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Hitting Properties of a Random String
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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.
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Full text: PDF
Pages: 1-29
Published on: April 12, 2002
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Electronic Journal of Probability. ISSN: 1083-6489 |
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