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Principle Seminar of the Department of Probability Theory, Moscow State University
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Hitting probabilities for systems of stochastic partial differential equations: an overview R. C. Dalang École Polytechnique Fédérale de Lausanne |
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Abstract: We consider a d-dimensional random field that solves a possibly non-linear system of stochastic partial differential equations, such as stochastic heat or wave equations. We present results on upper and lower bounds for the probabilities that the random field visits a deterministic subset of |