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Hitting with Probability One for Stochastic Heat Equations with Additive Noise

  • Robert C. Dalang,
  • Fei Pu

摘要

We study the hitting probabilities of the solution to a system of d stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive \((d-6)\) ( d - 6 ) -dimensional capacity, the solution visits this set almost surely.