Systems of stochastic Poisson equations: hitting probabilities

MaRDI QIDQ6280828zbMATH OpenFDO

Authors Marta Sanz-Solé, Noèlia Viles

Publication date 14 December 2016

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

Abstract: We consider a $d$-dimensional random field $u=(u(x),xinD)$ that solves a system of elliptic stochastic equations on a bounded domain $Dsubsetmathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$ 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 $L^2$ estimates of increments of the Green function of the Laplace equation.

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