Hitting probabilities for systems of stochastic waves
Seminar Room 1, Newton Institute
AbstractWe 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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