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
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