Some criteria for hitting probabilities. Application to systems of stochastic wave equation with additive noise

Seminar series

Stochastic Analysis Seminar

Date

Mon, 02 Mar 2009
14:15

Location

Oxford-Man Institute

Speaker

Professor Marta Sanz Solé

Organisation

Universitat de Barcelona

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k≥1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and coloured in space.