The fractional stochastic heat equation on the circle: Time regularity and potential theory |
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Authors: | Eulalia Nualart Frederi Viens |
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Affiliation: | 1. Institut Galilée, Université Paris 13, 93430 Villetaneuse, France;2. Department of Statistics, Purdue University, 150 N. University Street, West Lafayette, IN 47907-2067, USA |
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Abstract: | ![]() We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution u={u(t,x)}t∈R+,x∈S1. We then establish upper and lower bounds on hitting probabilities of u, in terms of the Hausdorff measure and Newtonian capacity respectively. |
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Keywords: | primary, 60H15, 60J45 secondary, 60G15, 60G17 |
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