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 Electronic Journal of Probability > Vol. 7 (2002) > Paper 10 open journal systems 


Hitting Properties of a Random String

Carl Mueller, University of Rochester
Roger Tribe, University of Warwick


Abstract
We consider Funaki's model of a random string taking values in Rd. It is specified by the following stochastic PDE,

ut = uxx + W

where W=W(x,t) is two-parameter white noise, also taking values in Rd. 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.


Full text: PDF

Pages: 1-29

Published on: April 12, 2002


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Electronic Journal of Probability. ISSN: 1083-6489