| Título: | Hitting Properties of a Random String |
| Autores: |
Mueller, Carl; University of Rochester Tribe, Roger; University of Warwick |
| Fecha: | 2002-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Martingale, random set, strong martingale property Primary, 60H15; Secondary, 35R60, 35L05. |
| Descripción: | We consider Funaki's model of a random string taking values in $\mathbf{R}^d$. It is specified by the following stochastic PDE, \[ \frac{\partial u(x)}{\partial t}=\frac{\partial^2 u(x)}{\partial x^2} +\dot{W}. \] where $\dot{W}=\dot{W}(x,t)$ is two-parameter white noise, also taking values in $\mathbf{R}^d$. We find the dimensions in which the string hits points, and in which it has double points of various types. We also study the question of recurrence and transience. |
| Idioma: | Inglés |
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