Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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DOI: 10.1007/s40072-019-00152-8
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… read more here.
Keywords: wiener process; driven cylindrical; support theorem; cylindrical wiener ... See more keywords