Article ID Journal Published Year Pages File Type
7550188 Stochastic Processes and their Applications 2018 32 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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