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- W1485162367 abstract "We give general sufficient conditions which imply upper and lower bounds for the probability that a multiparameter process hits a given set E in terms of a capacity of E related to the process. This extends a result of Khoshnevisan and Shi [Ann. Probab. 27 (1999) 1135-1159], where estimates for the hitting probabilities of the (N,d) Brownian sheet in terms of the (d-2N) Newtonian capacity are obtained, and readily applies to a wide class of Gaussian processes. Using Malliavin calculus and, in particular, a result of Kohatsu-Higa [Probab. Theory Related Fields 126 (2003) 421-457], we apply these general results to the solution of a system of d nonlinear hyperbolic stochastic partial differential equations with two variables. We show that under standard hypotheses on the coefficients, the hitting probabilities of this solution are bounded above and below by constants times the (d-4) Newtonian capacity. As a consequence, we characterize polar sets for this process and prove that the Hausdorff dimension of its range is min(d,4) a.s." @default.
- W1485162367 created "2016-06-24" @default.
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- W1485162367 date "2004-07-01" @default.
- W1485162367 modified "2023-10-10" @default.
- W1485162367 title "Potential theory for hyperbolic SPDEs" @default.
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- W1485162367 doi "https://doi.org/10.1214/009117904000000685" @default.
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