Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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.
- Publication:
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arXiv e-prints
- Pub Date:
- September 2018
- DOI:
- 10.48550/arXiv.1809.05965
- arXiv:
- arXiv:1809.05965
- Bibcode:
- 2018arXiv180905965Y
- Keywords:
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- Mathematics - Probability;
- Mathematics - Analysis of PDEs