Article ID Journal Published Year Pages File Type
1155993 Stochastic Processes and their Applications 2009 36 Pages PDF
Abstract

We consider a system of dd linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution u={u(t,x)}t∈R+,x∈S1u={u(t,x)}t∈R+,x∈S1. We then establish upper and lower bounds on hitting probabilities of uu, in terms of the Hausdorff measure and Newtonian capacity respectively.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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