The fractional stochastic heat equation on the circle: Time regularity and potential theory

We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution . We then establish upper and lower bounds on hitting probabilities of u, in terms of the Hausdorff measure and Newtonian capacity respectively.

MoreLess

Year of publication:	2009
Authors:	Nualart, Eulalia ; Viens, Frederi
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 5, p. 1505-1540
Publisher:	Elsevier
Keywords:	Hitting probabilities Stochastic heat equation Fractional Brownian motion Path regularity

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874117