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Multiparameter Processes
• Nonlinear stochastic wave and heat equations
• Potential theory for hyperbolic SPDEs.
• The stochastic wave equation in two spatial dimensions

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
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• 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
• Propagation of singularities for the stochastic wave equation
• Hitting properties of generalized fractional kinetic equation with time-fractional noise
• Hitting times for the stochastic wave equation with fractional colored noise
• Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
• Hitting probabilities for nonlinear systems of stochastic waves
• 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

This page was built for publication: Criteria for hitting probabilities with applications to systems of stochastic wave equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q627306)