Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155993 | Stochastic Processes and their Applications | 2009 | 36 Pages |
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)
Authors
Eulalia Nualart, Frederi Viens,