کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7550188 1489923 2018 32 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Systems of stochastic Poisson equations: Hitting probabilities
ترجمه فارسی عنوان
سیستم های معادلات پوآسون تصادفی: احتمالات ضربه
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
We consider a d-dimensional random field u=(u(x),x∈D) that solves a system of elliptic stochastic equations on a bounded domain D⊂Rk, 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-Solé (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 of the canonical distance of the process or, equivalently, on L2 estimates of increments of the Green function of the Laplace equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 128, Issue 6, June 2018, Pages 1857-1888
نویسندگان
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