Anisotropic Gaussian random fields: Criteria for hitting probabilities and applications

Abstract

We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and Hausdorff measure, respectively, therefore extending the classical estimates with the Bessel-Riesz capacity and the $\gamma$-dimensional Hausdorff measure. We apply the criteria to a system of linear stochastic partial differential equations driven by space-time noises that are fractional in time and either white or colored in space.

41 pages