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

Eulalia Nualart and Frederi Viens

Stochastic Processes and their Applications, 2009, vol. 119, issue 5, 1505-1540

Abstract: We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution . We then establish upper and lower bounds on hitting probabilities of u, in terms of the Hausdorff measure and Newtonian capacity respectively.

Keywords: Hitting; probabilities; Stochastic; heat; equation; Fractional; Brownian; motion; Path; regularity (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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