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Title: | Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case |
Author: | Delgado Vences, Francisco Javier Sanz-Solé, Marta |
Keywords: | Anàlisi estocàstica Equacions en derivades parcials Analyse stochastique Partial differential equations |
Issue Date: | Aug-2016 |
Publisher: | Bernoulli Society for Mathematical Statistics and Probability |
Abstract: | This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of the support in Hölder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable and null initial conditions. Here, we allow for non-null initial conditions and, therefore, the solution does not possess a stationary property in space. As in (Bernoulli 20 (2014) 2169-2216), the support theorem is a consequence of an approximation result, in the convergence of probability, of a sequence of evolution equations driven by a family of regularizations of the driving noise. However, the method of the proof differs from (Bernoulli 20 (2014) 2169-2216) since arguments based on the stationarity property of the solution cannot be used. |
Note: | Reproducció del document publicat a: https://doi.org/10.3150/15-BEJ704 |
It is part of: | Bernoulli, 2016, vol. 22, num. 3, p. 1572-1597 |
URI: | http://hdl.handle.net/2445/116485 |
Related resource: | https://doi.org/10.3150/15-BEJ704 |
ISSN: | 1350-7265 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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