Hitting with probability one for stochastic heat equations with additive noise
Robert C. Dalang, Fei Pu

TL;DR
This paper investigates the conditions under which solutions to stochastic heat equations with additive noise almost surely hit certain sets, linking hitting probabilities to the capacity of those sets.
Contribution
It establishes that solutions to the stochastic heat equations with additive noise hit any bounded Borel set with positive $d-6$-dimensional capacity almost surely.
Findings
Solutions hit sets with positive $d-6$-capacity almost surely
Hitting probabilities are characterized by set capacity
Results extend understanding of stochastic heat equation behavior
Abstract
We study the hitting probabilities of the solution to a system of stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive -dimensional capacity, the solution visits this set almost surely.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Mathematical Dynamics and Fractals
