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We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2… Click to show full abstract
We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of the proof are V. Mackevicius's approach to support theorem for diffusion processes and N.V. Krylov's $L_p$-theory of SPDEs.
Keywords:
wiener process;
driven cylindrical;
support theorem;
cylindrical wiener;
real line
Journal Title: Stochastics and Partial Differential Equations: Analysis and Computations
Year Published: 2019
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Journal Title: Stochastics and Partial Differential Equations: Analysis and Computations
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!