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Systems of stochastic Poisson equations: Hitting probabilities
Authors:Marta Sanz-Solé  Noèlia Viles
Institution:1. Facultat de Matemàtiques i Informàtica, Universitat de Barcelona, Gran Via de les Corts Catalanes, 585, 08007 Barcelona, Spain;2. @DiMedia, Actividades Digital Media, Avinguda Diagonal, 477, 08036 Barcelona, Spain
Abstract:We consider a d-dimensional random field u=(u(x),xD) that solves a system of elliptic stochastic equations on a bounded domain D?Rk, with additive white noise and spatial dimension k=1,2,3. Properties of u and its probability law are proved. For Gaussian solutions, using results from Dalang and Sanz-Solé (2009), we establish upper and lower bounds on hitting probabilities in terms of the Hausdorff measure and Bessel–Riesz capacity, respectively. This relies on precise estimates of the canonical distance of the process or, equivalently, on L2 estimates of increments of the Green function of the Laplace equation.
Keywords:primary  60H15  60G15  60J45  secondary  60G60  60H07  Systems of stochastic Poisson equations  Hitting probabilities  Capacity  Hausdorff measure
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