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The fractional stochastic heat equation on the circle: Time regularity and potential theory
Authors:Eulalia Nualart  Frederi Viens
Institution: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
Abstract:We consider a system of dd linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution u={u(t,x)}tR+,xS1u={u(t,x)}tR+,xS1. We then establish upper and lower bounds on hitting probabilities of uu, in terms of the Hausdorff measure and Newtonian capacity respectively.
Keywords:primary  60H15  60J45  secondary  60G15  60G17
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