Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations
نویسندگان
چکیده
We consider a system of d non-linear stochastic fractional heat equations in spatial dimension 1 driven by multiplicative d-dimensional space–time white noise. establish sharp Gaussian-type upper bound on the two-point probability density function (u(s,y),u(t,x)). From this result, we deduce optimal lower bounds hitting probabilities process {u(t,x):(t,x)?[0,?[×R} non-Gaussian case, terms Newtonian capacity, which is as that Gaussian case. This also improves result Dalang et al. (2009) for systems classical equations. solution Hausdorff measure.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2021
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2020.07.015