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
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
Journal title :
Stochastic Processes and their Applications