• Title of article

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

  • Author/Authors

    Nualart، نويسنده , , Eulalia and Viens، نويسنده , , Frederi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    36
  • From page
    1505
  • To page
    1540
  • Abstract
    We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S 1 . We obtain sharp results on the Hölder continuity in time of the paths of the solution u = { u ( t , x ) } t ∈ R + , x ∈ S 1 . We then establish upper and lower bounds on hitting probabilities of u , in terms of the Hausdorff measure and Newtonian capacity respectively.
  • Keywords
    Hitting probabilities , Stochastic heat equation , Path regularity , Fractional Brownian motion
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578116