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Hitting Properties of a Random String


 
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1. Title Title of document Hitting Properties of a Random String
 
2. Creator Author's name, affiliation, country Carl Mueller; University of Rochester
 
2. Creator Author's name, affiliation, country Roger Tribe; University of Warwick
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Martingale, random set, strong martingale property
 
3. Subject Subject classification Primary, 60H15; Secondary, 35R60, 35L05.
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2002-04-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/109
 
10. Identifier Digital Object Identifier 10.1214/EJP.v7-109
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 7
 
12. Language English=en en
 
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