pith. sign in

arxiv: 0710.3952 · v1 · submitted 2007-10-21 · 🧮 math.PR

The fractional stochastic heat equation on the circle: Time regularity and potential theory

classification 🧮 math.PR
keywords circlefractionalheatstochastictimeadditiveboundsbrownian
0
0 comments X
read the original abstract

We consider a system of $d$ linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle $S^1$. We obtain sharp results on the H\"older continuity in time of the paths of the solution $u=\{u(t, x)\}_{t \in \mathbb{R}_+, x \in S^1}$. We then establish upper and lower bounds on hitting probabilities of $u$, in terms of respectively Hausdorff measure and Newtonian capacity.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.