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Hitting probabilities for systems of stochastic waves

Sanz-Solé, M (Barcelona)
Friday 02 July 2010, 10:10-11.00

Seminar Room 1, Newton Institute


We will give some criteria which yield upper and lower bounds for the hitting probabilities of random fields in terms of Hausdorff measure an Bessel-Riesz capacity, respectively. Firstly, the results will be applied to systems of stochastic wave equations in arbitrary spatial dimension, driven by a multidimensional additive Gaussian noise, white in time and colored in space. In a second part, we shall consider spatial dimensions $k\le 3$. We will report on work in progress concerning some extensions to systems driven by multiplicative noise. This is joint work with R. Dalang (EPFL, Switzerland).


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